Access Statistics for Ba Chu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 2 26 0 2 10 47
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 3 0 0 4 14
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 1 1 11 51
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 1 2 6 44
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 1 31 1 3 12 31
On the Evolution of the United Kingdom Price Distributions 0 0 8 56 2 4 32 122
Semiparametric estimation of moment condition models with weakly dependent data 0 0 3 12 0 3 13 31
Total Working Papers 0 0 14 128 5 15 88 340


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive permutation tests for serial independence 0 0 0 13 0 1 4 75
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 0 0 1 33
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 3 0 2 6 21
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 0 6 0 0 5 77
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 0 1 59
Limit theorems for the discount sums of moving averages 0 0 0 3 0 0 3 25
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 0 3 11 1 1 12 38
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 1 4 7 1 2 14 35
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 18 0 0 1 65
Recovering copulas from limited information and an application to asset allocation 0 0 0 40 0 0 3 123
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 1 1 4 9 37
Semiparametric estimation of moment condition models with weakly dependent data 0 0 1 5 1 2 7 19
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 15 0 0 3 63
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 1 21 0 1 7 64
Total Journal Articles 0 1 9 165 4 13 76 734


Statistics updated 2020-11-03