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 2 95
Backtesting Expected Shortfall: Accounting for Tail Risk 0 0 4 301 0 4 21 786
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 0 0 1 16
Total Working Papers 0 0 4 340 0 5 24 897

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 3 8 0 1 6 25
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 0 0 0 19 1 3 4 74
Automatic portmanteau tests with applications to market risk management 0 0 0 15 0 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 1 1 3 3 2 5 13 13
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 0 25 0 2 4 217
Foreign buyer taxes and house prices in Canada: A tale of two cities 3 3 9 38 3 6 21 86
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 2 4 8 181 6 9 22 646
Intraday probability of informed trading 0 1 3 113 0 2 7 380
Nonparametric bootstrap tests for independence of generalized errors 0 0 0 7 0 0 3 36
Powerful Backtests for Historical Simulation Expected Shortfall Models 1 4 8 8 2 8 13 13
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 1 37 0 0 3 135
The case for CASE: Estimating heterogeneous systemic effects 0 0 2 2 0 1 3 5
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 1 1 15 0 3 5 47
The macroeconomic effects of the 35-h workweek regulation in France 3 3 9 65 4 6 18 218
Total Journal Articles 10 17 47 621 18 47 126 2,325
1 registered items for which data could not be found
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Statistics updated 2025-05-12