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 1 118 0 0 1 471
A Quantilogram Approach to Evaluating Directional Predictability 0 0 1 2 0 4 5 36
A Test of the Martingale Hypothesis 0 0 0 100 1 2 2 529
A nonparametric test of a strong leverage hypothesis 0 0 0 0 5 5 6 8
A nonparametric test of a strong leverage hypothesis 0 0 0 27 1 2 3 86
A nonparametric test of the leverage hypothesis 0 0 0 0 0 0 2 3
A nonparametric test of the leverage hypothesis 0 0 0 20 1 1 2 67
A quantilogram approach to evaluating directional predictability 0 0 0 2 0 2 3 28
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 1 1 2 1,289
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 4 6 6 234
An improved bootstrap test of stochastic dominance 0 0 0 20 2 2 3 109
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 3 7 13 991
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 1 2 6 76
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 2 3 204
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 0 26
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 3 3 4 110
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 0 1 37
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 23 0 0 4 93
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 2 3 5 849
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 2 2 2 86
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 3 3 4 530
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 2 3 3 229
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 3 3 3 72
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 2 3 4 90
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 6 6 8 91
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 1 3 4 72
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 22 3 5 7 91
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 1 4 3 3 6 26
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 2 3 5 42
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 0 1 3 5
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 0 1 139
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 3 19 0 2 6 34
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 0 0 1 12
Inference on distribution functions under measurement error 0 0 0 89 2 2 2 153
Inference on distribution functions under measurement error 0 0 0 2 1 3 4 7
Nonparametric Estimation of a Polarization Measure 0 0 0 59 0 0 1 187
Nonparametric Estimation of a Polarization Measure 0 0 0 4 5 5 8 47
Nonparametric Estimation with Aggregated Data 0 0 0 0 1 1 2 23
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 1 3 5 491
Nonparametric estimation of a polarization measure 0 0 0 1 0 0 1 37
Nonparametric estimation of a polarization measure 0 0 0 25 1 2 3 69
Nonparametric estimation of a polarization measure 0 0 0 39 3 4 7 110
Nonparametric estimation with aggregated data 0 0 0 2 0 0 3 26
Nonparametric estimation with aggregated data 0 0 0 3 0 1 1 29
Nonparametric tests of conditional treatment effects 0 0 0 31 1 1 4 147
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 1 3 4 43
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 0 4 4 36
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 0 1 9 12 2 6 35 56
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 0 1 6 37
Quantilograms under Strong Dependence 0 0 0 4 0 0 0 16
Quantilograms under Strong Dependence 0 0 0 50 1 1 5 35
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 482 1 2 5 1,806
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 313 0 4 6 946
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 1 1 5 162
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 16 0 1 3 28
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 3 3 8 92
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 1 3 54
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 1 3 39
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 3 7 10 623
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 1 1 145
Testing for Time Stochastic Dominance 0 0 0 60 1 1 3 167
Testing for a general class of functional inequalities 0 0 0 0 0 0 2 3
Testing for a general class of functional inequalities 0 0 0 20 1 1 1 94
Testing for stochastic monotonicity 0 0 0 53 3 4 5 162
Testing for stochastic monotonicity 0 0 0 2 1 2 4 57
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 0 0 148
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 2 2 4 5
Testing functional inequalities 0 0 0 67 0 0 1 135
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 1 1 2 829
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 0 1 2 961
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 2 3 5 102
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 1 1 12 1 3 3 35
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 1 1 1 9
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 1 2 2 125
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 3 6 13
Total Working Papers 0 2 22 3,992 93 161 308 15,453

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 2 4 86
A Test of the Martingale Hypothesis 0 0 0 170 2 8 11 682
A multiple variance ratio test using subsampling 0 1 1 77 0 3 5 256
A nonparametric test of a strong leverage hypothesis 0 0 1 7 0 0 6 57
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 3 3 5 201
A test of normality using nonparametrlic residuals 1 1 1 18 2 26 29 182
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 0 0 2 111
An improved bootstrap test of stochastic dominance 0 1 5 133 1 3 21 367
Are there Monday effects in stock returns: A stochastic dominance approach 0 1 1 130 0 2 2 339
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 1 2 197 1 5 24 691
Consistent bootstrap tests of parametric regression functions 0 0 0 34 2 3 7 191
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 1 1 135
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 2 45
Inference on distribution functions under measurement error 0 0 1 9 0 1 10 33
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 2 2 2 41
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 1 1 3 48
Nonparametric estimation and inference about the overlap of two distributions 0 0 2 92 5 5 9 387
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 1 1 11 1 4 5 40
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 1 1 3 9
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 0 61 0 1 3 240
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 1 55 1 3 4 207
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 2 2 7 23
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 1 1 0 0 2 19
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 2 2 2 168
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 1 48 1 3 8 148
Testing for Stochastic Monotonicity 0 0 0 99 0 0 2 403
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 0 295
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 1 1 1 95
Testing for time stochastic dominance 0 0 1 4 0 0 7 17
Testing functional inequalities 0 0 2 52 0 0 5 152
Testing stochastic dominance with many conditioning variables 0 0 1 1 1 1 4 6
Tests of specification for parametric and semiparametric models 0 0 0 55 1 1 4 270
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 40 0 2 3 219
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 2 8 120 8 19 41 456
The quantilogram: With an application to evaluating directional predictability 0 1 2 86 1 5 10 239
Total Journal Articles 1 9 33 1,761 40 110 254 6,858

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 2 11 75
Total Books 0 0 0 0 1 2 11 75

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 12 107 11 19 80 762
Total Software Items 1 2 12 107 11 19 80 762

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Statistics updated 2025-12-06