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 1 1 1 115 1 3 6 466
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 1 0 1 3 29
A Test of the Martingale Hypothesis 1 3 4 99 5 16 34 499
A nonparametric test of a strong leverage hypothesis 0 0 0 26 0 0 4 80
A nonparametric test of the leverage hypothesis 0 0 0 19 0 0 0 59
A quantilogram approach to evaluating directional predictability 0 0 0 1 0 0 1 23
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 2 185 2 3 17 1,265
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 72 0 2 7 222
An improved bootstrap test of stochastic dominance 0 0 0 20 0 1 5 96
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 320 0 1 7 965
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 3 11 0 0 6 59
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 1 63 0 1 4 198
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 3 24
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 0 3 106
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 0 3 33
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 2 4 19 0 3 11 83
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 78 2 3 9 479
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 1 3 13 828
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 0 0 3 12 34
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 39 0 4 15 198
Consistent testing for stochastic dominance under general sampling schemes 0 1 2 11 0 1 8 61
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 3 3 17 43
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 3 14 46
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 1 3 14 52
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 21 0 0 8 76
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 2 0 1 7 15
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 0 7 131
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 8 34
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 2 0 0 0 2
Inference on distribution functions under measurement error 0 1 1 89 0 1 7 147
Nonparametric Estimation of a Polarization Measure 0 0 0 58 0 0 5 184
Nonparametric Estimation of a Polarization Measure 0 0 0 3 0 0 2 36
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 0 5 21
Nonparametric Tests of Conditional Treatment Effects 0 0 1 138 3 5 19 466
Nonparametric estimation of a polarization measure 0 0 0 39 0 0 5 101
Nonparametric estimation of a polarization measure 0 0 0 25 0 0 4 65
Nonparametric estimation of a polarization measure 0 0 0 1 0 0 6 35
Nonparametric estimation with aggregated data 0 0 0 3 0 0 2 25
Nonparametric estimation with aggregated data 0 0 0 2 0 2 4 23
Nonparametric tests of conditional treatment effects 0 0 1 30 2 2 9 136
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 2 2 2 1 9 9 9
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 1 2 29 1 2 14 30
Quantilograms under Strong Dependence 0 0 0 3 0 0 1 2
Quantilograms under Strong Dependence 0 0 0 50 0 0 5 28
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 1 1 2 934
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 4 476 1 1 18 1,773
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 1 8 154
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 2 10 0 1 7 12
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 1 2 6 79
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 1 4 11 45
Testing Stochastic Dominance with Many Conditioning Variables 0 0 14 14 0 2 19 19
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 116 1 1 4 395
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 141 0 0 3 610
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 1 8 144
Testing for Time Stochastic Dominance 3 11 33 33 13 33 52 52
Testing for a general class of functional inequalities 0 0 0 20 1 2 9 84
Testing for stochastic monotonicity 0 0 0 1 1 4 11 48
Testing for stochastic monotonicity 0 0 0 52 1 4 10 151
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 0 1 145
Testing functional inequalities 0 0 0 66 0 0 1 127
Tests of Specification for Parametric and Semiparametric Models 0 0 0 260 0 1 5 818
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 243 1 2 8 956
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 2 4 8 2 7 19 57
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 10 0 1 2 21
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 1 2 2 3 2 4 4 6
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 41 0 0 5 82
Total Working Papers 6 26 84 3,815 48 148 556 14,226


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 1 1 4 76
A Test of the Martingale Hypothesis 0 0 1 167 1 1 4 649
A multiple variance ratio test using subsampling 1 1 3 72 1 1 4 242
A nonparametric test of a strong leverage hypothesis 0 1 1 2 0 1 6 43
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 61 1 1 4 188
A test of normality using nonparametrlic residuals 0 0 0 13 0 0 5 143
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 13 0 3 7 97
An improved bootstrap test of stochastic dominance 0 0 0 110 1 3 7 288
Are there Monday effects in stock returns: A stochastic dominance approach 1 1 8 117 4 5 25 303
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 1 9 169 1 5 29 559
Consistent bootstrap tests of parametric regression functions 0 0 1 30 1 4 5 173
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 1 132
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 2 0 2 11 27
Inference on distribution functions under measurement error 0 0 3 3 0 3 9 9
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 2 0 1 9 28
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 8 0 0 3 42
Nonparametric estimation and inference about the overlap of two distributions 0 0 5 78 3 6 22 344
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 2 2 2 6 2 2 3 26
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 0 0 0 2 2
Random walk or chaos: A formal test on the Lyapunov exponent 0 1 2 49 0 1 10 204
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 49 0 1 3 186
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 1 1 2 10 10
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 0 1 5 15
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 0 3 164
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 2 2 43 0 3 5 127
Testing for Stochastic Monotonicity 0 0 0 97 1 3 11 387
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 65 1 1 1 291
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 7 0 0 1 81
Testing functional inequalities 0 1 2 46 0 1 2 133
Tests of specification for parametric and semiparametric models 0 0 1 51 0 1 6 248
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 39 2 3 4 210
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 6 24 49 14 42 97 195
The quantilogram: With an application to evaluating directional predictability 2 3 6 68 3 5 14 193
Total Journal Articles 7 19 73 1,500 38 103 332 5,815


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 2 7 15 27
Total Books 0 0 0 0 2 7 15 27


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 4 17 17 13 41 149 149
Total Software Items 0 4 17 17 13 41 149 149


Statistics updated 2021-04-06