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

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 (2)

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 (29)

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 (147)