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Ba M. Chu

This is information that was supplied by Ba Chu in registering through RePEc. If you are Ba Chu, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Ba
Middle Name:M.
Last Name:Chu
RePEc Short-ID:pch959
[This author has chosen not to make the email address public]
Ottawa, Canada

: (613) 520-3744
(613) 520-3906
1125 Colonel By Drive, Ottawa, Ontario, K1S 5B6
RePEc:edi:decarca (more details at EDIRC)
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  1. Azadeh Rahimi & Ba M. Chu & Marc Lavoie, 2017. "Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy," Post-Print hal-01435721, HAL.
  2. Chu, Ba, 2017. "Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors," MPRA Paper 79709, University Library of Munich, Germany.
  3. Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel-Cristian Voia, 2017. "Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Carleton Economic Papers 17-05, Carleton University, Department of Economics.
  4. Azadeh Rahimi & Marc Lavoie & Ba Chu, 2016. "Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles," Post-Print hal-01343734, HAL.
  5. Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013. "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper 79686, University Library of Munich, Germany, revised 2016.
  6. Chu, Ba & Huynh, Kim & Jacho-Chavez, David, 2013. "Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours," MPRA Paper 79670, University Library of Munich, Germany, revised 2012.
  7. Ba Chu & Roman Kozhan, 2009. "Spurious Regressions of Stable AR(p) Processes with Structural Breaks," Working Papers wp09-04, Warwick Business School, Finance Group.
  8. Soosung Hwang & Ba Chu, 2006. "An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean," Working Papers wp06-04, Warwick Business School, Finance Group.
  9. Soosung Hwang & Ba Chu, 2006. "The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient," Working Papers wp06-05, Warwick Business School, Finance Group.
  10. Stephen Satchell & John Knight & Ba Chu, 2006. "Optimal Investment and Asymmetric Risk for a Large Portfolio: A Large Deviations Approach," Working Papers wp06-06, Warwick Business School, Finance Group.
  11. Ba Chu, 2006. "Optimal Long Term Investment in a Jump Diffusion Setting: A Large Deviation Approach," Working Papers wp06-03, Warwick Business School, Finance Group.
  1. Ba Chu & Stephen Satchell, 2016. "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-21, March.
  2. Lanh Tran & Ba Chu & Chunfeng Huang & Kim P. Huynh, 2014. "Adaptive permutation tests for serial independence," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 183-208, August.
  3. Ba Chu, 2012. "Limit theorems for the discount sums of moving averages," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(1), pages 1-12, January.
  4. Ba Chu, 2012. "Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios," Annals of Finance, Springer, vol. 8(1), pages 97-122, February.
  5. Ba Chu, 2012. "Approximation of Asymmetric Multivariate Return Distributions," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 19(3), pages 293-318, September.
  6. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(04), pages 769-803, August.
  7. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
  8. Chu, Ba & Knight, John & Satchell, Stephen, 2011. "Large deviations theorems for optimal investment problems with large portfolios," European Journal of Operational Research, Elsevier, vol. 211(3), pages 533-555, June.
  9. Chu, Ba & Voia, Marcel, 2010. "Modeling the contemporaneous duration dependence for high-frequency stock prices," Finance Research Letters, Elsevier, vol. 7(3), pages 148-162, September.
  10. Chu Ba & Kozhan Roman, 2010. "Spurious Regressions of Stationary AR(p) Processes with Structural Breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(1), pages 1-25, December.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2010-02-05 2017-01-29 2017-06-18
  2. NEP-ETS: Econometric Time Series (1) 2010-02-05
  3. NEP-ORE: Operations Research (1) 2017-06-18

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