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 1 2 2 23 1 8 25 40
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 0 30 0 2 7 77
Forecasting Canadian GDP Growth with Machine Learning 1 3 14 92 3 12 54 215
Forecasting Canadian GDP growth using XGBoost 0 2 40 248 1 7 97 666
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 1 6 28
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 1 5 69
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 0 4 13 82
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 0 2 5 5
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 2 13 17
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 2 6 46
On the Evolution of the United Kingdom Price Distributions 0 0 1 71 0 5 20 190
Predicting the COVID-19 Pandemic in Canada and the US 0 0 1 44 0 1 7 174
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 5 11 63
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 2 33 0 3 21 95
Total Working Papers 2 7 60 593 5 55 290 1,767

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 0 7 16 30
Adaptive permutation tests for serial independence 0 0 1 16 0 2 11 114
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 0 2 8 46
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 0 4 10 19 3 19 50 79
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 2 11 37
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 0 9 0 2 5 96
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 1 2 8 73
Limit theorems for the discount sums of moving averages 0 0 0 3 0 1 6 34
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 0 0 2 22 0 6 17 87
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 0 9 0 1 4 58
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 1 19 0 1 5 77
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 0 2 13 64
Predicting the COVID-19 pandemic in Canada and the US 0 1 1 12 0 9 23 91
Recovering copulas from limited information and an application to asset allocation 0 0 0 47 1 2 14 156
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 1 2 9 54
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 1 18 52
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 1 5 78
Standard Errors for Nonparametric Regression 0 0 0 5 0 2 5 24
Time-specific average estimation of dynamic panel regressions 0 0 0 1 0 7 10 14
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 3 9 87
Total Journal Articles 0 5 16 255 7 74 247 1,351

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Statistics updated 2026-07-10