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 1 21 0 0 1 15
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 1 30 0 1 4 70
Forecasting Canadian GDP Growth with Machine Learning 1 4 11 79 4 7 26 165
Forecasting Canadian GDP growth using XGBoost 8 17 42 216 13 45 116 582
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 1 3 22
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 1 1 6 70
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 0 0 0 0
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 0 70 1 1 1 171
Predicting the COVID-19 Pandemic in Canada and the US 0 0 0 43 1 1 4 168
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 3 52
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 9 31 1 2 20 75
Total Working Papers 9 21 64 542 21 59 185 1,498

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 1 1 3 15
Adaptive permutation tests for serial independence 0 0 1 15 0 0 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 0 2 8 9 1 7 23 30
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 1 1 2 27
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 1 1 9 0 1 4 91
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 1 1 1 19 1 1 1 73
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 0 1 1 51
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 0 0 1 68
Recovering copulas from limited information and an application to asset allocation 0 0 1 47 0 1 3 142
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 0 0 2 45
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 0 1 34
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 2 18 0 1 3 73
Standard Errors for Nonparametric Regression 0 0 0 5 0 0 1 19
Time-specific average estimation of dynamic panel regressions 0 0 0 1 0 0 1 4
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 0 1 78
Total Journal Articles 1 4 17 240 4 14 55 1,108

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Statistics updated 2025-08-05