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 3 11 12 106
Backtesting Expected Shortfall: Accounting for Tail Risk 0 3 5 306 2 12 24 809
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 0 6 8 24
Total Working Papers 0 3 5 345 5 29 44 939

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 0 2 4 52
A simple and robust counterfactual impact evaluation 0 0 1 9 0 7 9 34
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 0 0 0 19 1 3 9 81
Automatic portmanteau tests with applications to market risk management 0 0 0 15 0 5 7 69
Backtesting portfolio value‐at‐risk with estimated portfolio weights 0 0 0 8 1 3 6 30
Competition and price dispersion: evidence from airline and high-speed rail competition in China 0 0 4 6 2 4 13 22
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 0 25 1 5 6 223
Foreign buyer taxes and house prices in Canada: A tale of two cities 0 3 22 57 4 27 63 144
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 2 3 11 188 15 23 50 687
Intraday probability of informed trading 0 0 0 113 11 21 35 414
Nonparametric bootstrap tests for independence of generalized errors 0 0 0 7 1 5 6 42
Powerful Backtests for Historical Simulation Expected Shortfall Models 1 4 12 18 3 11 31 40
Testing for serial independence of panel errors 0 0 0 8 2 7 8 56
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 2 39 1 11 14 149
The case for CASE: Estimating heterogeneous systemic effects 0 0 1 3 2 4 7 11
The effects of medical insurance on durables consumption in rural China 0 0 1 57 0 2 5 253
The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis 0 0 1 15 0 6 12 57
The macroeconomic effects of the 35-h workweek regulation in France 1 2 6 68 9 38 66 279
Total Journal Articles 4 12 61 668 53 184 351 2,643
1 registered items for which data could not be found
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Statistics updated 2026-03-04