4
H index
1
i10 index
56
Citations
Ba Chu : Citation Profile
Carleton University (50% share) | RESEARCH PRODUCTION: 19 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2010 - 2023). Relations with other researchers
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:
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Main data
Where Ba Chu has published?
| Journals with more than one article published | # docs |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 3 |
| Post-Print / HAL | 3 |
Recent works citing Ba Chu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373. Full description at Econpapers || Download paper |
| 2023 | Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces. (2023). Lam, Jean-Paul ; Agarwal, Rishav Raj ; Zhang, Qihuang ; Baker, John David ; Sen, Anindya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:225-242. Full description at Econpapers || Download paper |
| 2023 | Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y. Full description at Econpapers || Download paper |
Works by Ba Chu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 1 |
| 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: 1 | article | |
| 2020 | Forecasting Canadian GDP growth using XGBoost In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 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 | 12 |
| 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. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team