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 0 1 95
Backtesting Expected Shortfall: Accounting for Tail Risk 0 1 4 302 0 2 18 788
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 0 0 1 16
Total Working Papers 0 1 4 341 0 2 20 899


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 0 0 48
A simple and robust counterfactual impact evaluation 0 0 2 8 0 0 5 25
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 0 0 0 19 1 1 5 75
Automatic portmanteau tests with applications to market risk management 0 0 0 15 1 1 2 63
Backtesting portfolio value‐at‐risk with estimated portfolio weights 0 0 0 8 1 1 2 25
Competition and price dispersion: evidence from airline and high-speed rail competition in China 1 2 5 5 1 2 15 15
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 0 25 1 1 5 218
Foreign buyer taxes and house prices in Canada: A tale of two cities 2 5 12 43 3 10 27 96
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 1 1 8 182 3 4 24 650
Intraday probability of informed trading 0 0 3 113 5 8 15 388
Nonparametric bootstrap tests for independence of generalized errors 0 0 0 7 0 0 2 36
Powerful Backtests for Historical Simulation Expected Shortfall Models 1 4 11 12 4 9 21 22
Testing for serial independence of panel errors 0 0 0 8 0 0 1 48
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 0 37 0 0 2 135
The case for CASE: Estimating heterogeneous systemic effects 0 0 2 2 0 1 4 6
The effects of medical insurance on durables consumption in rural China 0 0 0 56 0 0 0 248
The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis 0 0 1 15 0 0 4 47
The macroeconomic effects of the 35-h workweek regulation in France 0 0 7 65 1 6 20 224
Total Journal Articles 5 12 51 633 21 44 154 2,369
1 registered items for which data could not be found


Statistics updated 2025-08-05