Details about Ba Chu

Access statistics for papers by Ba Chu.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: pch959

Working Papers

2022

1. Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US*
   Carleton Economic Papers, Carleton University, Department of Economics

2021

2. Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth
   Carleton Economic Papers, Carleton University, Department of Economics
   See also Journal Article Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth, Computational Economics, Springer (2023) View citations (2) (2023)
3. Forecasting Canadian GDP Growth with Machine Learning
   Carleton Economic Papers, Carleton University, Department of Economics View citations (1)

2020

4. Forecasting Canadian GDP growth using XGBoost
   Carleton Economic Papers, Carleton University, Department of Economics View citations (1)
5. Predicting the COVID-19 Pandemic in Canada and the US
   Carleton Economic Papers, Carleton University, Department of Economics View citations (2)
   See also Journal Article Predicting the COVID-19 pandemic in Canada and the US, Economics Bulletin, AccessEcon (2020) View citations (2) (2020)

2019

6. Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data
   Post-Print, HAL View citations (3)
   Also in Carleton Economic Papers, Carleton University, Department of Economics (2017)
   See also Journal Article Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data, Annals of Economics and Statistics, GENES (2019) View citations (3) (2019)

2018

7. On the Evolution of the United Kingdom Price Distributions
   Staff Working Papers, Bank of Canada View citations (9)

2017

8. Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors
   MPRA Paper, University Library of Munich, Germany View citations (3)
9. Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy
   Post-Print, HAL View citations (3)
   See also Journal Article Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy, Metroeconomica, Wiley Blackwell (2017) View citations (6) (2017)

2016

10. Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles
    Post-Print, HAL View citations (4)
    See also Journal Article Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles, International Review of Applied Economics, Taylor & Francis Journals (2016) View citations (4) (2016)
11. Semiparametric estimation of moment condition models with weakly dependent data
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Semiparametric estimation of moment condition models with weakly dependent data, Journal of Nonparametric Statistics, Taylor & Francis Journals (2017) View citations (3) (2017)

2012

12. Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
    MPRA Paper, University Library of Munich, Germany View citations (3)

2010

13. Modeling the contemporaneous duration dependence for high-frequency stock prices
    Post-Print, HAL
    See also Journal Article Modeling the contemporaneous duration dependence for high-frequency stock prices, Finance Research Letters, Elsevier (2010) (2010)

Journal Articles

2023

1. A distance-based test of independence between two multivariate time series
   Journal of Multivariate Analysis, 2023, 195, (C) View citations (1)
2. Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth
   Computational Economics, 2023, 62, (4), 1567-1609 View citations (2)
   See also Working Paper Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth, Carleton Economic Papers (2021) (2021)

2022

3. Time-specific average estimation of dynamic panel regressions
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (4), 581-616

2020

4. Predicting the COVID-19 pandemic in Canada and the US
   Economics Bulletin, 2020, 40, (3), 2565-2585 View citations (2)
   See also Working Paper Predicting the COVID-19 Pandemic in Canada and the US, Carleton Economic Papers (2020) View citations (2) (2020)
5. Standard Errors for Nonparametric Regression
   Econometric Reviews, 2020, 39, (7), 674-690 View citations (2)

2019

6. Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data
   Annals of Economics and Statistics, 2019, (134), 79-108 View citations (3)
   See also Working Paper Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data, Post-Print (2019) View citations (3) (2019)

2017

7. Generalized empirical likelihood M testing for semiparametric models with time series data
   Econometrics and Statistics, 2017, 4, (C), 18-30 View citations (2)
8. Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy
   Metroeconomica, 2017, 68, (4), 882-902 View citations (6)
   See also Working Paper Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy, Post-Print (2017) View citations (3) (2017)
9. Semiparametric estimation of moment condition models with weakly dependent data
   Journal of Nonparametric Statistics, 2017, 29, (1), 108-136 View citations (3)
   See also Working Paper Semiparametric estimation of moment condition models with weakly dependent data, MPRA Paper (2016) View citations (2) (2016)

2016

10. Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles
    International Review of Applied Economics, 2016, 30, (6), 714-728 View citations (4)
    See also Working Paper Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles, Post-Print (2016) View citations (4) (2016)
11. Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence
    Econometrics, 2016, 4, (2), 1-21

2014

12. Adaptive permutation tests for serial independence
    Statistica Neerlandica, 2014, 68, (3), 183-208 View citations (3)

2012

13. Approximation of Asymmetric Multivariate Return Distributions
    Asia-Pacific Financial Markets, 2012, 19, (3), 293-318
14. Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios
    Annals of Finance, 2012, 8, (1), 97-122 View citations (2)
15. Limit theorems for the discount sums of moving averages
    Journal of Time Series Analysis, 2012, 33, (1), 1-12
16. k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
    Econometric Theory, 2012, 28, (4), 769-803 View citations (5)

2011

17. Large deviations theorems for optimal investment problems with large portfolios
    European Journal of Operational Research, 2011, 211, (3), 533-555 View citations (2)
18. Recovering copulas from limited information and an application to asset allocation
    Journal of Banking & Finance, 2011, 35, (7), 1824-1842 View citations (15)

2010

19. Modeling the contemporaneous duration dependence for high-frequency stock prices
    Finance Research Letters, 2010, 7, (3), 148-162
    See also Working Paper Modeling the contemporaneous duration dependence for high-frequency stock prices, Post-Print (2010) (2010)
20. Spurious Regressions of Stationary AR(p) Processes with Structural Breaks
    Studies in Nonlinear Dynamics & Econometrics, 2010, 15, (1), 25 View citations (1)