Access Statistics for Yoon-Jae Whang

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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 2 3 4 5 36
A Quantilogram Approach to Evaluating Directional Predictability 0 0 1 118 0 0 1 471
A Test of the Martingale Hypothesis 0 0 0 100 1 1 1 528
A nonparametric test of a strong leverage hypothesis 0 0 0 0 0 0 1 3
A nonparametric test of a strong leverage hypothesis 0 0 0 27 1 1 2 85
A nonparametric test of the leverage hypothesis 0 0 0 20 0 0 1 66
A nonparametric test of the leverage hypothesis 0 0 0 0 0 0 2 3
A quantilogram approach to evaluating directional predictability 0 0 0 2 1 2 3 28
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 2 2 2 230
An improved bootstrap test of stochastic dominance 0 0 0 20 0 0 1 107
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 3 10 10 988
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 1 1 5 75
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 2 2 3 204
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 0 0 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 0 0 2 23 0 0 4 93
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 1 1 1 227
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 1 2 3 847
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 0 0 1 527
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 0 0 0 84
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 0 0 0 69
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 2 2 3 71
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 1 2 2 88
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 0 0 2 85
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 22 1 2 5 88
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 1 4 0 0 3 23
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 0 1 3 40
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 1 1 3 5
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 0 1 139
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 3 19 1 2 6 34
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 0 0 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 2 2 3 6
Nonparametric Estimation of a Polarization Measure 0 0 0 59 0 0 1 187
Nonparametric Estimation of a Polarization Measure 0 0 0 4 0 0 3 42
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 0 1 22
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 2 2 4 490
Nonparametric estimation of a polarization measure 0 0 0 1 0 1 1 37
Nonparametric estimation of a polarization measure 0 0 0 39 1 1 4 107
Nonparametric estimation of a polarization measure 0 0 0 25 1 1 2 68
Nonparametric estimation with aggregated data 0 0 0 2 0 1 3 26
Nonparametric estimation with aggregated data 0 0 0 3 1 1 1 29
Nonparametric tests of conditional treatment effects 0 0 0 31 0 0 3 146
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 1 2 3 42
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 3 4 4 36
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 1 2 9 12 3 6 34 54
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 1 1 7 37
Quantilograms under Strong Dependence 0 0 0 50 0 0 4 34
Quantilograms under Strong Dependence 0 0 0 4 0 0 0 16
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 313 4 5 6 946
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 482 1 2 5 1,805
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 0 4 161
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 16 0 1 3 28
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 0 5 89
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 1 2 3 54
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 1 1 3 39
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 3 6 7 620
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 1 1 145
Testing for Time Stochastic Dominance 0 0 0 60 0 1 2 166
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 0 2 3
Testing for stochastic monotonicity 0 0 0 2 1 3 3 56
Testing for stochastic monotonicity 0 0 0 53 0 2 2 159
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 0 0 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 1 1 2 961
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 1 2 4 100
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 0 0 0 8
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 1 1 1 12 2 2 2 34
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 2 3 5 12
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 1 1 2 124
Total Working Papers 2 3 23 3,992 55 91 221 15,360

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 1 1 3 85
A Test of the Martingale Hypothesis 0 0 0 170 6 6 10 680
A multiple variance ratio test using subsampling 0 1 1 77 1 3 5 256
A nonparametric test of a strong leverage hypothesis 0 0 1 7 0 2 6 57
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 0 2 198
A test of normality using nonparametrlic residuals 0 0 0 17 18 24 27 180
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 0 1 5 133 0 4 20 366
Are there Monday effects in stock returns: A stochastic dominance approach 0 1 1 130 1 2 2 339
Consistent Testing for Stochastic Dominance under General Sampling Schemes 1 2 2 197 3 5 23 690
Consistent bootstrap tests of parametric regression functions 0 0 1 34 1 1 6 189
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 1 1 135
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 2 45
Inference on distribution functions under measurement error 0 0 1 9 0 5 10 33
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 0 0 0 39
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 0 0 2 47
Nonparametric estimation and inference about the overlap of two distributions 0 0 2 92 0 0 5 382
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 1 1 1 11 2 3 4 39
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 1 2 8
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 1 61 1 2 5 240
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 1 55 2 2 3 206
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 0 5 21
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 1 1 0 0 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 1 1 48 1 3 7 147
Testing for Stochastic Monotonicity 0 0 0 99 0 1 2 403
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 0 295
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 0 0 0 94
Testing for time stochastic dominance 0 0 1 4 0 0 7 17
Testing functional inequalities 0 0 2 52 0 0 5 152
Testing stochastic dominance with many conditioning variables 0 0 1 1 0 0 3 5
Tests of specification for parametric and semiparametric models 0 0 0 55 0 0 3 269
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 40 2 2 3 219
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 3 11 120 9 15 38 448
The quantilogram: With an application to evaluating directional predictability 0 1 2 86 3 5 9 238
Total Journal Articles 3 11 38 1,760 51 88 225 6,818

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 1 2 12 74
Total Books 0 0 0 0 1 2 12 74

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 1 2 13 106 4 13 80 751
Total Software Items 1 2 13 106 4 13 80 751

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Statistics updated 2025-11-08