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 0 1 32
A Test of the Martingale Hypothesis 0 0 0 100 0 0 0 527
A nonparametric test of a strong leverage hypothesis 0 0 1 27 0 0 2 84
A nonparametric test of a strong leverage hypothesis 0 0 0 0 0 0 2 3
A nonparametric test of the leverage hypothesis 0 0 0 0 0 1 3 3
A nonparametric test of the leverage hypothesis 0 0 0 20 0 0 2 66
A quantilogram approach to evaluating directional predictability 0 0 0 2 0 0 1 26
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 0 0 1 1,288
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 0 0 0 228
An improved bootstrap test of stochastic dominance 0 0 0 20 0 0 0 106
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 0 0 1 978
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 1 1 3 73
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 1 1 1 202
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 1 26
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 0 1 37
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 0 1 107
Consistent Testing for Stochastic Dominance under General Sampling Schemes 2 2 2 23 2 3 5 93
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 0 0 0 226
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 0 0 844
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 0 0 1 84
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 0 0 1 527
Consistent testing for stochastic dominance under general sampling schemes 0 0 1 15 0 0 1 69
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 0 0 1 86
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 0 1 69
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 0 1 2 85
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 22 0 0 3 86
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 1 1 4 0 1 3 23
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 0 1 3 4
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 0 0 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 8 0 0 3 39
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 1 3 19 0 2 5 32
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 0 1 1 12
Inference on distribution functions under measurement error 0 0 0 89 0 0 0 151
Inference on distribution functions under measurement error 0 0 0 2 0 0 0 3
Nonparametric Estimation of a Polarization Measure 0 0 1 4 0 0 4 42
Nonparametric Estimation of a Polarization Measure 0 0 0 59 0 0 1 187
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 0 1 22
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 0 0 2 488
Nonparametric estimation of a polarization measure 0 0 0 39 0 1 1 104
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 1 67
Nonparametric estimation with aggregated data 0 0 0 2 0 0 2 25
Nonparametric estimation with aggregated data 0 0 0 3 0 0 0 28
Nonparametric tests of conditional treatment effects 0 0 0 31 1 1 3 146
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 0 0 1 32
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 1 31 0 0 1 39
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 1 2 8 10 2 6 31 48
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 25 0 1 7 35
Quantilograms under Strong Dependence 0 0 0 4 0 0 0 16
Quantilograms under Strong Dependence 0 0 0 50 2 2 5 34
Smoothed Empirical Likelihood Methods for Quantile Regression Models 1 1 1 482 1 1 4 1,803
Smoothed Empirical Likelihood Methods for Quantile Regression Models 1 1 1 313 1 1 1 941
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 1 3 160
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 15 1 1 1 26
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 1 1 5 89
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 0 1 52
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 0 1 37
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 0 0 1 614
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 0 0 144
Testing for Time Stochastic Dominance 0 0 0 60 0 0 1 164
Testing for a general class of functional inequalities 0 0 0 20 0 0 0 93
Testing for a general class of functional inequalities 0 0 0 0 0 1 2 3
Testing for stochastic monotonicity 0 0 0 53 0 0 0 157
Testing for stochastic monotonicity 0 0 0 2 0 0 0 53
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 0 1 2 3
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 1 135
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 0 0 1 828
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 0 0 0 959
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 0 0 2 98
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 11 0 0 1 32
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 0 8
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 0 3 9
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 0 12 123
Total Working Papers 5 8 25 3,987 13 30 153 15,255

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 3 83
A Test of the Martingale Hypothesis 0 0 0 170 0 1 4 674
A multiple variance ratio test using subsampling 0 0 0 76 1 1 3 253
A nonparametric test of a strong leverage hypothesis 0 0 2 7 0 0 3 53
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 0 2 197
A test of normality using nonparametrlic residuals 0 0 0 17 2 3 4 156
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 17 0 0 3 111
An improved bootstrap test of stochastic dominance 2 3 8 132 5 12 20 361
Are there Monday effects in stock returns: A stochastic dominance approach 0 0 0 129 0 0 0 337
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 1 195 6 11 23 682
Consistent bootstrap tests of parametric regression functions 0 0 2 34 0 1 6 187
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 1 134
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 7 0 0 4 45
Inference on distribution functions under measurement error 0 1 1 9 0 1 3 25
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 0 0 0 39
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 1 9 0 0 1 45
Nonparametric estimation and inference about the overlap of two distributions 0 0 3 92 0 1 8 382
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 2 10 0 0 4 36
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 0 0 6
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 1 61 0 0 5 238
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 1 1 1 55 1 1 1 204
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 1 1 4 20
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 1 1 1 0 1 2 19
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 0 0 166
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 0 47 1 1 4 144
Testing for Stochastic Monotonicity 0 0 1 99 0 0 1 401
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 1 295
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 0 0 2 94
Testing for time stochastic dominance 0 1 1 4 1 2 9 17
Testing functional inequalities 0 2 2 52 0 2 3 150
Testing stochastic dominance with many conditioning variables 0 0 0 0 1 1 2 3
Tests of specification for parametric and semiparametric models 0 0 0 55 0 0 4 269
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 1 40 0 0 1 216
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 2 12 117 3 5 27 431
The quantilogram: With an application to evaluating directional predictability 0 0 1 85 0 0 5 233
Total Journal Articles 4 11 44 1,748 22 45 163 6,706

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 2 12 71
Total Books 0 0 0 0 0 2 12 71

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 5 14 102 5 23 97 732
Total Software Items 2 5 14 102 5 23 97 732

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Statistics updated 2025-07-04