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 0 0 12 483
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 2 0 1 10 46
A Test of the Martingale Hypothesis 0 0 0 100 0 1 16 544
A nonparametric test of a strong leverage hypothesis 0 0 0 0 2 2 15 18
A nonparametric test of a strong leverage hypothesis 0 0 0 27 4 5 17 102
A nonparametric test of the leverage hypothesis 0 0 0 20 1 1 11 77
A nonparametric test of the leverage hypothesis 0 0 0 0 0 0 8 11
A quantilogram approach to evaluating directional predictability 0 0 0 2 1 1 10 38
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 1 1 10 1,298
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 1 6 17 247
An improved bootstrap test of stochastic dominance 0 0 0 20 1 1 23 130
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 2 2 42 1,030
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 1 1 35 110
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 3 4 29 233
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 3 3 15 41
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 3 3 14 121
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 4 4 12 49
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 0 23 1 1 12 105
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 2 2 19 866
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 4 5 20 247
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 2 4 25 552
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 4 5 20 104
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 4 4 18 87
Consistent testing for stochastic dominance: a subsampling approach 1 1 1 2 4 4 18 106
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 0 0 15 100
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 4 5 11 82
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 22 3 4 13 101
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 4 0 5 16 39
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 3 4 12 17
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 51 4 5 16 155
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 2 2 19 59
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 6 7 24 58
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 3 3 15 27
Inference on distribution functions under measurement error 0 0 0 2 2 2 14 20
Inference on distribution functions under measurement error 0 0 1 90 5 7 22 173
Nonparametric Estimation of a Polarization Measure 0 0 0 4 2 3 17 59
Nonparametric Estimation of a Polarization Measure 0 0 0 59 3 3 9 196
Nonparametric Estimation with Aggregated Data 0 0 1 1 2 2 12 34
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 1 1 12 502
Nonparametric estimation of a polarization measure 0 0 0 39 3 3 19 126
Nonparametric estimation of a polarization measure 0 0 0 1 2 2 15 52
Nonparametric estimation of a polarization measure 0 0 0 25 2 2 12 80
Nonparametric estimation with aggregated data 0 0 0 3 1 1 7 36
Nonparametric estimation with aggregated data 0 0 0 2 1 2 8 34
Nonparametric tests of conditional treatment effects 0 0 0 31 3 6 18 164
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 1 4 22 64
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 3 5 17 53
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 0 1 3 15 1 5 27 81
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 0 26 1 3 13 50
Quantilograms under Strong Dependence 0 0 0 50 2 2 10 44
Quantilograms under Strong Dependence 0 0 0 4 0 1 8 24
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 483 0 0 15 1,820
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 313 2 2 19 965
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 2 2 6 167
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 16 1 1 11 39
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 2 2 24 113
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 1 1 9 63
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 1 3 13 52
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 0 13 412
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 143 1 2 13 633
Testing for Stochastic Dominance Efficiency 0 0 0 58 4 7 15 160
Testing for Time Stochastic Dominance 0 0 0 60 3 6 21 187
Testing for a general class of functional inequalities 0 0 0 20 0 0 14 107
Testing for a general class of functional inequalities 0 0 1 1 4 5 17 20
Testing for stochastic monotonicity 0 0 0 53 1 3 14 173
Testing for stochastic monotonicity 1 1 1 3 2 3 11 67
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 1 1 7 155
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 3 4 13 16
Testing functional inequalities 0 0 0 67 1 1 10 145
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 1 1 12 840
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 0 1 10 971
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 4 6 25 125
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 12 1 1 14 48
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 1 1 10 18
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 4 5 36 160
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 1 11 23
Total Working Papers 2 3 11 4,003 149 209 1,194 16,554

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 0 7 92
A Test of the Martingale Hypothesis 0 1 1 171 1 4 17 697
A multiple variance ratio test using subsampling 0 0 0 77 2 2 7 263
A nonparametric test of a strong leverage hypothesis 0 0 0 7 0 1 9 66
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 0 0 15 213
A test of normality using nonparametrlic residuals 0 0 3 20 2 2 35 215
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 0 0 13 124
An improved bootstrap test of stochastic dominance 0 0 1 134 5 6 55 421
Are there Monday effects in stock returns: A stochastic dominance approach 0 1 2 132 1 4 23 362
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 2 2 199 0 6 55 745
Consistent bootstrap tests of parametric regression functions 0 0 0 34 2 2 12 201
Consistent specification testing for conditional moment restrictions 0 0 0 14 1 1 4 139
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 1 3 14 59
Inference on distribution functions under measurement error 0 0 0 9 4 4 12 45
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 2 2 11 50
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 3 3 8 55
Nonparametric estimation and inference about the overlap of two distributions 0 1 2 94 4 5 27 409
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 1 3 14 4 5 10 49
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 1 1 11 19
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 1 62 3 3 16 256
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 55 2 3 12 218
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 3 3 13 34
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 1 1 3 16 35
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 3 4 23 189
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 1 49 2 2 8 155
Testing for Stochastic Monotonicity 0 0 0 99 1 3 15 418
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 3 3 10 305
Testing for the stochastic dominance efficiency of a given portfolio 0 2 2 11 1 3 9 103
Testing for time stochastic dominance 0 0 0 4 3 4 13 30
Testing functional inequalities 0 0 0 52 1 2 14 166
Testing stochastic dominance with many conditioning variables 0 0 0 1 2 3 10 15
Tests of specification for parametric and semiparametric models 0 1 1 56 9 10 23 292
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 1 41 2 3 27 246
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 1 5 125 6 11 57 505
The quantilogram: With an application to evaluating directional predictability 0 1 2 88 1 3 17 255
Total Journal Articles 1 11 27 1,787 76 114 628 7,446

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 3 4 22 96
Total Books 0 0 0 0 3 4 22 96

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 3 109 5 8 56 807
Total Software Items 0 0 3 109 5 8 56 807

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Statistics updated 2026-11-12