Zaichao Du, Ph.D.
Affiliations: | 2010 | Economics | Indiana University, Bloomington, Bloomington, IN, United States |
Area:
General EconomicsGoogle:
"Zaichao Du"Parents
Sign in to add mentor| Juan C. Escanciano | grad student | 2010 | Indiana University | |
| (Essays on testing for independence.) | ||||
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Publications
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| Zhu G, Du Z, Escanciano JC. (2017) Automatic Portmanteau Tests with Applications to Market Risk Management Stata Journal. 17: 901-915 |
| Du Z, Escanciano JC. (2017) Backtesting Expected Shortfall: Accounting for Tail Risk Management Science. 63: 940-958 |
| Du Z. (2016) Nonparametric bootstrap tests for independence of generalized errors Econometrics Journal. 19: 55-83 |
| Du Z, Escanciano JC. (2015) A Nonparametric Distribution-Free Test for Serial Independence of Errors Econometric Reviews. 34: 1011-1034 |
| Du Z. (2014) Testing for serial independence of panel errors Computational Statistics and Data Analysis. 76: 248-261 |