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1

Information criteria for selecting possibly misspecified parametric models

Chor-Yiu Sin, Halbert White

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 1.09 MB

english, 1996

2

Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk

Clive W. J. Granger, Chor-Yiu Sin

Journal:

Journal of Forecasting

Year:

2000

Language:

english

File:

PDF, 1.33 MB

english, 2000

3

A theoretical framework to evaluate different margin-setting methodologies

Kin Lam, Chor-Yiu Sin, Rico Leung

Journal:

Journal of Futures Markets

Year:

2004

Language:

english

File:

PDF, 422 KB

english, 2004

4

Using CARRX models to study factors affecting the volatilities of Asian equity markets

Sin, Chor-Yiu (CY)

Journal:

The North American Journal of Economics and Finance

Year:

2013

Language:

english

File:

PDF, 354 KB

english, 2013

5

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

Zhang, Rong-Mao, Sin, Chor-yiu (CY), Ling, Shiqing

Journal:

Stochastic Processes and their Applications

Year:

2015

Language:

english

File:

PDF, 345 KB

english, 2015

6

Using Volatility Forecast for Margin-Setting: A Comparison between GARCH, Implied Volatility and Realized Volatility

Sin, Chor-yiu, Lam, Kin

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 701 KB

english, 2004

7

Public Infrastructure and Economic Growth: Time-Series Properties and Evidence

SAU-HIM PAUL LAU, CHOR-YIU SIN

Journal:

Economic Record

Year:

1997

Language:

english

File:

PDF, 818 KB

english, 1997

8

Model selection for integrated autoregressive processes of infinite order

Ching-Kang Ing, Chor-yiu Sin, Shu-Hui Yu

Journal:

Journal of Multivariate Analysis

Year:

2012

Language:

english

File:

PDF, 320 KB

english, 2012

9

Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models

Sau-Him Paul Lau, Chor-Yiu Sin

Journal:

Economic Modelling

Year:

1997

Language:

english

File:

PDF, 1.09 MB

english, 1997

10

Impacts of FDI liberalization on investment inflows

Sin, Chor-Yiu, Leung, Wing-Fai

Journal:

Applied Economics Letters

Year:

2001

Language:

english

File:

PDF, 110 KB

english, 2001

11

Time Series and Related Topics: In Memory of Ching-Zong Wei || On Prediction Errors in Regression Models with Nonstationary Regressors

Ching-Kang Ing and Chor-Yiu Sin

Journal:

IMS Lecture Notes--Monograph Series

Year:

2006

Language:

english

File:

PDF, 970 KB

english, 2006

12

QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION

Journal:

Annals of Financial Economics

Year:

2014

Language:

english

File:

PDF, 117 KB

english, 2014

13

Top-down, Middle-out, and Bottom-up Processes: A Cognitive Perspective of Teaching and Learning Economics

Shiu, Ling-po, Sin, Chor-yiu

Journal:

International Review of Economics Education

Year:

2006

Language:

english

File:

PDF, 123 KB

english, 2006

14

The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong

Sin, Chor-yiu (CY)

Journal:

International Review of Economics & Finance

Year:

2015

Language:

english

File:

PDF, 595 KB

english, 2015

15

PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER

Ing, Ching-Kang, Sin, Chor-yiu, Yu, Shu-Hui

Journal:

Econometric Theory

Year:

2010

Language:

english

File:

PDF, 208 KB

english, 2010

16

[Advances in Econometrics] Econometric Analysis of Financial and Economic Time Series Volume 20 || A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications

Year:

2006

Language:

english

File:

PDF, 278 KB

english, 2006

17

[Advances in Econometrics] Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later Volume 17 || ESTIMATING A LINEAR EXPONENTIAL DENSITY WHEN THE WEIGHTING MATRIX AND MEAN PARAMETER VECTOR ARE FUNCTIONALLY RELATED

Year:

2003

Language:

english

File:

PDF, 189 KB

english, 2003

18

Order selection for possibly infinite-order non-stationary time series

Sin, Chor-yiu, Yu, Shu-Hui

Journal:

AStA Advances in Statistical Analysis

Year:

2018

Language:

english

File:

PDF, 671 KB

english, 2018

19

Using Volatility Forecast for Margin-Setting: A Comparison between GARCH, Implied Volatility and Realized Volatility

Sin, Chor-yiu, Lam, Kin

Journal:

SSRN Electronic Journal

Year:

2004

File:

PDF, 701 KB

2004

20

Tree-Based Methods for Clustering Time Series Using Domain-Relevant Attributes

Ashouri, Mahsa, Shmueli, Galit, Sin, Chor-yiu (CY)

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 5.56 MB

english, 2018

21

Tree-Based Methods for Clustering Time Series Using Domain-Relevant Attributes

Ashouri, Mahsa, Shmueli, Galit, Sin, Chor-yiu (CY)

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 5.56 MB

2018

22

Tree-based methods for clustering time series using domain-relevant attributes

Ashouri, Mahsa, Shmueli, Galit, Sin, Chor-Yiu

Journal:

Journal of Business Analytics

Year:

2019

Language:

english

File:

PDF, 4.07 MB

english, 2019

23

On asymptotic risk of selecting models for possibly nonstationary time-series

Yu, Shu-Hui, Sin, Chor-yiu (CY)

Journal:

Econometric Reviews

Year:

2020

File:

PDF, 2.14 MB

2020

24

Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression

(Chor-yiu) SIN, CY, LEE, Cheng-Few

Journal:

Econometrics and Statistics

Year:

2020

File:

PDF, 717 KB

2020