Estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related

von Sin, Chor-yiu
Veröffentlicht in Maximum likelihood estimation of misspecified models (2003)

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

von Sin, Chor-yiu
Veröffentlicht in International review of economics & finance (2015)

QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation

von Sin, Chor-yiu
Veröffentlicht in Annals of financial economics (2014)

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

von Sin, Chor-yiu
Veröffentlicht in The North American journal of economics and finance (2013)

A portmanteau test for multivariate garch when the conditional mean is an ECM : theory and empirical applications

von Sin, Chor-yiu
Veröffentlicht in Econometric analysis of financial and economic time series ; part a (2006)

Information criteria for selecting possibly misspecified parametric models

von Sin, Chor-yiu
Veröffentlicht 1992

Information criteria for selecting possibly misspecified parametric models

von Sin, Chor-yiu
Veröffentlicht in Journal of econometrics (1996)

Public infrastructure and economic growth : time-series properties and evidence

von Lau, Sau-Him Paul
Veröffentlicht in The economic record (1997)

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

von Lau, Sau-Him Paul
Veröffentlicht in Economic modelling (1997)

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

von Granger, C. W. J.
Veröffentlicht 1999

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

von Granger, C. W. J.
Veröffentlicht in Journal of forecasting (2000)

A theoretical framework to evalute different margin-setting methodologies

von Lam, Kin
Veröffentlicht in The journal of futures markets (2004)

Prediction errors in nonstationary autoregressions of infinite order

von Ing, Ching-kang
Veröffentlicht in Econometric theory (2010)