Ba Chu : Citation Profile


Are you Ba Chu?

Carleton University (50% share)
Carleton University (50% share)

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

14

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 4
   Journals where Ba Chu has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 5 (13.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch959
   Updated: 2020-09-14    RAS profile: 2018-08-09    
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Relations with other researchers


Works with:

Jacho-Chávez, David (4)

Lavoie, Marc (4)

Bravo, Francesco (3)

Rahimi, Azadeh (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ba Chu.

Is cited by:

Canavire Bacarreza, Gustavo (4)

Flachaire, Emmanuel (2)

faff, robert (2)

levrero, enrico (2)

Rempel, Mark (2)

Du, Zaichao (2)

Deleidi, Matteo (2)

Hyde, Stuart (1)

Kryvtsov, Oleksiy (1)

Xu, Dinghai (1)

Lewbel, Arthur (1)

Cites to:

Lewbel, Arthur (13)

Jacho-Chávez, David (12)

Newey, Whitney (10)

Andrews, Donald (9)

Dufour, Jean-Marie (8)

Smith, Richard (8)

Escanciano, Juan Carlos (5)

LINTON, OLIVER (5)

Stutzer, Michael (4)

Tran, Kien (4)

Golan, Amos (4)

Main data


Where Ba Chu has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Post-Print / HAL2

Recent works citing Ba Chu (2020 and 2019)


YearTitle of citing document
2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

Full description at Econpapers || Download paper

2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

Full description at Econpapers || Download paper

2019Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

Full description at Econpapers || Download paper

2020Identification-Robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montec:03-2020.

Full description at Econpapers || Download paper

2019The causal relationship between short- and long-term interest rates: an empirical assessment of the United States. (2019). Deleidi, Matteo ; Levrero, Enrico Sergio. In: MPRA Paper. RePEc:pra:mprapa:93608.

Full description at Econpapers || Download paper

2020Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes. (2020). Canavire Bacarreza, Gustavo ; Canavire-Bacarreza, Gustavo ; Carvajal-Osorio, Luis C. In: Journal of Labor Research. RePEc:spr:jlabre:v:41:y:2020:i:1:d:10.1007_s12122-019-09296-x.

Full description at Econpapers || Download paper

Works by Ba Chu:


YearTitleTypeCited
2018On the Evolution of the United Kingdom Price Distributions In: Staff Working Papers.
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paper3
2012Limit theorems for the discount sums of moving averages In: Journal of Time Series Analysis.
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article0
2017Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy In: Metroeconomica.
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article1
2017Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Adaptive permutation tests for serial independence In: Statistica Neerlandica.
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article3
2010Spurious Regressions of Stationary AR(p) Processes with Structural Breaks In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data In: Carleton Economic Papers.
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paper2
2012k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA In: Econometric Theory.
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article3
2017Generalized empirical likelihood M testing for semiparametric models with time series data In: Econometrics and Statistics.
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article1
2011Large deviations theorems for optimal investment problems with large portfolios In: European Journal of Operational Research.
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article2
2010Modeling the contemporaneous duration dependence for high-frequency stock prices In: Finance Research Letters.
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article0
2011Recovering copulas from limited information and an application to asset allocation In: Journal of Banking & Finance.
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article11
2016Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence In: Econometrics.
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article0
2016Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles In: Post-Print.
[Citation analysis]
paper2
2016Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles.(2016) In: International Review of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios In: Annals of Finance.
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article2
2012Approximation of Asymmetric Multivariate Return Distributions In: Asia-Pacific Financial Markets.
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article0
2012Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours In: MPRA Paper.
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paper0
2016Semiparametric estimation of moment condition models with weakly dependent data In: MPRA Paper.
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paper1
2017Semiparametric estimation of moment condition models with weakly dependent data.(2017) In: Journal of Nonparametric Statistics.
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This paper has another version. Agregated cites: 1
article
2017Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors In: MPRA Paper.
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paper1

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