Details about Chor-yiu (CY) SIN

Access statistics for papers by Chor-yiu (CY) SIN.

Last updated 2021-05-31. Update your information in the RePEc Author Service.

Short-id: psi490

Working Papers

1999

1. Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (6)

Journal Articles

2021

1. On asymptotic risk of selecting models for possibly nonstationary time-series
   Econometric Reviews, 2021, 40, (4), 387-414
2. Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression
   Econometrics and Statistics, 2021, 18, (C), 117-142 View citations (1)

2019

3. Order selection for possibly infinite-order non-stationary time series
   AStA Advances in Statistical Analysis, 2019, 103, (2), 187-216

2015

4. On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
   Stochastic Processes and their Applications, 2015, 125, (2), 482-512 View citations (4)
5. The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong
   International Review of Economics & Finance, 2015, 40, (C), 298-311 View citations (27)

2014

6. QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION
   Annals of Financial Economics (AFE), 2014, 09, (02), 1-10 View citations (3)

2013

7. Using CARRX models to study factors affecting the volatilities of Asian equity markets
   The North American Journal of Economics and Finance, 2013, 26, (C), 552-564 View citations (7)

2012

8. Model selection for integrated autoregressive processes of infinite order
   Journal of Multivariate Analysis, 2012, 106, (C), 57-71 View citations (5)

2010

9. PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
   Econometric Theory, 2010, 26, (3), 774-803 View citations (3)

2006

10. Top-down, middle-out, and bottom-up processes: A cognitive perspective of teaching and learning economics
    International Review of Economic Education, 2006, 5, (1), 60-72

2004

11. A theoretical framework to evaluate different margin‐setting methodologies
    Journal of Futures Markets, 2004, 24, (2), 117-145 View citations (5)

2001

12. Impacts of FDI liberalization on investment inflows
    Applied Economics Letters, 2001, 8, (4), 253-256 View citations (5)

1997

13. Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models
    Economic Modelling, 1997, 14, (1), 39-60 View citations (20)
14. Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence
    The Economic Record, 1997, 73, (221), 125-135 View citations (34)

1996

15. Information criteria for selecting possibly misspecified parametric models
    Journal of Econometrics, 1996, 71, (1-2), 207-225 View citations (146)