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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 1 1 1 22 5 7 22 37
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 2 2 8 77
Forecasting Canadian GDP Growth with Machine Learning 1 5 15 90 6 19 51 209
Forecasting Canadian GDP growth using XGBoost 0 7 47 246 4 18 126 663
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 1 2 7 28
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 1 4 68
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 2 4 11 80
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 0 1 3 3
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 2 4 13 17
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 2 3 6 46
On the Evolution of the United Kingdom Price Distributions 0 0 1 71 4 8 19 189
Predicting the COVID-19 Pandemic in Canada and the US 0 0 1 44 1 1 7 174
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 4 5 10 62
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 2 33 2 6 21 94
Total Working Papers 2 13 67 588 35 81 308 1,747

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 1 1 6 7 9 16 30
Adaptive permutation tests for serial independence 0 1 1 16 2 3 11 114
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 1 2 7 45
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 3 3 11 18 11 20 48 71
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 2 2 11 37
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 1 9 1 1 5 95
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 1 2 7 72
Limit theorems for the discount sums of moving averages 0 0 0 3 1 1 6 34
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 0 2 22 6 7 17 87
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 0 9 1 1 4 58
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 1 19 1 1 5 77
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 2 3 14 64
Predicting the COVID-19 pandemic in Canada and the US 1 1 1 12 8 12 22 90
Recovering copulas from limited information and an application to asset allocation 0 0 0 47 1 4 14 155
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 0 2 7 52
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 1 4 18 52
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 0 2 5 77
Standard Errors for Nonparametric Regression 0 0 0 5 0 1 3 22
Time-specific average estimation of dynamic panel regressions 0 0 0 1 7 9 10 14
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 2 4 8 86
Total Journal Articles 4 6 18 254 55 90 238 1,332

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Statistics updated 2026-05-06