Access Statistics for Ba Chu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	29	0	1	6	64
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours	0	0	0	4	0	0	0	17
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles	0	0	0	0	0	0	0	60
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy	0	0	0	0	2	2	4	61
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data	0	0	0	32	0	0	0	38
On the Evolution of the United Kingdom Price Distributions	0	1	2	65	0	1	5	158
Semiparametric estimation of moment condition models with weakly dependent data	0	0	0	12	0	1	3	45
Total Working Papers	0	1	2	142	2	5	18	443

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Adaptive permutation tests for serial independence	0	0	0	14	0	0	0	100
Approximation of Asymmetric Multivariate Return Distributions	0	0	0	3	0	0	0	37
Generalized empirical likelihood M testing for semiparametric models with time series data	0	0	0	4	0	0	0	24
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios	0	0	0	8	0	1	3	87
Large deviations theorems for optimal investment problems with large portfolios	0	0	0	19	0	0	1	63
Limit theorems for the discount sums of moving averages	0	0	0	3	0	0	1	28
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy	0	1	4	15	2	4	12	62
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles	0	0	0	7	0	1	2	45
Modeling the contemporaneous duration dependence for high-frequency stock prices	0	0	0	18	0	0	0	70
Recovering copulas from limited information and an application to asset allocation	0	0	1	43	0	0	2	134
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence	0	0	0	2	0	0	0	41
Semiparametric estimation of moment condition models with weakly dependent data	0	0	0	7	0	0	0	32
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks	0	0	1	16	0	0	1	67
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA	0	0	0	21	0	1	3	76
Total Journal Articles	0	1	6	180	2	7	25	866

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Statistics updated 2023-06-05