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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 3 15
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 1 30 1 1 4 69
Forecasting Canadian GDP Growth with Machine Learning 3 3 12 75 4 9 30 158
Forecasting Canadian GDP growth using XGBoost 3 8 29 199 9 27 93 537
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 0 2 21
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 0 1 64
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 0 3 5 69
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 0 0 4
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 0 0 40
On the Evolution of the United Kingdom Price Distributions 0 0 1 70 0 0 3 170
Predicting the COVID-19 Pandemic in Canada and the US 0 0 0 43 0 2 5 167
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* 1 1 11 31 1 5 22 73
Total Working Papers 7 12 55 521 15 47 172 1,439

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 1 6 14
Adaptive permutation tests for serial independence 0 0 1 15 1 1 2 103
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 2 3 7 7 2 4 20 23
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 1 1 26
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 0 8 1 2 3 90
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 0 1 20 0 0 1 70
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 2 9 0 0 4 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 0 12 0 0 0 50
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 0 0 4 68
Recovering copulas from limited information and an application to asset allocation 0 1 1 47 0 1 2 141
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 1 3 0 1 4 45
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 1 1 34
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 2 18 0 0 2 72
Standard Errors for Nonparametric Regression 0 0 0 5 0 1 2 19
Time-specific average estimation of dynamic panel regressions 0 0 1 1 0 0 2 4
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 0 1 78
Total Journal Articles 2 4 19 236 4 13 56 1,094

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Statistics updated 2025-05-12