{"id":193,"date":"2009-04-16T13:41:25","date_gmt":"2009-04-16T17:41:25","guid":{"rendered":"http:\/\/carleton.ca\/economics\/?page_id=193"},"modified":"2025-07-21T14:50:18","modified_gmt":"2025-07-21T18:50:18","slug":"chu-ba-m","status":"publish","type":"cu_people","link":"https:\/\/carleton.ca\/economics\/people\/chu-ba-m\/","title":{"rendered":"Ba M. Chu"},"content":{"rendered":"
\n

\n \n \n \n <\/h1>\n\n \n <\/header>\n\n\n\n

Languages spoken other than English<\/strong>: Vietnamese, Chinese (Mandarin)<\/p>\n\n\n\n

Research fields<\/strong>: optimal asset allocation, risk management, dependence modelling, asymptotic theory<\/p>\n\n\n\n

Expertise<\/strong>:
\n\u2022 estimating VaR using the large deviations approach
\n\u2022 copulas
\n\u2022 goodness-of-fit testing using L-moments
\n\u2022 order-based measures of non-linear dependence<\/p>\n\n\n\n

Refereed Publications in the Last 6 Years:<\/h4>\n\n\n\n

\u201cPredicting the COVID-19 pandemic in Canada and the US,\u201d (with Shafiullah Qureshi), Economics Bulletin, 40(3), 2020, pp. 2565-2585.<\/p>\n\n\n\n

“Standard Errors for Nonparametric Regression,” (with D.T. Jacho-Chavez and O.B. Linton), Econometric Reviews, 39, 2020, pp. 674-690.<\/p>\n\n\n\n

“Polynomial Regression with Dynamic Heterogeneous Panel Data,” (with J.-T. Bernard, L. Khalaf, and M. Voia), Annals of Economics and Statistics, 134, 2019, pp. 79-108.<\/p>\n\n\n\n

“On the Evolution of the United Kingdom Price Distributions,” (with D.T. JachoCh\u00e1vez, K. Huynh, and O. Kryvtsov), Annals of Applied Statistics, 12(4), 2018, 2618-2646.<\/p>\n\n\n\n

“Semiparametric GEL-Based Inference in Unconditional Moment Restriction Models with Unknown Functions,” (with David T. Jacho-Chavez and Francesco Bravo), Journal of Nonparametric Statistics, 29(1), 2017, pp. 108-136.<\/p>\n\n\n\n

“Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data,” (with David T. Jacho-Chavez and Francesco Bravo), Econometrics and Statistics, 4, 2017, pp. 18-30.<\/p>\n\n\n\n

“Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence,” (with Steve Satchell), Econometrics, 4(2), 2016, p. 20.<\/p>\n\n\n\n

Most Significant Career Research Contributions:<\/h4>\n\n\n\n

\u201cLarge Deviations Estimation of the Windfall and Shortfall Probabilities for Optimal Diversified Portfolios,\u201d Annals of Finance<\/em>, Volume 8, Number 1, February 2012, Pages 97\u2013122.<\/p>\n\n\n\n

\u201cLimit Theorems for the Discount Sums of Moving Averages,\u201d Journal of Time Series Analysis<\/em>, Volume 33, Number 1, January 2012, Pages 1\u201312.<\/p>\n\n\n\n

\u201cRecovering Copulas from Limited Information and an Application to Asset Allocation,\u201d Journal of Banking and Finance<\/em>, Volume 35, Number  7, July 2011, Pages 1824\u20131842.<\/p>\n","protected":false},"author":2,"featured_media":29757,"template":"","meta":{"_acf_changed":false,"cu_people_first_name":"Ba M.","cu_people_last_name":"Chu","cu_people_initials":"","footnotes":"","_links_to":"","_links_to_target":""},"cu_people_type":[445,31,323],"cu_people_expertise":[],"class_list":["post-193","cu_people","type-cu_people","status-publish","has-post-thumbnail","hentry","cu_people_type-ocgse","cu_people_type-regular-faculty","cu_people_type-research-associates"],"acf":{"cu_people_job_title":"Full Professor","cu_people_degree":"B.A. (Hanoi), M.Sc., M.Phil., Ph.D. (London)","cu_building":"","cu_people_office_num":"","cu_people_pronoun":"","cu_people_designation":"","cu_people_email":"ba.chu@carleton.ca","cu_people_phone":"","cu_people_phone_ext":"","cu_people_linkedin":"","cu_people_bluesky":"","cu_people_twitter":"","cu_people_instagram":"","cu_people_facebook":"","cu_people_website":"https:\/\/carleton.ca\/bchu\/","cu_people_orcid":""},"_links":{"self":[{"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/cu_people\/193","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/cu_people"}],"about":[{"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/types\/cu_people"}],"author":[{"embeddable":true,"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":4,"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/cu_people\/193\/revisions"}],"predecessor-version":[{"id":51502,"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/cu_people\/193\/revisions\/51502"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/media\/29757"}],"wp:attachment":[{"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/media?parent=193"}],"wp:term":[{"taxonomy":"cu_people_type","embeddable":true,"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/cu_people_type?post=193"},{"taxonomy":"cu_people_expertise","embeddable":true,"href":"https:\/\/carleton.ca\/economics\/wp-json\/wp\/v2\/cu_people_expertise?post=193"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}