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 0 0 2 1 3 13 45
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 118 1 4 12 483
A Test of the Martingale Hypothesis 0 0 0 100 0 2 16 543
A nonparametric test of a strong leverage hypothesis 0 0 0 27 0 1 13 97
A nonparametric test of a strong leverage hypothesis 0 0 0 0 2 3 13 16
A nonparametric test of the leverage hypothesis 0 0 0 20 0 3 10 76
A nonparametric test of the leverage hypothesis 0 0 0 0 1 3 8 11
A quantilogram approach to evaluating directional predictability 0 0 0 2 0 3 11 37
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 0 2 9 1,297
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 0 2 13 241
An improved bootstrap test of stochastic dominance 0 0 0 20 1 5 22 128
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 0 9 49 1,027
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 1 9 36 109
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 4 27 229
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 2 12 38
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 1 8 45
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 3 10 117
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 0 23 1 3 10 103
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 3 19 863
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 0 12 21 548
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 1 3 15 99
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 0 8 16 242
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 0 2 14 83
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 0 4 15 100
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 1 5 16 102
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 1 8 77
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 22 1 3 11 97
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 4 0 4 11 34
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 0 2 9 13
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 1 5 18 57
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 6 11 149
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 2 7 18 50
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 1 4 12 24
Inference on distribution functions under measurement error 0 1 1 90 0 4 15 166
Inference on distribution functions under measurement error 0 0 0 2 0 1 14 17
Nonparametric Estimation of a Polarization Measure 0 0 0 59 1 2 6 193
Nonparametric Estimation of a Polarization Measure 0 0 0 4 2 5 14 56
Nonparametric Estimation with Aggregated Data 0 1 1 1 0 4 10 32
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 1 6 13 501
Nonparametric estimation of a polarization measure 0 0 0 25 1 3 11 78
Nonparametric estimation of a polarization measure 0 0 0 1 0 2 14 50
Nonparametric estimation of a polarization measure 0 0 0 39 2 5 19 123
Nonparametric estimation with aggregated data 0 0 0 2 1 4 7 32
Nonparametric estimation with aggregated data 0 0 0 3 0 4 7 35
Nonparametric tests of conditional treatment effects 0 0 0 31 1 4 11 157
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 0 7 21 60
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 0 4 16 48
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 0 0 4 14 0 2 27 75
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 3 5 12 47
Quantilograms under Strong Dependence 0 0 0 50 0 2 8 42
Quantilograms under Strong Dependence 0 0 0 4 0 2 6 22
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 483 0 3 14 1,817
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 313 0 6 22 963
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 1 1 5 165
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 16 0 5 12 38
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 6 22 111
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 1 10 62
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 2 12 49
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 7 12 411
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 143 0 4 17 631
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 2 9 153
Testing for Time Stochastic Dominance 0 0 0 60 0 6 17 181
Testing for a general class of functional inequalities 0 0 0 20 0 7 14 107
Testing for a general class of functional inequalities 0 0 1 1 0 2 11 14
Testing for stochastic monotonicity 0 0 0 53 0 2 13 170
Testing for stochastic monotonicity 0 0 0 2 2 4 11 64
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 1 6 154
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 0 1 9 12
Testing functional inequalities 0 0 0 67 0 3 9 144
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 0 4 11 839
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 0 4 11 970
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 1 9 21 119
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 12 0 2 15 47
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 4 9 17
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 1 5 32 155
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 3 12 21
Total Working Papers 0 2 12 3,999 33 291 1,073 16,328

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 2 9 92
A Test of the Martingale Hypothesis 0 0 0 170 0 2 18 692
A multiple variance ratio test using subsampling 0 0 1 77 0 2 8 261
A nonparametric test of a strong leverage hypothesis 0 0 0 7 0 1 12 65
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 1 6 15 212
A test of normality using nonparametrlic residuals 0 0 3 20 0 2 56 212
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 0 1 13 124
An improved bootstrap test of stochastic dominance 0 0 2 134 0 4 54 415
Are there Monday effects in stock returns: A stochastic dominance approach 0 0 2 131 0 6 21 358
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 197 1 8 56 738
Consistent bootstrap tests of parametric regression functions 0 0 0 34 0 0 12 199
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 1 4 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 3 6 10 55
Inference on distribution functions under measurement error 0 0 0 9 0 2 16 41
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 0 2 9 48
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 0 3 7 52
Nonparametric estimation and inference about the overlap of two distributions 0 1 1 93 1 3 21 403
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 3 13 0 1 8 44
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 5 11 17
Random walk or chaos: A formal test on the Lyapunov exponent 0 1 1 62 0 6 15 253
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 55 0 3 11 215
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 2 11 31
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 1 0 3 11 30
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 5 18 184
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 1 2 49 0 3 9 153
Testing for Stochastic Monotonicity 0 0 0 99 0 6 12 413
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 6 301
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 0 2 6 100
Testing for time stochastic dominance 0 0 0 4 1 3 9 26
Testing functional inequalities 0 0 0 52 2 4 14 164
Testing stochastic dominance with many conditioning variables 0 0 1 1 0 1 9 12
Tests of specification for parametric and semiparametric models 0 0 0 55 1 4 12 281
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 1 1 41 0 7 26 242
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 0 6 123 2 6 59 490
The quantilogram: With an application to evaluating directional predictability 1 1 2 87 1 5 17 250
Total Journal Articles 1 5 27 1,775 13 117 605 7,311

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 0 4 20 91
Total Books 0 0 0 0 0 4 20 91

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 0 0 7 109 0 3 67 799
Total Software Items 0 0 7 109 0 3 67 799

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Statistics updated 2026-07-10