Access Statistics for Ba Chu

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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 1 2 5 20
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 1 3 6 73
Forecasting Canadian GDP Growth with Machine Learning 1 3 13 83 1 9 30 176
Forecasting Canadian GDP growth using XGBoost 3 17 49 236 5 38 129 627
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 1 2 4 24
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 1 1 1 65
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 0 1 7 72
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 1 1 1 1
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 1 1 5
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 0 1 41
On the Evolution of the United Kingdom Price Distributions 0 0 1 71 1 1 3 173
Predicting the COVID-19 Pandemic in Canada and the US 1 1 1 44 1 1 6 170
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 3 3 3 55
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 2 4 33 2 9 19 85
Total Working Papers 5 23 68 570 18 72 216 1,587

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 0 5 0 1 3 16
Adaptive permutation tests for serial independence 0 0 0 15 3 5 6 108
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 0 0 1 39
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 0 3 11 14 2 5 24 39
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 2 3 5 30
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 1 9 0 1 4 92
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 0 0 65
Limit theorems for the discount sums of moving averages 0 0 0 3 2 3 3 31
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 0 2 21 2 2 4 73
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 1 9 0 1 3 55
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 1 19 0 1 2 74
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 5 5 6 56
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 2 2 3 71
Recovering copulas from limited information and an application to asset allocation 0 0 1 47 0 3 5 145
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 0 1 2 46
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 3 3 4 37
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 1 18 0 1 3 74
Standard Errors for Nonparametric Regression 0 0 0 5 0 1 2 20
Time-specific average estimation of dynamic panel regressions 0 0 0 1 0 0 0 4
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 2 3 80
Total Journal Articles 0 3 18 246 21 40 83 1,155

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Statistics updated 2025-12-06