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Zaichao Du

This is information that was supplied by Zaichao Du in registering through RePEc. If you are Zaichao Du, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Zaichao
Middle Name:
Last Name:Du
RePEc Short-ID:pdu319
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  1. Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017. "Automatic Portmanteau Tests with Applications to Market Risk Management," Caepr Working Papers 2017-002 Classification-C, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  2. Juan Carlos Escanciano & Zaichao Du, 2015. "Backtesting Expected Shortfall: Accounting for Tail Risk," Caepr Working Papers 2015-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  3. Zaichao Du, 2009. "Nonparametric Bootstrap Tests for Independence of Generalized Errors," Caepr Working Papers 2009-023, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  1. Zaichao Du, 2016. "Nonparametric bootstrap tests for independence of generalized errors," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 55-83, 02.
  2. Du, Zaichao & Zhang, Lin, 2015. "Home-purchase restriction, property tax and housing price in China: A counterfactual analysis," Journal of Econometrics, Elsevier, vol. 188(2), pages 558-568.
  3. Lin Zhang & Zaichao Du & Cheng Hsiao & Hua Yin, 2015. "The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis," The World Economy, Wiley Blackwell, vol. 38(5), pages 878-892, 05.
  4. Zaichao Du & Juan Carlos Escanciano, 2015. "A Nonparametric Distribution-Free Test for Serial Independence of Errors," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1011-1034, December.
  5. Du, Zaichao & LI, Renyu & He, Qinying & ZHANG, Lin, 2014. "Decomposing the rich dad effect on income inequality using instrumental variable quantile regression," China Economic Review, Elsevier, vol. 31(C), pages 379-391.
  6. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
  7. Du Zaichao & Yin Hua & Zhang Lin, 2013. "The macroeconomic effects of the 35-h workweek regulation in France," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-21, June.
  8. Meiling Ying, 2012. "The effects of medical insurance on durables consumption in rural China," China Agricultural Economic Review, Emerald Group Publishing, vol. 4(2), pages 176-187, May.
  9. Zaichao Du, 2011. "Intraday probability of informed trading," Economics Bulletin, AccessEcon, vol. 31(4), pages 3103-3112.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2010-01-16. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-01-16. Author is listed
  3. NEP-RMG: Risk Management (1) 2017-03-26. Author is listed

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