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 0 118 4 7 7 478
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 2 2 3 7 39
A Test of the Martingale Hypothesis 0 0 0 100 5 8 9 536
A nonparametric test of a strong leverage hypothesis 0 0 0 27 1 5 6 90
A nonparametric test of a strong leverage hypothesis 0 0 0 0 2 10 11 13
A nonparametric test of the leverage hypothesis 0 0 0 0 4 4 5 7
A nonparametric test of the leverage hypothesis 0 0 0 20 4 7 7 73
A quantilogram approach to evaluating directional predictability 0 0 0 2 4 5 7 33
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 3 7 7 1,295
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 2 7 9 237
An improved bootstrap test of stochastic dominance 0 0 0 20 6 8 9 115
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 14 26 36 1,014
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 9 14 18 89
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 14 19 22 223
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 3 5 5 31
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 2 5 5 112
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 5 5 5 42
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 23 3 4 8 97
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 8 11 14 858
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 3 6 7 233
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 3 8 9 535
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 3 7 7 91
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 6 11 11 80
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 4 11 13 96
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 1 6 8 94
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 5 8 76
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 22 2 5 7 93
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 1 4 3 6 8 29
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 2 4 5 143
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 2 7 8 47
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 2 4 7 9
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 2 19 5 5 10 39
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 5 6 7 18
Inference on distribution functions under measurement error 0 0 0 89 3 8 8 159
Inference on distribution functions under measurement error 0 0 0 2 3 7 10 13
Nonparametric Estimation of a Polarization Measure 0 0 0 59 3 3 4 190
Nonparametric Estimation of a Polarization Measure 0 0 0 4 0 7 9 49
Nonparametric Estimation with Aggregated Data 0 0 0 0 3 6 6 28
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 1 4 7 494
Nonparametric estimation of a polarization measure 0 0 0 25 5 6 7 74
Nonparametric estimation of a polarization measure 0 0 0 1 6 8 9 45
Nonparametric estimation of a polarization measure 0 0 0 39 5 8 12 115
Nonparametric estimation with aggregated data 0 0 0 2 2 2 5 28
Nonparametric estimation with aggregated data 0 0 0 3 0 2 3 31
Nonparametric tests of conditional treatment effects 0 0 0 31 3 5 7 151
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 5 8 11 50
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 4 6 10 42
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 1 1 7 13 8 14 30 68
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 4 4 7 41
Quantilograms under Strong Dependence 0 0 0 4 0 3 3 19
Quantilograms under Strong Dependence 0 0 0 50 3 6 10 40
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 482 4 5 8 1,810
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 313 6 8 14 954
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 1 3 7 164
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 16 5 5 8 33
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 8 13 16 102
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 4 6 8 60
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 2 3 5 42
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 3 4 4 403
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 143 1 5 12 625
Testing for Stochastic Dominance Efficiency 0 0 0 58 4 6 7 151
Testing for Time Stochastic Dominance 0 0 0 60 0 1 3 167
Testing for a general class of functional inequalities 1 1 1 1 6 8 10 11
Testing for a general class of functional inequalities 0 0 0 20 3 5 5 98
Testing for stochastic monotonicity 0 0 0 2 2 3 6 59
Testing for stochastic monotonicity 0 0 0 53 3 7 9 166
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 1 5 6 8
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 3 3 151
Testing functional inequalities 0 0 0 67 4 5 6 140
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 5 7 7 835
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 3 4 6 965
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 4 6 9 106
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 12 8 9 11 43
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 3 4 4 12
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 3 8 15
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 8 11 12 135
Total Working Papers 2 2 18 3,994 283 497 664 15,857

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 2 4 6 89
A Test of the Martingale Hypothesis 0 0 0 170 2 5 13 685
A multiple variance ratio test using subsampling 0 0 1 77 0 0 4 256
A nonparametric test of a strong leverage hypothesis 0 0 1 7 4 6 12 63
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 8 10 206
A test of normality using nonparametrlic residuals 0 2 2 19 0 4 31 184
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 2 4 5 115
An improved bootstrap test of stochastic dominance 0 1 5 134 21 42 60 408
Are there Monday effects in stock returns: A stochastic dominance approach 1 1 2 131 9 12 14 351
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 197 8 30 51 720
Consistent bootstrap tests of parametric regression functions 0 0 0 34 5 7 11 196
Consistent specification testing for conditional moment restrictions 0 0 0 14 1 2 3 137
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 1 2 3 47
Inference on distribution functions under measurement error 0 0 1 9 4 4 13 37
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 4 6 6 45
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 1 2 4 49
Nonparametric estimation and inference about the overlap of two distributions 0 0 1 92 3 13 15 395
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 1 1 2 12 2 3 7 42
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 2 3 5 11
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 0 61 5 6 9 246
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 1 55 3 5 8 211
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 5 8 13 29
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 1 1 6 7 8 26
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 5 8 8 174
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 1 48 1 2 8 149
Testing for Stochastic Monotonicity 0 0 0 99 3 3 5 406
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 5 5 5 300
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 2 4 4 98
Testing for time stochastic dominance 0 0 1 4 2 4 10 21
Testing functional inequalities 0 0 2 52 6 7 11 159
Testing stochastic dominance with many conditioning variables 0 0 1 1 3 4 7 9
Tests of specification for parametric and semiparametric models 0 0 0 55 4 5 7 274
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 40 6 7 10 226
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 3 9 123 12 30 57 478
The quantilogram: With an application to evaluating directional predictability 0 0 1 86 3 6 13 244
Total Journal Articles 3 8 35 1,768 142 268 456 7,086

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 5 10 17 84
Total Books 0 0 0 0 5 10 17 84

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 2 13 108 22 38 93 789
Total Software Items 1 2 13 108 22 38 93 789

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 statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Statistics updated 2026-02-12