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Zaichao Du

Personal Details

First Name:Zaichao
Middle Name:
Last Name:Du
Suffix:
RePEc Short-ID:pdu319
[This author has chosen not to make the email address public]
http://zcdu.yolasite.com/

Affiliation

Research Institute of Economics and Management
Southwestern University of Finance and Economics (SWUFE)

Chengdu, China
http://riem.swufe.edu.cn/
RePEc:edi:riswucn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017. "Automatic Portmanteau Tests with Applications to Market Risk Management," CAEPR Working Papers 2017-002, Center for Applied Economics and Policy Research, Department of Economics, 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, Department of Economics, 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, Department of Economics, Indiana University Bloomington.

Articles

  1. Zaichao Du & Han Li & Feng Wei & Lan Zhang, 2024. "Competition and price dispersion: evidence from airline and high-speed rail competition in China," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 33(3), pages 670-693.
  2. Zaichao Du & Pei Pei & Xuhui Wang & Tao Yang, 2024. "Powerful Backtests for Historical Simulation Expected Shortfall Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 864-874, July.
  3. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
  4. Du, Zaichao & Yin, Hua & Zhang, Lin, 2022. "Foreign buyer taxes and house prices in Canada: A tale of two cities," Journal of Housing Economics, Elsevier, vol. 55(C).
  5. Zaichao Du & Jie Li & Pei Pei, 2021. "The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 430-448, February.
  6. Du, Zaichao & Pei, Pei, 2021. "A simple and robust counterfactual impact evaluation," Economics Letters, Elsevier, vol. 207(C).
  7. Zaichao Du & Pei Pei, 2020. "Backtesting portfolio value‐at‐risk with estimated portfolio weights," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 605-619, September.
  8. Yin, Hua & Du, Zaichao & Zhang, Lin, 2018. "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, vol. 70(C), pages 147-158.
  9. Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017. "Automatic portmanteau tests with applications to market risk management," Stata Journal, StataCorp LLC, vol. 17(4), pages 901-915, December.
  10. Zaichao Du, 2016. "Nonparametric bootstrap tests for independence of generalized errors," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 55-83, February.
  11. 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.
  12. 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, May.
  13. 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.
  14. 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.
  15. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
  16. 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 881-901, June.
  17. Meiling Ying & Zaichao Du, 2012. "The effects of medical insurance on durables consumption in rural China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(2), pages 176-187, May.
  18. Zaichao Du, 2011. "Intraday probability of informed trading," Economics Bulletin, AccessEcon, vol. 31(4), pages 3103-3112.
    RePEc:inm:ormnsc:v:63:y:2017:i:4:p:940-958 is not listed on IDEAS

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-RMG: Risk Management (1) 2017-03-26

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