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 1 21 3 3 4 18
Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors 0 0 1 30 0 0 4 70
Forecasting Canadian GDP Growth with Machine Learning 1 3 11 80 2 7 24 167
Forecasting Canadian GDP growth using XGBoost 3 14 43 219 7 32 118 589
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours 0 0 0 5 0 1 3 22
Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles 0 0 0 0 0 0 1 64
Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy 0 0 0 0 1 2 7 71
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 0 0 0 0 0 0 0
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 0 0 4
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 1 1 1 41
On the Evolution of the United Kingdom Price Distributions 1 1 1 71 1 2 2 172
Predicting the COVID-19 Pandemic in Canada and the US 0 0 0 43 1 2 5 169
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 2 52
Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* 0 0 6 31 1 3 18 76
Total Working Papers 5 18 63 547 17 53 189 1,515

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 0 1 3 15
Adaptive permutation tests for serial independence 0 0 1 15 0 0 2 103
Approximation of Asymmetric Multivariate Return Distributions 0 0 0 3 1 1 1 39
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth 2 2 10 11 4 6 26 34
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 1 2 27
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 0 0 1 9 0 0 4 91
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 0 1 65
Limit theorems for the discount sums of moving averages 0 0 0 3 0 0 0 28
Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy 1 1 2 21 1 1 2 71
Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles 0 0 1 9 0 0 3 54
Modeling the contemporaneous duration dependence for high-frequency stock prices 0 1 1 19 0 1 1 73
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 0 0 1 51
Predicting the COVID-19 pandemic in Canada and the US 0 0 0 11 1 1 2 69
Recovering copulas from limited information and an application to asset allocation 0 0 1 47 0 1 3 142
Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence 0 0 0 3 0 0 2 45
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 0 1 34
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 2 18 0 0 3 73
Standard Errors for Nonparametric Regression 0 0 0 5 0 0 1 19
Time-specific average estimation of dynamic panel regressions 0 0 0 1 0 0 1 4
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA 0 0 0 21 0 0 1 78
Total Journal Articles 3 4 19 243 7 13 60 1,115

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Statistics updated 2025-09-05