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 0 0 0 0 2 3
A nonparametric test of a strong leverage hypothesis 0 0 0 27 0 0 1 84
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 3 3
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 1 1 107
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 6 6 7 984
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 0 2 4 74
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 0 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 23 0 0 1 107
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 0 1 37
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 2 2 23 0 2 4 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 1 2 2 846
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 0 15 0 0 0 69
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 1 1 1 1 87
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 0 0 3 86
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 0 0 0 3 4
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 1 1 139
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 0 0 2 39
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 3 19 0 0 5 32
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 0 1 1 4
Nonparametric Estimation of a Polarization Measure 0 0 0 4 0 0 3 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 25 0 0 1 67
Nonparametric estimation of a polarization measure 0 0 0 39 0 2 3 106
Nonparametric estimation of a polarization measure 0 0 0 1 1 1 1 37
Nonparametric estimation with aggregated data 0 0 0 3 0 0 0 28
Nonparametric estimation with aggregated data 0 0 0 2 1 1 3 26
Nonparametric tests of conditional treatment effects 0 0 0 31 0 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 1 2 40
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 1 2 9 11 2 4 33 50
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 1 1 26 0 1 6 36
Quantilograms under Strong Dependence 0 0 0 50 0 2 5 34
Quantilograms under Strong Dependence 0 0 0 4 0 0 0 16
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 1 1 482 1 2 5 1,804
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 1 1 313 1 2 2 942
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 1 4 161
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 1 1 16 0 2 2 27
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 1 5 89
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 1 1 2 53
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 1 2 38
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 2 2 3 616
Testing for Stochastic Dominance Efficiency 0 0 0 58 0 0 0 144
Testing for Time Stochastic Dominance 0 0 0 60 1 2 3 166
Testing for a general class of functional inequalities 0 0 0 0 0 0 2 3
Testing for a general class of functional inequalities 0 0 0 20 0 0 0 93
Testing for stochastic monotonicity 0 0 0 2 2 2 2 55
Testing for stochastic monotonicity 0 0 0 53 1 1 1 158
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 0 1 1 960
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 1 1 3 99
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 0 0 0 11 0 0 1 32
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 1 4 10
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 0 3 123
Total Working Papers 1 8 23 3,990 23 50 172 15,292

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 3 84
A Test of the Martingale Hypothesis 0 0 0 170 0 0 4 674
A multiple variance ratio test using subsampling 0 0 0 76 0 1 3 253
A nonparametric test of a strong leverage hypothesis 0 0 1 7 2 4 6 57
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 1 2 198
A test of normality using nonparametrlic residuals 0 0 0 17 0 2 3 156
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 0 2 6 132 2 8 21 364
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 1 1 2 196 1 10 21 686
Consistent bootstrap tests of parametric regression functions 0 0 1 34 0 1 6 188
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 0 7 0 0 2 45
Inference on distribution functions under measurement error 0 0 1 9 4 7 10 32
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 2 2 47
Nonparametric estimation and inference about the overlap of two distributions 0 0 3 92 0 0 8 382
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 1 10 0 0 3 36
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 1 2 2 8
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 1 61 1 1 5 239
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 1 1 55 0 1 1 204
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 0 2 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 1 1 1 48 1 2 5 145
Testing for Stochastic Monotonicity 0 0 1 99 1 2 3 403
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 1 94
Testing for time stochastic dominance 0 0 1 4 0 1 9 17
Testing functional inequalities 0 0 2 52 0 2 5 152
Testing stochastic dominance with many conditioning variables 0 1 1 1 0 3 4 5
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 1 2 217
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 2 11 118 4 9 31 437
The quantilogram: With an application to evaluating directional predictability 0 0 1 85 1 1 6 234
Total Journal Articles 3 8 39 1,752 18 64 184 6,748

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 11 73
Total Books 0 0 0 0 1 2 11 73

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 5 14 105 5 16 89 743
Total Software Items 1 5 14 105 5 16 89 743

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Statistics updated 2025-09-05