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 3 4 8 23
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 1 4 7 74
Forecasting Canadian GDP Growth with Machine Learning 1 3 14 84 4 9 34 180
Forecasting Canadian GDP growth using XGBoost 3 14 51 239 10 36 130 637
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 2 3 24
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 1 2 2 66
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 1 1 7 73
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 0 1 1 1
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 2 3 3 7
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 0 1 41
On the Evolution of the United Kingdom Price Distributions 0 0 1 71 2 3 5 175
Predicting the COVID-19 Pandemic in Canada and the US 0 1 1 44 2 3 7 172
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 2 5 5 57
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 4 33 0 4 18 85
Total Working Papers 4 18 71 574 28 77 231 1,615

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 4 17
Adaptive permutation tests for serial independence 0 0 0 15 0 5 6 108
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 2 2 3 41
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 1 2 12 15 6 9 29 45
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 1 3 6 31
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 1 9 0 1 4 92
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 1 1 1 66
Limit theorems for the discount sums of moving averages 0 0 0 3 0 3 3 31
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 1 1 2 22 2 4 5 75
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 0 9 1 2 3 56
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 1 19 0 1 2 74
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 1 6 7 57
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 0 2 3 71
Recovering copulas from limited information and an application to asset allocation 0 0 1 47 1 2 6 146
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 1 2 3 47
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 3 6 7 40
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 1 18 1 2 4 75
Standard Errors for Nonparametric Regression 0 0 0 5 1 2 3 21
Time-specific average estimation of dynamic panel regressions 0 0 0 1 0 0 0 4
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 0 2 80
Total Journal Articles 2 3 18 248 22 54 101 1,177

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Statistics updated 2026-01-09