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 0 1 15 110
Backtesting Expected Shortfall: Accounting for Tail Risk 1 1 7 310 5 8 45 834
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 1 1 10 26
Total Working Papers 1 1 7 349 6 10 70 970


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 1 14 0 0 8 56
A simple and robust counterfactual impact evaluation 0 0 0 9 1 2 12 38
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 0 0 1 20 0 0 6 83
Automatic portmanteau tests with applications to market risk management 0 0 0 15 0 0 7 71
Backtesting portfolio value‐at‐risk with estimated portfolio weights 0 0 0 8 1 2 11 37
Competition and price dispersion: evidence from airline and high-speed rail competition in China 1 1 2 7 1 3 14 29
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 0 25 0 2 17 235
Foreign buyer taxes and house prices in Canada: A tale of two cities 0 3 18 66 1 8 72 178
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 0 0 7 190 4 16 67 725
Intraday probability of informed trading 0 0 0 113 1 4 47 437
Nonparametric bootstrap tests for independence of generalized errors 0 0 0 7 1 1 9 45
Powerful Backtests for Historical Simulation Expected Shortfall Models 0 5 11 25 1 8 34 62
Testing for serial independence of panel errors 0 0 0 8 0 0 8 57
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 1 39 0 1 22 158
The case for CASE: Estimating heterogeneous systemic effects 0 0 0 3 0 0 9 16
The effects of medical insurance on durables consumption in rural China 0 0 1 57 0 0 5 254
The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis 0 0 0 15 0 1 15 62
The macroeconomic effects of the 35-h workweek regulation in France 0 1 3 69 3 10 73 310
Total Journal Articles 1 10 45 690 14 58 436 2,853
1 registered items for which data could not be found


Statistics updated 2026-10-11