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Special Issue on Density Forecasting in Economics and Finance - Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
Granger, C.W.J.; Sin, C.-Y. - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10006906194
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Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models
Lau, S.-H.P.; Sin, C.-Y. - In: Economic modelling 14 (1997) 1, pp. 39-60
Persistent link: https://www.econbiz.de/10006318063
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A theoretical framework to evaluate different margin-setting methodologies
Lam, Kin; Sin, Chor-Yiu; Leung, Rico - In: The journal of futures markets 24 (2004) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10006819045
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Information criteria for selecting possibly misspecified parametric models
Sin, Chor-Yiu; White, Halbert - In: Journal of econometrics 71 (1996) 1-2, pp. 207-226
Persistent link: https://www.econbiz.de/10006794479
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Public Infrastructure and Economic Growth: Time-Series Properties and Evidence
Lau, Sau-Him Paul; Sin, Chor-Yiu - In: The economic record : er 73 (1997) 221, pp. 125-135
Persistent link: https://www.econbiz.de/10007369331
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PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
Ing, Ching-Kang; Sin, Chor-yiu; Yu, Shu-Hui - In: Econometric theory 26 (2010) 3, pp. 774-804
Persistent link: https://www.econbiz.de/10008415356