4
H index
1
i10 index
59
Citations
Carleton University (50% share) | 4 H index 1 i10 index 59 Citations RESEARCH PRODUCTION: 20 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ba Chu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Studies in Nonlinear Dynamics & Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 3 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2024 | Tail risks in household finance. (2024). Ajina, Rawan ; Ardakani, Omid M. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401095x. Full description at Econpapers || Download paper |
2024 | Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers || Download paper |
2024 | An Adaptive Research Approach to COVID-19 Forecasting for Regional Health Systems in England. (2024). Feylessoufi, Antoine ; Erhun, Feryal ; Betcheva, Lidia ; Tyrrell, Carina ; Scholtes, Stefan ; Pari, Anees ; Pape, Tom ; Kattuman, Paul ; Jiang, Houyuan ; Gonalves, Paulo ; Fryers, Peter. In: Interfaces. RePEc:inm:orinte:v:54:y:2024:i:6:p:500-516. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2017 | Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2017) In: Carleton Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | On the Evolution of the United Kingdom Price Distributions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Limit theorems for the discount sums of moving averages In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy In: Metroeconomica. [Full Text][Citation analysis] | article | 6 |
2017 | Linear 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 nother version. Agregated cites: 6 | paper | |
2014 | Adaptive permutation tests for serial independence In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 3 |
2010 | Spurious Regressions of Stationary AR(p) Processes with Structural Breaks In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2022 | Time-specific average estimation of dynamic panel regressions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Predicting the COVID-19 Pandemic in Canada and the US In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Predicting the COVID-19 pandemic in Canada and the US.(2020) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Forecasting Canadian GDP growth using XGBoost In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Forecasting Canadian GDP Growth with Machine Learning In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth.(2023) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US* In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2017 | Generalized empirical likelihood M testing for semiparametric models with time series data In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
2011 | Large deviations theorems for optimal investment problems with large portfolios In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
2010 | Modeling the contemporaneous duration dependence for high-frequency stock prices In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2011 | Recovering copulas from limited information and an application to asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2023 | A distance-based test of independence between two multivariate time series In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2016 | Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2016 | Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles In: Post-Print. [Citation analysis] | paper | 4 |
2016 | Linear 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 nother version. Agregated cites: 4 | article | |
2012 | Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios In: Annals of Finance. [Full Text][Citation analysis] | article | 2 |
2012 | Approximation of Asymmetric Multivariate Return Distributions In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
2012 | Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2016 | Semiparametric estimation of moment condition models with weakly dependent data In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2017 | Semiparametric estimation of moment condition models with weakly dependent data.(2017) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2017 | Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2020 | Standard Errors for Nonparametric Regression In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team