Access Statistics for Yoon-Jae Whang

Author contact details at EconPapers.

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 2 80 1 3 22 323
A Quantilogram Approach to Evaluating Directional Predictability 0 0 1 93 3 5 27 263
A Test of the Martingale Hypothesis 1 1 8 10 3 5 39 44
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 3 5 15 124 9 24 91 867
An Improved Bootstrap Test of Stochastic Dominance 4 8 12 12 6 12 12 12
An improved bootstrap test of stochastic dominance 1 4 4 4 3 8 8 8
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 3 10 66 242 18 39 233 609
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 1 2 18 40 2 9 54 99
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 1 1 5 5 1 3 25 29
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 5 68 2 6 24 396
Consistent Testing for Stochastic Dominance: A Subsampling Approach 2 2 7 147 2 4 29 623
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 2 149 8 22 87 654
Consistent Testing for Stochastic Dominance: A Subsampling Approach 2 2 7 19 4 8 29 82
Nonparametric Estimation of a Polarization Measure 1 11 19 19 2 12 13 13
Nonparametric Estimation with Aggregated Data 0 0 0 26 1 1 15 175
Nonparametric estimation of a polarization measure 0 10 10 10 2 2 2 2
Nonparametric estimation of a polarization measure 1 19 19 19 4 16 16 16
Random Walk or Chaos: A Formal Test on the Lyapunov Exponent 5 10 65 543 15 34 162 1,487
Smoothed Empirical Likelihood Methods for Quantile Regression Models 1 1 28 255 2 9 69 728
Smoothed Empirical Likelihood Methods for Quantile Regression Models 3 6 30 336 6 23 96 1,288
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 14 1 1 18 74
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 1 7 35 46 9 24 110 144
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 3 16 109 5 18 73 476
Testing for Stochastic Dominance Efficiency 1 1 4 42 1 4 13 92
Testing for stochastic monotonicity 1 4 23 30 1 5 47 55
Tests of Specification for Parametric and Semiparametric Models 0 6 38 149 3 15 77 516
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 2 15 212 3 7 39 824
Total Working Papers 32 116 454 2,803 117 319 1,430 9,899

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Matrix Inequality 1 2 6 6 1 3 9 9
A SEMIPARAMETRIC ANALYSIS OF THE LIFE CYCLE-PERMANENT INCOME HYPOTHESIS 0 1 4 5 0 1 10 27
A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 2 2 1 2 6 6
A Test of the Martingale Hypothesis 0 4 31 108 2 32 146 449
A multiple variance ratio test using subsampling 0 4 6 38 0 4 18 165
A test of normality using nonparametrlic residuals 0 1 4 9 6 11 46 83
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 0 1 6 6 6
Are there Monday effects in stock returns: A stochastic dominance approach 2 6 22 45 5 10 58 94
Consistent Testing for Stochastic Dominance under General Sampling Schemes 2 3 10 74 3 4 31 262
Consistent bootstrap tests of parametric regression functions 0 1 2 19 0 1 9 116
Consistent specification testing for conditional moment restrictions 0 0 2 8 0 0 6 95
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 1 1 2 0 3 4 4
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 1 2 5 15 2 8 16 41
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 1 1 9 10 1 2 23 23
Testing for Stochastic Monotonicity 0 3 12 12 3 15 52 52
Tests of specification for parametric and semiparametric models 1 2 5 25 2 3 19 145
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 2 30 0 2 11 141
The quantilogram: With an application to evaluating directional predictability 0 0 5 12 0 0 12 45
Total Journal Articles 8 31 128 420 27 107 482 1,763

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04