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Chor-yiu (CY) SIN

Personal Details

First Name:Chor-yiu (CY)
Middle Name:
Last Name:Sin
RePEc Short-ID:psi490
[This author has chosen not to make the email address public]


Department of Economics
National Tsing Hua University

Hsin-Chu, Taiwan
RePEc:edi:denthtw (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Granger, Clive W.J. & Sin, Chor-yiu, 1999. "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 qt48r4781r, Department of Economics, UC San Diego.


  1. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
  2. Shu-Hui Yu & Chor-yiu (CY) Sin, 2021. "On asymptotic risk of selecting models for possibly nonstationary time-series," Econometric Reviews, Taylor & Francis Journals, vol. 40(4), pages 387-414, April.
  3. Chor-yiu Sin & Shu-Hui Yu, 2019. "Order selection for possibly infinite-order non-stationary time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(2), pages 187-216, June.
  4. Zhang, Rong-Mao & Sin, Chor-yiu (CY) & Ling, Shiqing, 2015. "On functional limits of short- and long-memory linear processes with GARCH(1,1) noises," Stochastic Processes and their Applications, Elsevier, vol. 125(2), pages 482-512.
  5. Sin, Chor-yiu (CY), 2015. "The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 298-311.
  6. Chor-Yiu Sin, 2014. "Qmle Of A Standard Exponential Acd Model: Asymptotic Distribution And Residual Correlation," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-10.
  7. Sin, Chor-Yiu (CY), 2013. "Using CARRX models to study factors affecting the volatilities of Asian equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 552-564.
  8. Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui, 2012. "Model selection for integrated autoregressive processes of infinite order," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 57-71.
  9. Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui, 2010. "Prediction Errors In Nonstationary Autoregressions Of Infinite Order," Econometric Theory, Cambridge University Press, vol. 26(3), pages 774-803, June.
  10. Ling-po Shiu & Chor-yiu Sin, 2006. "Top-down, middle-out, and bottom-up processes: A cognitive perspective of teaching and learning economics," International Review of Economic Education, Economics Network, University of Bristol, vol. 5(1), pages 60-72.
  11. Kin Lam & Chor‐Yiu Sin & Rico Leung, 2004. "A theoretical framework to evaluate different margin‐setting methodologies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(2), pages 117-145, February.
  12. Chor-Yiu Sin & Wing-Fai Leung, 2001. "Impacts of FDI liberalization on investment inflows," Applied Economics Letters, Taylor & Francis Journals, vol. 8(4), pages 253-256.
  13. Lau, Sau-Him Paul & Sin, Chor-Yiu, 1997. "Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models," Economic Modelling, Elsevier, vol. 14(1), pages 39-60, January.
  14. Sau‐Him Paul Lau & Chor‐Yiu Sin, 1997. "Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence," The Economic Record, The Economic Society of Australia, vol. 73(221), pages 125-135, June.
  15. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.

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