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Details about Zaichao Du

E-mail:
Homepage:http://zcdu.yolasite.com/
Workplace:Research Institute of Economics and Management, Southwestern University of Finance and Economics (SWUFE), (more information at EDIRC)

Access statistics for papers by Zaichao Du.

Last updated 2019-03-21. Update your information in the RePEc Author Service.

Short-id: pdu319


Jump to Journal Articles

Working Papers

2017

  1. Automatic Portmanteau Tests with Applications to Market Risk Management
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads
    See also Journal Article in Stata Journal (2017)

2015

  1. Backtesting Expected Shortfall: Accounting for Tail Risk
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (5)

2009

  1. Nonparametric Bootstrap Tests for Independence of Generalized Errors
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads
    See also Journal Article in Econometrics Journal (2016)

Journal Articles

2018

  1. Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau
    Economic Modelling, 2018, 70, (C), 147-158 Downloads View citations (1)

2017

  1. Automatic portmanteau tests with applications to market risk management
    Stata Journal, 2017, 17, (4), 901-915 Downloads
    See also Working Paper (2017)

2016

  1. Nonparametric bootstrap tests for independence of generalized errors
    Econometrics Journal, 2016, 19, (1), 55-83 Downloads View citations (1)
    See also Working Paper (2009)

2015

  1. A Nonparametric Distribution-Free Test for Serial Independence of Errors
    Econometric Reviews, 2015, 34, (6-10), 1011-1034 Downloads View citations (1)
  2. Home-purchase restriction, property tax and housing price in China: A counterfactual analysis
    Journal of Econometrics, 2015, 188, (2), 558-568 Downloads View citations (28)
  3. The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis
    The World Economy, 2015, 38, (5), 878-892 Downloads View citations (2)

2014

  1. Decomposing the rich dad effect on income inequality using instrumental variable quantile regression
    China Economic Review, 2014, 31, (C), 379-391 Downloads View citations (2)
  2. Testing for serial independence of panel errors
    Computational Statistics & Data Analysis, 2014, 76, (C), 248-261 Downloads View citations (1)

2013

  1. The macroeconomic effects of the 35-h workweek regulation in France
    The B.E. Journal of Macroeconomics, 2013, 13, (1), 21 Downloads View citations (6)

2012

  1. The effects of medical insurance on durables consumption in rural China
    China Agricultural Economic Review, 2012, 4, (2), 176-187 Downloads View citations (1)

2011

  1. Intraday probability of informed trading
    Economics Bulletin, 2011, 31, (4), 3103-3112 Downloads View citations (3)
 
Page updated 2019-10-17