Access Statistics for Yoon-Jae Whang

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantilogram Approach to Evaluating Directional Predictability 0 1 1 118 0 1 1 471
A Quantilogram Approach to Evaluating Directional Predictability 0 1 1 2 0 1 1 32
A Test of the Martingale Hypothesis 0 0 0 100 0 0 8 527
A nonparametric test of a strong leverage hypothesis 0 0 1 27 0 1 2 84
A nonparametric test of a strong leverage hypothesis 0 0 0 0 1 1 2 3
A nonparametric test of the leverage hypothesis 0 0 0 0 0 1 2 2
A nonparametric test of the leverage hypothesis 0 0 0 20 0 1 3 66
A quantilogram approach to evaluating directional predictability 0 0 0 2 0 1 1 26
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 0 1 1 1,288
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 0 0 0 228
An improved bootstrap test of stochastic dominance 0 0 0 20 0 0 0 106
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 0 0 3 978
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 1 2 2 72
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 0 0 201
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 1 26
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 1 1 37
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 1 1 107
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 0 21 1 1 2 90
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 0 0 0 526
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 0 0 844
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 1 44 0 0 1 226
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 0 0 2 84
Consistent testing for stochastic dominance under general sampling schemes 0 0 1 15 0 0 1 69
Consistent testing for stochastic dominance: a subsampling approach 0 0 1 4 1 1 2 84
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 1 1 1 69
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 0 0 1 86
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 22 0 2 3 86
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 3 1 2 2 22
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 0 0 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 1 1 3 3
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 8 0 2 3 39
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 1 1 17 0 1 2 29
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 0 0 0 11
Inference on distribution functions under measurement error 0 0 0 89 0 0 0 151
Inference on distribution functions under measurement error 0 0 0 2 0 0 0 3
Nonparametric Estimation of a Polarization Measure 0 0 0 59 1 1 1 187
Nonparametric Estimation of a Polarization Measure 0 0 1 4 2 3 4 42
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 1 1 22
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 1 2 2 488
Nonparametric estimation of a polarization measure 0 0 0 25 0 1 1 67
Nonparametric estimation of a polarization measure 0 0 0 39 0 0 0 103
Nonparametric estimation of a polarization measure 0 0 0 1 0 0 0 36
Nonparametric estimation with aggregated data 0 0 0 2 2 2 2 25
Nonparametric estimation with aggregated data 0 0 0 3 0 0 0 28
Nonparametric tests of conditional treatment effects 0 0 0 31 1 2 3 145
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 1 31 0 0 1 39
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 0 0 2 32
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 0 3 4 6 0 17 27 38
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 4 25 0 3 9 34
Quantilograms under Strong Dependence 0 0 0 50 1 1 2 31
Quantilograms under Strong Dependence 0 0 0 4 0 0 1 16
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 0 0 0 940
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 481 0 1 4 1,802
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 1 1 2 158
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 15 0 0 2 25
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 1 3 3 87
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 1 1 52
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 1 1 37
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 0 0 399
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 143 1 1 1 614
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 0 0 144
Testing for Time Stochastic Dominance 0 0 0 60 0 0 2 164
Testing for a general class of functional inequalities 0 0 0 0 1 1 1 2
Testing for a general class of functional inequalities 0 0 0 20 0 0 0 93
Testing for stochastic monotonicity 0 0 0 2 0 0 0 53
Testing for stochastic monotonicity 0 0 0 53 0 0 0 157
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 0 1 1 2
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 0 0 148
Testing functional inequalities 0 0 0 67 1 1 1 135
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 0 1 1 828
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 0 0 0 959
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 1 1 7 98
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 11 0 0 1 32
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 0 8
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 0 15 123
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 1 1 2 2 5 9
Total Working Papers 0 6 20 3,976 23 71 156 15,216

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 13 0 1 3 83
A Test of the Martingale Hypothesis 0 0 0 170 1 2 8 673
A multiple variance ratio test using subsampling 0 0 1 76 0 1 5 252
A nonparametric test of a strong leverage hypothesis 1 1 2 7 2 2 4 53
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 63 0 0 2 196
A test of normality using nonparametrlic residuals 0 0 0 17 0 0 2 153
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 17 0 1 2 110
An improved bootstrap test of stochastic dominance 0 1 5 129 1 3 12 349
Are there Monday effects in stock returns: A stochastic dominance approach 0 0 1 129 0 0 1 337
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 3 195 1 3 14 670
Consistent bootstrap tests of parametric regression functions 0 0 2 34 1 2 5 186
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 1 134
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 7 0 1 3 44
Inference on distribution functions under measurement error 0 0 1 8 0 1 4 24
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 0 0 2 39
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 1 9 0 0 1 45
Nonparametric estimation and inference about the overlap of two distributions 0 1 2 91 0 2 7 380
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 2 10 1 1 4 36
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 0 0 6
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 1 61 1 1 5 238
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 54 0 0 1 203
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 1 1 1 17
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 0 1 1 18
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 0 0 166
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 0 47 1 2 2 142
Testing for Stochastic Monotonicity 0 0 1 99 0 0 1 401
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 1 295
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 0 0 4 94
Testing for time stochastic dominance 0 0 2 3 1 2 9 12
Testing functional inequalities 0 0 1 50 0 1 2 148
Testing stochastic dominance with many conditioning variables 0 0 0 0 0 0 1 2
Tests of specification for parametric and semiparametric models 0 0 0 55 2 3 4 269
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 1 40 0 0 1 216
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 2 14 114 1 7 37 422
The quantilogram: With an application to evaluating directional predictability 0 1 1 85 0 2 3 231
Total Journal Articles 1 6 43 1,734 14 40 153 6,644

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Analysis of Stochastic Dominance 0 0 0 0 1 4 10 68
Total Books 0 0 0 0 1 4 10 68

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method 1 1 13 96 6 20 111 702
Total Software Items 1 1 13 96 6 20 111 702

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Statistics updated 2025-03-03