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 0 117 0 0 0 470
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 1 0 0 0 31
A Test of the Martingale Hypothesis 0 0 1 100 2 3 9 522
A nonparametric test of a strong leverage hypothesis 0 0 0 26 0 0 0 82
A nonparametric test of the leverage hypothesis 0 1 1 20 0 2 2 64
A quantilogram approach to evaluating directional predictability 0 0 0 2 0 0 0 25
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 187 0 0 3 1,287
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 0 0 3 228
An improved bootstrap test of stochastic dominance 0 0 0 20 0 0 1 106
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 1 1 1 976
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 0 0 2 70
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 0 1 201
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 0 21 0 0 0 88
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 0 0 11 82
Consistent Testing for Stochastic Dominance: A Subsampling Approach 1 1 2 44 1 1 6 226
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 0 3 844
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 0 0 12 526
Consistent testing for stochastic dominance under general sampling schemes 0 0 1 14 0 0 2 68
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 0 0 68
Consistent testing for stochastic dominance: a subsampling approach 1 1 1 4 1 1 9 83
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 0 0 7 85
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 21 0 0 2 83
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 3 0 0 1 20
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 0 1 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 0 36
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 1 3 0 0 2 11
Inference on distribution functions under measurement error 0 0 0 89 0 0 0 151
Nonparametric Estimation of a Polarization Measure 0 0 0 59 0 0 0 186
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 1 141 0 0 2 486
Nonparametric estimation of a polarization measure 0 0 0 25 0 0 0 66
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 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 1 1 1 143
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 30 0 0 0 38
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 2 6 0 0 4 30
Quantilograms under Strong Dependence 0 0 0 4 0 0 5 15
Quantilograms under Strong Dependence 0 0 0 50 0 0 0 29
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 2 481 1 1 6 1,799
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 0 0 1 940
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 0 0 156
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 15 0 1 2 24
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 1 18 0 1 3 36
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 1 613
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 0 0 144
Testing for Time Stochastic Dominance 0 0 1 60 0 0 6 162
Testing for a general class of functional inequalities 0 0 0 20 0 0 2 93
Testing for stochastic monotonicity 0 0 0 53 0 0 0 157
Testing for stochastic monotonicity 0 0 0 2 0 0 1 53
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 0 263 0 0 3 827
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 2 12 0 1 6 92
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 1 8
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 11 0 0 2 31
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 3 45 1 2 10 109
Total Working Papers 2 3 21 3,917 8 15 134 14,999


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 0 80
A Test of the Martingale Hypothesis 0 0 0 170 0 0 4 665
A multiple variance ratio test using subsampling 1 1 2 76 1 1 2 248
A nonparametric test of a strong leverage hypothesis 0 0 2 5 1 1 3 50
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 1 1 63 0 1 2 194
A test of normality using nonparametrlic residuals 0 0 1 17 0 1 2 152
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 1 1 16 0 1 3 108
An improved bootstrap test of stochastic dominance 0 0 6 124 1 3 15 339
Are there Monday effects in stock returns: A stochastic dominance approach 0 0 2 128 0 1 6 336
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 4 192 0 5 18 657
Consistent bootstrap tests of parametric regression functions 0 0 2 32 0 0 2 181
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 1 6 0 0 4 41
Inference on distribution functions under measurement error 0 0 1 7 0 0 1 20
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 1 1 3 38
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 89 0 1 5 374
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 0 8 0 0 1 32
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 1 1 6
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 4 60 0 0 9 233
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 54 0 1 2 203
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 0 2 16
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 0 0 0 17
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 0 2 3 140
Testing for Stochastic Monotonicity 0 0 0 98 0 0 4 400
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 9 1 1 3 91
Testing functional inequalities 1 1 3 50 1 1 5 147
Tests of specification for parametric and semiparametric models 0 0 1 55 0 0 3 265
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 39 0 0 0 215
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 2 10 102 3 7 34 391
The quantilogram: With an application to evaluating directional predictability 0 0 4 84 0 1 9 228
Total Journal Articles 3 6 48 1,694 9 30 146 6,504


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 5 59
Total Books 0 0 0 0 0 2 5 59


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 3 13 86 12 40 130 616
Total Software Items 2 3 13 86 12 40 130 616


Statistics updated 2024-05-04