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 2 23 0 1 22 41
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 0 0 7 77
Forecasting Canadian GDP Growth with Machine Learning 0 0 11 92 1 2 46 217
Forecasting Canadian GDP growth using XGBoost 0 1 24 249 0 2 67 668
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 1 1 7 29
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 0 5 69
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 0 0 10 82
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 0 0 5 5
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 0 13 17
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 0 5 46
On the Evolution of the United Kingdom Price Distributions 0 0 0 71 0 1 19 191
Predicting the COVID-19 Pandemic in Canada and the US 0 0 1 44 1 1 6 175
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 11 63
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 0 33 0 1 15 96
Total Working Papers 0 1 38 594 3 9 238 1,776

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 1 6 1 1 15 31
Adaptive permutation tests for serial independence 0 0 1 16 0 0 11 114
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 0 2 9 48
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 1 3 9 22 3 7 50 86
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 1 10 38
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 0 9 0 1 6 97
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 1 2 10 75
Limit theorems for the discount sums of moving averages 0 0 0 3 0 0 6 34
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 0 1 22 0 0 16 87
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 0 9 0 1 5 59
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 19 0 0 4 77
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 0 1 14 65
Predicting the COVID-19 pandemic in Canada and the US 1 1 2 13 1 1 23 92
Recovering copulas from limited information and an application to asset allocation 0 0 0 47 0 0 12 156
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 0 1 10 55
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 1 19 53
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 2 7 80
Standard Errors for Nonparametric Regression 0 0 0 5 0 0 5 24
Time-specific average estimation of dynamic panel regressions 0 0 0 1 1 5 15 19
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 0 7 87
Total Journal Articles 2 4 14 259 8 26 254 1,377

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Statistics updated 2026-10-11