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 2 1 2 14 46
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 118 0 1 12 483
A Test of the Martingale Hypothesis 0 0 0 100 1 1 17 544
A nonparametric test of a strong leverage hypothesis 0 0 0 27 1 1 14 98
A nonparametric test of a strong leverage hypothesis 0 0 0 0 0 2 13 16
A nonparametric test of the leverage hypothesis 0 0 0 0 0 1 8 11
A nonparametric test of the leverage hypothesis 0 0 0 20 0 0 10 76
A quantilogram approach to evaluating directional predictability 0 0 0 2 0 0 11 37
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 0 0 9 1,297
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 4 4 17 245
An improved bootstrap test of stochastic dominance 0 0 0 20 0 2 22 129
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 0 1 44 1,028
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 0 1 35 109
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 1 1 28 230
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 12 38
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 0 8 45
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 1 11 118
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 0 23 0 2 11 104
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 0 0 16 242
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 0 1 15 99
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 1 18 864
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 2 2 23 550
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 0 0 14 83
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 0 1 15 102
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 1 1 9 78
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 22 1 2 12 98
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 4 3 3 14 37
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 0 0 9 13
Doubly robust uniform confidence band for the conditional average treatment effect function 0 1 1 51 1 2 12 151
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 0 1 18 57
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 1 4 20 52
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 0 1 12 24
Inference on distribution functions under measurement error 0 0 1 90 0 0 15 166
Inference on distribution functions under measurement error 0 0 0 2 0 1 14 18
Nonparametric Estimation of a Polarization Measure 0 0 0 4 0 2 14 56
Nonparametric Estimation of a Polarization Measure 0 0 0 59 0 1 6 193
Nonparametric Estimation with Aggregated Data 0 0 1 1 0 0 10 32
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 0 1 13 501
Nonparametric estimation of a polarization measure 0 0 0 1 0 0 13 50
Nonparametric estimation of a polarization measure 0 0 0 25 0 1 11 78
Nonparametric estimation of a polarization measure 0 0 0 39 0 2 17 123
Nonparametric estimation with aggregated data 0 0 0 2 1 2 7 33
Nonparametric estimation with aggregated data 0 0 0 3 0 0 7 35
Nonparametric tests of conditional treatment effects 0 0 0 31 1 3 13 159
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 2 2 18 50
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 2 2 22 62
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 0 0 3 14 2 3 28 78
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 0 26 1 4 12 48
Quantilograms under Strong Dependence 0 0 0 4 1 2 8 24
Quantilograms under Strong Dependence 0 0 0 50 0 0 8 42
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 313 0 0 21 963
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 483 0 3 16 1,820
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 1 4 165
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 16 0 0 11 38
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 0 22 111
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 0 9 62
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 1 1 12 50
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 1 13 412
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 143 0 0 15 631
Testing for Stochastic Dominance Efficiency 0 0 0 58 2 2 11 155
Testing for Time Stochastic Dominance 0 0 0 60 3 3 18 184
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 1 2 13 16
Testing for stochastic monotonicity 0 0 0 53 1 1 13 171
Testing for stochastic monotonicity 0 0 0 2 0 2 9 64
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 0 0 9 12
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 0 6 154
Testing functional inequalities 0 0 0 67 0 0 9 144
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 0 0 11 839
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 0 0 10 970
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 1 2 21 120
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 12 0 0 15 47
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 9 17
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 1 2 33 156
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 2 12 22
Total Working Papers 0 1 10 4,000 37 87 1,090 16,382

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 8 92
A Test of the Martingale Hypothesis 0 0 0 170 2 3 21 695
A multiple variance ratio test using subsampling 0 0 1 77 0 0 8 261
A nonparametric test of a strong leverage hypothesis 0 0 0 7 1 1 9 66
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 0 2 15 213
A test of normality using nonparametrlic residuals 0 0 3 20 0 1 57 213
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 2 134 1 1 52 416
Are there Monday effects in stock returns: A stochastic dominance approach 1 1 3 132 2 2 23 360
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 1 197 2 4 55 741
Consistent bootstrap tests of parametric regression functions 0 0 0 34 0 0 11 199
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 4 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 1 5 12 57
Inference on distribution functions under measurement error 0 0 0 9 0 0 9 41
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 0 0 9 48
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 0 0 5 52
Nonparametric estimation and inference about the overlap of two distributions 1 1 2 94 1 3 23 405
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 3 13 0 0 8 44
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 1 10 18
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 1 62 0 0 14 253
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 55 0 0 11 215
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 0 10 31
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 1 1 3 14 33
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 1 19 185
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 1 49 0 0 8 153
Testing for Stochastic Monotonicity 0 0 0 99 2 4 14 417
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 1 7 302
Testing for the stochastic dominance efficiency of a given portfolio 1 1 1 10 1 1 7 101
Testing for time stochastic dominance 0 0 0 4 1 2 10 27
Testing functional inequalities 0 0 0 52 0 2 12 164
Testing stochastic dominance with many conditioning variables 0 0 0 1 0 0 7 12
Tests of specification for parametric and semiparametric models 0 0 0 55 0 2 13 282
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 1 41 0 1 26 243
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 1 6 124 1 7 58 495
The quantilogram: With an application to evaluating directional predictability 1 2 3 88 1 4 19 253
Total Journal Articles 4 6 28 1,780 17 51 601 7,349

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 1 19 92
Total Books 0 0 0 0 0 1 19 92

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 4 109 2 2 58 801
Total Software Items 0 0 4 109 2 2 58 801

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Statistics updated 2026-09-10