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QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu - In: Annals of financial economics 9 (2014) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
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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. 774-803
Persistent link: https://www.econbiz.de/10003992431
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Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu - In: Journal of econometrics 71 (1996) 1, pp. 207-225
Persistent link: https://www.econbiz.de/10001194736
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Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000853655
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On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui; Sin, Chor-yiu - In: Econometric reviews 40 (2021) 4, pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
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Tree-based methods for clustering time series using domain-relevant attributes
Ashouri, Mahsa; Shmueli, Galit; Sin, Chor-yiu - In: Journal of business analytics 2 (2019) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012170261