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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 0 21 2 12 17 32
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 0 2 7 75
Forecasting Canadian GDP Growth with Machine Learning 2 4 15 87 6 20 45 196
Forecasting Canadian GDP growth using XGBoost 1 4 47 240 6 24 135 651
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 2 5 26
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 2 3 67
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 0 4 7 76
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 1 2 3 3
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 2 10 11 15
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 2 3 43
On the Evolution of the United Kingdom Price Distributions 0 0 1 71 1 9 12 182
Predicting the COVID-19 Pandemic in Canada and the US 0 0 1 44 0 3 7 173
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 1 3 6 58
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 3 33 4 7 21 92
Total Working Papers 3 8 67 578 23 102 282 1,689

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 1 1 1 6 1 6 9 22
Adaptive permutation tests for serial independence 1 1 1 16 1 4 10 112
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 1 5 6 44
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 0 1 10 15 1 13 32 52
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 5 9 35
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 1 9 0 2 6 94
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 5 5 70
Limit theorems for the discount sums of moving averages 0 0 0 3 0 2 5 33
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 1 2 22 0 7 10 80
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 0 9 0 2 3 57
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 1 19 0 2 4 76
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 1 6 12 62
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 2 9 12 80
Recovering copulas from limited information and an application to asset allocation 0 0 1 47 3 9 14 154
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 1 5 6 51
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 3 14 17 51
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 2 4 76
Standard Errors for Nonparametric Regression 0 0 0 5 0 1 2 21
Time-specific average estimation of dynamic panel regressions 0 0 0 1 2 3 3 7
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 1 3 5 83
Total Journal Articles 2 4 17 250 18 105 174 1,260

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Statistics updated 2026-03-04