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 0 114 0 1 7 462
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 1 0 0 6 28
A Test of the Martingale Hypothesis 0 0 2 96 4 7 32 479
A nonparametric test of a strong leverage hypothesis 0 0 0 26 0 2 5 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 1 2 23
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 2 184 2 4 54 1,254
An Improved Bootstrap Test of Stochastic Dominance 0 0 1 72 0 2 7 218
An improved bootstrap test of stochastic dominance 0 0 0 20 0 2 9 94
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 320 0 1 7 962
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 1 9 1 1 9 56
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 1 63 0 0 7 197
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 1 5 24
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 1 6 32
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 0 6 105
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 17 0 3 12 78
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 39 0 3 11 191
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 1 11 823
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 0 0 2 12 29
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 78 0 1 9 476
Consistent testing for stochastic dominance under general sampling schemes 0 0 2 10 0 1 8 56
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 2 8 44
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 3 11 39
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 2 6 13 36
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 21 0 0 9 73
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 2 0 1 6 13
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 1 14 130
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 2 10 34
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 2 2 0 0 2 2
Inference on distribution functions under measurement error 0 0 0 88 1 1 10 145
Nonparametric Estimation of a Polarization Measure 0 0 0 58 0 2 7 183
Nonparametric Estimation of a Polarization Measure 0 0 0 3 0 1 5 36
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 0 4 18
Nonparametric Tests of Conditional Treatment Effects 0 0 4 138 1 3 28 458
Nonparametric estimation of a polarization measure 0 0 0 39 0 2 6 101
Nonparametric estimation of a polarization measure 0 0 0 1 0 5 10 35
Nonparametric estimation of a polarization measure 0 0 0 25 0 2 6 65
Nonparametric estimation with aggregated data 0 0 0 3 0 1 1 24
Nonparametric estimation with aggregated data 0 0 0 2 0 1 5 20
Nonparametric tests of conditional treatment effects 0 0 1 30 1 1 9 134
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 28 28 0 2 26 26
Quantilograms under Strong Dependence 0 0 3 3 0 1 2 2
Quantilograms under Strong Dependence 0 0 2 50 0 1 14 28
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 0 1 4 933
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 2 474 1 5 21 1,768
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 3 11 151
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 1 1 9 9 1 2 8 9
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 2 6 75
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 2 8 39
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 116 0 1 4 392
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 141 1 1 1 608
Testing for Stochastic Dominance Efficiency 0 0 0 58 1 3 6 142
Testing for a general class of functional inequalities 0 0 0 20 0 2 5 79
Testing for stochastic monotonicity 0 0 0 52 0 1 9 146
Testing for stochastic monotonicity 0 0 0 1 0 1 7 41
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 1 5 145
Testing functional inequalities 0 0 0 66 0 0 4 127
Tests of Specification for Parametric and Semiparametric Models 0 0 0 260 1 1 4 816
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 243 1 5 13 953
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 5 1 2 13 44
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 1 0 0 2 2
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 10 1 1 2 20
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 41 1 2 7 82
Total Working Papers 1 1 65 3,746 21 108 571 13,944

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 6 75
A Test of the Martingale Hypothesis 0 0 2 167 1 1 8 647
A multiple variance ratio test using subsampling 0 0 1 70 0 0 3 240
A nonparametric test of a strong leverage hypothesis 0 0 0 1 0 1 5 40
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 61 0 0 7 187
A test of normality using nonparametrlic residuals 0 0 0 13 2 5 5 143
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 13 0 2 7 94
An improved bootstrap test of stochastic dominance 0 0 2 110 0 2 17 284
Are there Monday effects in stock returns: A stochastic dominance approach 2 2 8 115 2 2 22 292
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 1 7 165 5 7 29 546
Consistent bootstrap tests of parametric regression functions 0 1 1 30 0 1 3 169
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 1 131
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 2 0 3 15 25
Inference on distribution functions under measurement error 1 1 3 3 2 2 5 5
Monte Carlo Inference on Two-Sided Matching Models 0 0 1 2 1 4 17 27
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 8 0 0 3 40
Nonparametric estimation and inference about the overlap of two distributions 0 1 3 75 2 4 13 330
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 0 4 0 0 2 23
Random walk or chaos: A formal test on the Lyapunov exponent 0 1 1 48 0 1 9 201
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 49 0 0 1 183
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 1 1 2 11
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 1 2 163
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 0 41 0 1 1 123
Testing for Stochastic Monotonicity 0 0 0 97 2 4 13 383
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 65 0 0 8 290
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 7 0 0 5 80
Testing functional inequalities 0 0 0 44 0 0 2 131
Tests of specification for parametric and semiparametric models 0 0 1 51 1 1 5 245
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 39 0 0 1 206
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 3 7 20 39 5 13 55 133
The quantilogram: With an application to evaluating directional predictability 0 0 4 64 2 3 23 186
Total Journal Articles 6 14 56 1,466 26 60 295 5,633

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 8 18
Total Books 0 0 0 0 0 0 8 18

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 1 4 4 5 24 74 74
Total Software Items 0 1 4 4 5 24 74 74

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 2020-11-03