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 7 11 15 30
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 1 3 7 75
Forecasting Canadian GDP Growth with Machine Learning 1 3 13 85 10 15 41 190
Forecasting Canadian GDP growth using XGBoost 0 6 48 239 8 23 135 645
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 2 3 5 26
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 1 3 3 67
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 3 4 10 76
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 1 2 2 2
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 6 8 9 13
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 2 2 3 43
On the Evolution of the United Kingdom Price Distributions 0 0 1 71 6 9 11 181
Predicting the COVID-19 Pandemic in Canada and the US 0 1 1 44 1 4 8 173
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 5 5 57
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 3 33 3 5 20 88
Total Working Papers 1 10 66 575 51 97 274 1,666

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 4 5 8 21
Adaptive permutation tests for serial independence 0 0 0 15 3 6 9 111
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 2 4 5 43
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 0 1 11 15 6 14 32 51
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 4 7 10 35
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 1 9 2 2 6 94
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 4 5 5 70
Limit theorems for the discount sums of moving averages 0 0 0 3 2 4 5 33
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 1 2 22 5 9 10 80
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 0 9 1 2 3 57
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 1 19 2 2 4 76
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 4 10 11 61
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 7 9 10 78
Recovering copulas from limited information and an application to asset allocation 0 0 1 47 5 6 11 151
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 3 4 6 50
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 8 14 15 48
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 0 1 3 75
Standard Errors for Nonparametric Regression 0 0 0 5 0 1 3 21
Time-specific average estimation of dynamic panel regressions 0 0 0 1 1 1 1 5
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 2 2 4 82
Total Journal Articles 0 2 16 248 65 108 161 1,242

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Statistics updated 2026-02-12