Access Statistics for Zaichao Du

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Automatic Portmanteau Tests with Applications to Market Risk Management 0 0 0 38 6 8 9 103
Backtesting Expected Shortfall: Accounting for Tail Risk 2 3 5 306 4 13 25 807
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 4 8 8 24
Total Working Papers 2 3 5 345 14 29 42 934

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Distribution-Free Test for Serial Independence of Errors 0 0 0 13 1 2 4 52
A simple and robust counterfactual impact evaluation 0 0 1 9 6 8 10 34
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 0 0 0 19 2 2 9 80
Automatic portmanteau tests with applications to market risk management 0 0 0 15 3 5 8 69
Backtesting portfolio value‐at‐risk with estimated portfolio weights 0 0 0 8 1 2 5 29
Competition and price dispersion: evidence from airline and high-speed rail competition in China 0 1 4 6 2 4 12 20
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 0 25 2 4 7 222
Foreign buyer taxes and house prices in Canada: A tale of two cities 2 7 22 57 10 31 60 140
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 1 2 9 186 7 12 35 672
Intraday probability of informed trading 0 0 1 113 7 13 25 403
Nonparametric bootstrap tests for independence of generalized errors 0 0 0 7 4 5 5 41
Powerful Backtests for Historical Simulation Expected Shortfall Models 0 3 13 17 4 8 32 37
Testing for serial independence of panel errors 0 0 0 8 4 5 6 54
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 1 2 39 9 11 13 148
The case for CASE: Estimating heterogeneous systemic effects 0 0 1 3 1 2 5 9
The effects of medical insurance on durables consumption in rural China 0 1 1 57 1 3 5 253
The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis 0 0 1 15 3 10 13 57
The macroeconomic effects of the 35-h workweek regulation in France 1 1 5 67 20 30 58 270
Total Journal Articles 4 16 60 664 87 157 312 2,590
1 registered items for which data could not be found
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Statistics updated 2026-02-12