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 1 0 0 1 31
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 117 0 1 1 470
A Test of the Martingale Hypothesis 0 0 0 99 0 0 2 513
A nonparametric test of a strong leverage hypothesis 0 0 0 26 0 0 0 82
A nonparametric test of the leverage hypothesis 0 0 0 19 0 0 0 62
A quantilogram approach to evaluating directional predictability 0 0 1 2 0 0 1 25
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 186 1 1 4 1,283
An Improved Bootstrap Test of Stochastic Dominance 0 0 2 74 0 0 2 224
An improved bootstrap test of stochastic dominance 0 0 0 20 0 1 8 104
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 2 322 0 0 4 973
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 11 0 0 2 66
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 0 0 200
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 1 21 0 0 3 88
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 1 79 3 4 9 508
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 1 2 838
Consistent Testing for Stochastic Dominance: A Subsampling Approach 1 1 1 2 1 8 16 69
Consistent Testing for Stochastic Dominance: A Subsampling Approach 1 1 1 42 2 2 9 218
Consistent testing for stochastic dominance under general sampling schemes 0 0 1 13 0 0 1 65
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 0 3 68
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 2 3 14 76
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 3 0 7 11 72
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 21 0 0 0 81
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 1 3 0 0 2 19
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 0 0 136
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 1 36
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 2 0 0 2 9
Inference on distribution functions under measurement error 0 0 0 89 1 1 1 151
Nonparametric Estimation of a Polarization Measure 0 0 1 59 0 0 1 186
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 0 140 0 1 3 481
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 of a polarization measure 0 0 0 25 0 0 0 66
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 0 0 1 142
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 4 1 1 4 26
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 1 30 0 0 1 38
Quantilograms under Strong Dependence 0 0 1 4 1 1 4 10
Quantilograms under Strong Dependence 0 0 0 50 0 0 1 29
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 479 0 0 3 1,793
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 0 0 1 938
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 0 0 155
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 14 0 0 5 22
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 2 16 0 0 4 32
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 1 117 0 0 2 399
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 2 143 0 0 2 612
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 0 0 144
Testing for Time Stochastic Dominance 0 0 9 58 2 2 44 153
Testing for a general class of functional inequalities 0 0 0 20 0 0 1 91
Testing for stochastic monotonicity 0 0 1 2 0 0 1 52
Testing for stochastic monotonicity 0 0 1 53 0 0 2 157
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 2 262 0 0 4 823
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 1 1 1 244 1 1 1 959
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 2 10 1 1 13 82
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 0 7
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 11 0 0 3 29
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 42 1 1 6 99
Total Working Papers 3 3 38 3,891 17 37 206 14,825


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 2 80
A Test of the Martingale Hypothesis 0 0 2 170 0 1 6 661
A multiple variance ratio test using subsampling 0 0 0 74 0 0 0 246
A nonparametric test of a strong leverage hypothesis 1 1 1 3 1 1 2 47
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 62 0 1 3 192
A test of normality using nonparametrlic residuals 0 0 1 16 0 0 3 150
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 15 1 1 4 105
An improved bootstrap test of stochastic dominance 0 0 4 115 1 4 25 318
Are there Monday effects in stock returns: A stochastic dominance approach 1 1 3 124 3 3 10 327
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 6 182 1 7 42 628
Consistent bootstrap tests of parametric regression functions 0 0 0 30 0 0 1 179
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 2 5 1 2 6 35
Inference on distribution functions under measurement error 0 1 2 6 0 2 3 19
Monte Carlo Inference on Two-Sided Matching Models 0 0 2 4 0 0 2 35
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 86 0 0 9 366
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 0 8 0 0 1 31
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 0 0 4
Random walk or chaos: A formal test on the Lyapunov exponent 1 1 6 56 3 4 12 223
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 2 54 0 1 6 200
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 0 1 13
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 0 0 1 17
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 0 2 166
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 3 47 0 0 4 137
Testing for Stochastic Monotonicity 0 0 0 98 0 0 0 395
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 8 0 1 4 87
Testing functional inequalities 0 0 0 47 1 1 2 142
Tests of specification for parametric and semiparametric models 0 0 2 53 0 0 4 261
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 39 1 1 3 215
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 3 4 25 92 5 13 81 351
The quantilogram: With an application to evaluating directional predictability 0 0 7 79 0 0 12 218
Total Journal Articles 6 8 73 1,632 18 44 251 6,319


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 9 54
Total Books 0 0 0 0 0 0 9 54


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 10 26 69 13 43 150 451
Total Software Items 2 10 26 69 13 43 150 451


Statistics updated 2023-03-10