Hi and very belated welcome!

Just LOVE Zoe's name and her photos, she's one very gorgeous doggy!
Others have given you some very good sites regarding nervous dogs. So I will just add from my personal experience of working with three 'nervous Nellies" over a period of time. One of which was so scared she couldn't even get past the front gate without 'splatting' down on the pathway. She ended up a very confident little girl, and champion Agility Dog. And whilst she liked her tucker at home, outside not even treats worked! LOL I broke a lot of 'rules' with her but we made it in the end! So, if the 'rules' don't work, don't be afraid to break them, just always be kind, loving, patient and positive and ignore people who come up and say 'you shouldn't do that' - i.e. carry a nervous dog across a major intersection which I did more than once with my current girl. We'd still be standing there if I hadn't but now she's still a bit 'wary' but crosses under her own four paws. She also placed herself in a dangerous position by pulling back into the traffic coming around behind her for a left hand turn (we're right hand drive here). Plus we went and just sat at the corner, out of harms way, so she could watch and get used to all the traffic going different ways. Dogs do learn by watching too. Sometimes a little ingenuity goes a long way!
First and foremost, is patience! You've probably already discovered this yourself. Never try to rush a nervous dog, allow them to take things at THEIR pace, not yours. And even if they 'get it' once, then show signs of nervousness on another occasion, go back a step or two. Doesn't matter how many times you have to take a step or two back, you're still moving forward in as much as your dog is gaining confidence in not only herself but you!
Next, YOU have to be confident, unafraid of all those big scary things out there. Your feelings and emotions fly like lightening down the lead and are communicated to your dog. If you're nervous,
even on her behalf, she'll pick that up like lightening. So, a cheerful, sang froid attitude, is the one to adopt, whilst still watching your dog's reaction very closely. And JACKPOT with the treats when Zoe over comes a major obstacle, especially as she is, like my current girl very food motivated. And, depending on how she reacts, a big fuss and loads of praise. If she gets over excited or even nervous with too much praise, then of course, keep it gentle and soft. Just let her know how smart (which she is of course), clever and brave she's been.
If possible, I know it's hard in NYC and I too live in an inner city suburb, try to slowly introduce her to new and potentially scary situations. And make sure you have the clicker and treat bag with you at all times. Even when she seems to have 'got it', a nervous dog can find some new scary situation. This may be something we would never dream off, for example, my girl loves to go to the beach and last night we were down on the beach and my partner decided to see if she'd climb the wooden stairs leading off the beach instead of the ramp we normally use. Good idea, new experience for Leaf (who's a pretty confident young lady nowadays). But hey, those stairs were a bit scary because they were open, so Leaf tried to run around and find a way up without facing the stairs. She did manage about three, then looked 'thru' the gap and decided Ooops no Way Mom! Down I went, I was only half way, and of course out came the treats. LOL as I said she's very food motivated so it wasn't long before she was flying up and down the steps like a veteran. So, always keep in mind what we take for granted, Zoe may find very scary.
Also watch her body language. Here are some sites which show a dog's body language and what it means.
Give her time, she's young yet, and you'll find she will respond to verbal cues. Just use the verbal cue and the nano-second she does what you want, click/treat/praise. It's great that she responds to body cues, just make sure you're always giving her positive body language.
http://www.aspca.org/pet-care/virtual-pet-behaviorist/dog-behavior/canine-body-language
http://moderndogmagazine.com/articles/how-read-your-dogs-body-language/415
This site is more about fear/aggression - I'm not saying for one moment Zoe is aggressive, she sounds very loveable and not all nervous dogs are aggressive. But it will help you recognize it in another dog.
http://www.petprofessionalguild.com/DogBodylanguage
And on that subject, watch other dogs and their body language. If it's not good play "ninja" and AVOID at all costs. Even with a dog like my late Zeus (who was totally bomb proof) I avoided dogs who showed signs of aggression, it makes life easier and safer all round.
A game for you to play which will help make you super fast with the clicker which you need to be for it to be 100% effective. Get someone (your children may like to help out here) to place one of those small 'wobble' toys or a small ball on the table. Then get them to wobble or gently roll the ball and the nano-second it stops you have to click. You can extend this by using several toys or balls, that's not as easy as it sounds, but VERY effective. And another game is place several items (small ones of course) on a table, then get them to remove certain items, when ONE particular item is removed you have to click - obviously work out which item is the 'click' item and keep it random. You can also use a small bell, each time it's 'rung' you have to click and the person doing the ringing can give 'false starts' whilst not actually ringing the bell. These games may seem simple but believe me they really sharpen up your 'clicker' timing.
Also, sometimes when you're out it's not always easy to click. So it's a good thing, especially with a nervous dog, to also at home use just a work marker - like YES. Does help when the clicker has become tangled your sleeve or you're too busy trying to handle a nervous dog to click. Do make sure though you are consistent with your marker word, otherwise Zoe will get confused. And that goes for everyone in your household. At our school we actually use a chart with the various cues and what words will be used for same. This chart, we suggest, is placed somewhere obvious like the refrigerator door where all in the house can see it and know the correct cues.
If you have any more questions you'd like answered then don't hesitate to ask, we're all here to help you

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