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 1 6 14 109
Backtesting Expected Shortfall: Accounting for Tail Risk 0 3 8 309 6 16 37 823
Nonparametric Bootstrap Tests for Independence of Generalized Errors 0 0 0 1 0 0 8 24
Total Working Papers 0 3 8 348 7 22 59 956

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 3 3 7 55
A simple and robust counterfactual impact evaluation 0 0 1 9 1 2 11 36
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau 1 1 1 20 2 3 9 83
Automatic portmanteau tests with applications to market risk management 0 0 0 15 1 2 9 71
Backtesting portfolio value‐at‐risk with estimated portfolio weights 0 0 0 8 3 4 9 33
Competition and price dispersion: evidence from airline and high-speed rail competition in China 0 0 3 6 3 6 13 26
Decomposing the rich dad effect on income inequality using instrumental variable quantile regression 0 0 0 25 4 8 13 230
Foreign buyer taxes and house prices in Canada: A tale of two cities 1 5 24 62 8 23 77 163
Home-purchase restriction, property tax and housing price in China: A counterfactual analysis 1 4 9 190 4 31 57 703
Intraday probability of informed trading 0 0 0 113 7 23 46 426
Nonparametric bootstrap tests for independence of generalized errors 0 0 0 7 2 3 8 44
Powerful Backtests for Historical Simulation Expected Shortfall Models 0 2 11 19 6 11 35 48
Testing for serial independence of panel errors 0 0 0 8 1 3 9 57
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 2 39 6 7 20 155
The case for CASE: Estimating heterogeneous systemic effects 0 0 1 3 3 6 10 15
The effects of medical insurance on durables consumption in rural China 0 0 1 57 1 1 6 254
The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis 0 0 0 15 0 4 14 61
The macroeconomic effects of the 35-h workweek regulation in France 0 1 3 68 11 24 76 294
Total Journal Articles 3 13 56 677 66 164 429 2,754
1 registered items for which data could not be found
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Statistics updated 2026-05-06