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 1 0 0 1 31
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 117 0 1 1 470
A Test of the Martingale Hypothesis 0 0 0 99 0 0 2 513
A nonparametric test of a strong leverage hypothesis 0 0 0 26 0 0 0 82
A nonparametric test of the leverage hypothesis 0 0 0 19 0 0 0 62
A quantilogram approach to evaluating directional predictability 0 0 1 2 0 0 1 25
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 186 1 1 4 1,283
An Improved Bootstrap Test of Stochastic Dominance 0 0 2 74 0 0 2 224
An improved bootstrap test of stochastic dominance 0 0 0 20 0 1 8 104
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 2 322 0 0 4 973
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 11 0 0 2 66
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 0 0 200
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 0 25
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 0 0 36
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 0 0 106
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 1 21 0 0 3 88
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 1 79 3 4 9 508
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 1 2 838
Consistent Testing for Stochastic Dominance: A Subsampling Approach 1 1 1 2 1 8 16 69
Consistent Testing for Stochastic Dominance: A Subsampling Approach 1 1 1 42 2 2 9 218
Consistent testing for stochastic dominance under general sampling schemes 0 0 1 13 0 0 1 65
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 0 3 68
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 2 3 14 76
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 3 0 7 11 72
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 21 0 0 0 81
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 1 3 0 0 2 19
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 0 0 136
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 1 36
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 2 0 0 2 9
Inference on distribution functions under measurement error 0 0 0 89 1 1 1 151
Nonparametric Estimation of a Polarization Measure 0 0 1 59 0 0 1 186
Nonparametric Estimation of a Polarization Measure 0 0 0 3 0 0 0 38
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 0 0 21
Nonparametric Tests of Conditional Treatment Effects 0 0 0 140 0 1 3 481
Nonparametric estimation of a polarization measure 0 0 0 39 0 0 0 103
Nonparametric estimation of a polarization measure 0 0 0 1 0 0 0 36
Nonparametric estimation of a polarization measure 0 0 0 25 0 0 0 66
Nonparametric estimation with aggregated data 0 0 0 3 0 0 0 28
Nonparametric estimation with aggregated data 0 0 0 2 0 0 0 23
Nonparametric tests of conditional treatment effects 0 0 0 31 0 0 1 142
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 4 1 1 4 26
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 1 30 0 0 1 38
Quantilograms under Strong Dependence 0 0 1 4 1 1 4 10
Quantilograms under Strong Dependence 0 0 0 50 0 0 1 29
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 479 0 0 3 1,793
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 0 0 1 938
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 0 0 155
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 14 0 0 5 22
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 0 0 84
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 0 0 51
Testing Stochastic Dominance with Many Conditioning Variables 0 0 2 16 0 0 4 32
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 1 117 0 0 2 399
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 2 143 0 0 2 612
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 0 0 144
Testing for Time Stochastic Dominance 0 0 9 58 2 2 44 153
Testing for a general class of functional inequalities 0 0 0 20 0 0 1 91
Testing for stochastic monotonicity 0 0 1 2 0 0 1 52
Testing for stochastic monotonicity 0 0 1 53 0 0 2 157
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 0 0 148
Testing functional inequalities 0 0 0 67 0 0 0 134
Tests of Specification for Parametric and Semiparametric Models 0 0 2 262 0 0 4 823
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 1 1 1 244 1 1 1 959
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 2 10 1 1 13 82
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 0 7
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 11 0 0 3 29
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 42 1 1 6 99
Total Working Papers 3 3 38 3,891 17 37 206 14,825

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 1 2 80
A Test of the Martingale Hypothesis 0 0 2 170 0 1 6 661
A multiple variance ratio test using subsampling 0 0 0 74 0 0 0 246
A nonparametric test of a strong leverage hypothesis 1 1 1 3 1 1 2 47
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 62 0 1 3 192
A test of normality using nonparametrlic residuals 0 0 1 16 0 0 3 150
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 15 1 1 4 105
An improved bootstrap test of stochastic dominance 0 0 4 115 1 4 25 318
Are there Monday effects in stock returns: A stochastic dominance approach 1 1 3 124 3 3 10 327
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 6 182 1 7 42 628
Consistent bootstrap tests of parametric regression functions 0 0 0 30 0 0 1 179
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 0 133
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 2 5 1 2 6 35
Inference on distribution functions under measurement error 0 1 2 6 0 2 3 19
Monte Carlo Inference on Two-Sided Matching Models 0 0 2 4 0 0 2 35
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 8 0 0 0 44
Nonparametric estimation and inference about the overlap of two distributions 0 0 2 86 0 0 9 366
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 0 8 0 0 1 31
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 0 0 4
Random walk or chaos: A formal test on the Lyapunov exponent 1 1 6 56 3 4 12 223
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 2 54 0 1 6 200
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 0 1 13
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 0 0 1 17
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 0 2 166
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 3 47 0 0 4 137
Testing for Stochastic Monotonicity 0 0 0 98 0 0 0 395
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 0 294
Testing for the stochastic dominance efficiency of a given portfolio 0 0 1 8 0 1 4 87
Testing functional inequalities 0 0 0 47 1 1 2 142
Tests of specification for parametric and semiparametric models 0 0 2 53 0 0 4 261
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 39 1 1 3 215
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 3 4 25 92 5 13 81 351
The quantilogram: With an application to evaluating directional predictability 0 0 7 79 0 0 12 218
Total Journal Articles 6 8 73 1,632 18 44 251 6,319

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 0 9 54
Total Books 0 0 0 0 0 0 9 54

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 2 10 26 69 13 43 150 451
Total Software Items 2 10 26 69 13 43 150 451

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 Örebro University School of Business.

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

Statistics updated 2023-03-10