| On the least squares estimation of multiple-regime threshold autoregressive models D Li, S Ling Journal of Econometrics 167 (1), 240–253, 2012 | 111 | 2012 |
| Ergodicity and invertibility of threshold moving-average models S Ling, H Tong, D Li Bernoulli 13 (1), 161-168, 2007 | 51 | 2007 |
| The ZD-GARCH model: A new way to study heteroscedasticity D Li, XF Zhang, K Zhu, S Ling Journal of Econometrics 202 (1), 1-17, 2018 | 49 | 2018 |
| Asymptotic inference for a nonstationary double AR (1) model S Ling, D Li Biometrika 95 (1), 257-263, 2008 | 49 | 2008 |
| On a threshold double autoregressive model. D Li, S Ling, R Zhang Journal of Business & Economic Statistics 34 (1), 68-80, 2016 | 45 | 2016 |
| Nested sub-sample search algorithm for estimation of threshold models D Li, H Tong Statistica Sinica 26 (4), 1543-1554, 2016 | 39 | 2016 |
| Asymptotic theory on the least squares estimation of threshold moving-average models D Li, S Ling, WK Li Econometric Theory 29 (3), 482–516, 2013 | 36 | 2013 |
| Asymptotic inference in multiple-threshold double autoregressive models D Li, S Ling, JM Zakoïan Journal of Econometrics 189, 415-427, 2015 | 27 | 2015 |
| Network GARCH model J Zhou, D Li, R Pan, HS Wang Statistica Sinica, 2019 | 26 | 2019 |
| On moving-average models with feedback D Li, S Ling, H Tong Bernoulli 18 (2), 735-745, 2012 | 25 | 2012 |
| Nonstationarity and quasi-maximum likelihood estimation on a double autoregressive model M Chen, D Li, S Ling Journal of Time Series Analysis, 2014 | 23 | 2014 |
| On conditionally heteroscedastic AR models with thresholds KS Chan, D Li, S Ling, H Tong Statistica Sinica 24 (2), 625-652, 2014 | 22 | 2014 |
| On the least squares estimation of threshold autoregressive and moving-average models D Li, WK Li, S Ling Statistics and Its Interface 4 (2), 183-196, 2011 | 21 | 2011 |
| Nitrate concentration trends in Iowa's rivers, 1998 to 2012: What challenges await nutrient reduction initiatives? D Li, K Chan, Schiling. Journal of Envionmental Quality 42, 1822 - 1828, 2013 | 20 | 2013 |
| Non-standard inference for augmented double autoregressive models with null volatility coefficients F Jiang, D Li, K Zhu Journal of econometrics 215 (1), 165-183, 2020 | 16 | 2020 |
| Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models S Guo, D Li, M Li Journal of Econometrics 211, 319-337, 2019 | 15* | 2019 |
| On dynamics of volatilities in nonstationary GARCH models D Li, M Li, W Wu Statistics and Probability Letters 94, 86-90, 2014 | 12 | 2014 |
| A note on moving-average models with feedback D Li Journal of Time Series Analysis 33 (6), 873 - 879, 2012 | 12 | 2012 |
| Sample path properties of an explosive double autoregressive model F Liu, D Li, XM Kang Econometric Reviews 37, 484-490, 2018 | 7 | 2018 |
| Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model F Jiang, D Li, K Zhu Journal of Econometrics 224 (2), 306-329, 2021 | 6 | 2021 |
Ling ShiqingProfessor, Hong Kong University of Science and Technology在 ust.hk 的电子邮件经过验证
