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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 0 0 1 21 0 0 4 15
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 1 30 0 1 4 68
Forecasting Canadian GDP Growth with Machine Learning 0 2 10 72 2 5 27 151
Forecasting Canadian GDP growth using XGBoost 2 6 30 193 6 18 87 516
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 1 2 21
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 0 2 64
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 3 4 7 69
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 0 1 4
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 1 34 0 0 1 40
On the Evolution of the United Kingdom Price Distributions 0 0 1 70 0 0 4 170
Predicting the COVID-19 Pandemic in Canada and the US 0 0 1 43 1 2 5 166
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 4 52
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 1 11 30 3 5 22 71
Total Working Papers 2 9 56 511 15 36 170 1,407

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A distance-based test of independence between two multivariate time series 0 0 3 5 0 0 7 13
Adaptive permutation tests for serial independence 0 0 1 15 0 0 1 102
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 0 0 0 38
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 1 2 5 5 1 5 19 20
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 1 1 1 26
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 0 8 0 0 1 88
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 0 1 65
Limit theorems for the discount sums of moving averages 0 0 0 3 0 0 0 28
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 1 3 20 0 1 3 70
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 1 2 9 0 2 5 54
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 18 0 0 0 72
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 1 12 0 0 1 50
Predicting the COVID-19 pandemic in Canada and the US 0 0 1 11 0 0 6 68
Recovering copulas from limited information and an application to asset allocation 0 0 1 46 0 0 3 140
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 1 3 1 1 4 45
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 1 1 1 34
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 1 2 18 0 1 2 72
Standard Errors for Nonparametric Regression 0 0 0 5 1 1 2 19
Time-specific average estimation of dynamic panel regressions 0 0 1 1 0 0 3 4
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 1 1 78
Total Journal Articles 1 5 21 233 5 14 61 1,086

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Statistics updated 2025-03-03