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 2 94
Backtesting Expected Shortfall: Accounting for Tail Risk 0 1 5 301 3 7 25 785
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 0 0 1 16
Total Working Papers 0 1 5 340 3 7 28 895

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 4 8 1 1 7 25
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 0 0 1 19 1 2 3 72
Automatic portmanteau tests with applications to market risk management 0 0 0 15 1 1 1 62
Backtesting portfolio value‐at‐risk with estimated portfolio weights 0 0 0 8 0 0 2 24
Competition and price dispersion: evidence from airline and high-speed rail competition in China 0 1 2 2 1 4 9 9
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 1 25 2 2 5 217
Foreign buyer taxes and house prices in Canada: A tale of two cities 0 1 7 35 1 4 18 81
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 0 1 7 177 0 1 18 637
Intraday probability of informed trading 1 2 3 113 1 4 6 379
Nonparametric bootstrap tests for independence of generalized errors 0 0 1 7 0 1 4 36
Powerful Backtests for Historical Simulation Expected Shortfall Models 2 3 6 6 4 5 9 9
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 2 37 0 1 4 135
The case for CASE: Estimating heterogeneous systemic effects 0 0 2 2 0 0 3 4
The effects of medical insurance on durables consumption in rural China 0 0 0 56 0 0 1 248
The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis 0 0 1 14 1 1 4 45
The macroeconomic effects of the 35-h workweek regulation in France 0 1 7 62 1 3 15 213
Total Journal Articles 3 9 44 607 14 30 110 2,292
1 registered items for which data could not be found
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Statistics updated 2025-03-03