Access Statistics for Ba Chu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 2 27 1 2 9 49
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 3 0 0 2 14
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 4 12 54
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 2 4 8 47
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 1 31 0 1 10 31
On the Evolution of the United Kingdom Price Distributions 0 1 8 57 1 5 27 125
Semiparametric estimation of moment condition models with weakly dependent data 0 0 1 12 1 1 10 32
Total Working Papers 0 2 12 130 5 17 78 352


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive permutation tests for serial independence 0 0 0 13 1 2 5 77
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 0 1 2 34
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 3 0 0 6 21
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 0 6 0 0 5 77
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 1 2 3 61
Limit theorems for the discount sums of moving averages 0 0 0 3 0 0 1 25
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 0 2 11 0 2 8 39
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 3 7 1 2 12 36
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 18 2 3 3 68
Recovering copulas from limited information and an application to asset allocation 1 1 1 41 2 2 4 125
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 1 1 3 11 39
Semiparametric estimation of moment condition models with weakly dependent data 0 1 2 6 2 4 9 22
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 15 1 1 4 64
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 1 21 1 2 9 66
Total Journal Articles 1 2 9 167 12 24 82 754


Statistics updated 2021-01-03