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 2 2 5 12 44
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 118 3 4 11 482
A Test of the Martingale Hypothesis 0 0 0 100 2 7 16 543
A nonparametric test of a strong leverage hypothesis 0 0 0 0 1 1 11 14
A nonparametric test of a strong leverage hypothesis 0 0 0 27 0 6 12 96
A nonparametric test of the leverage hypothesis 0 0 0 0 2 3 7 10
A nonparametric test of the leverage hypothesis 0 0 0 20 3 3 10 76
A quantilogram approach to evaluating directional predictability 0 0 0 2 3 4 11 37
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 2 2 9 1,297
An Improved Bootstrap Test of Stochastic Dominance 0 0 0 74 1 3 12 240
An improved bootstrap test of stochastic dominance 0 0 0 20 2 10 19 125
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 322 9 13 49 1,027
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 0 12 6 17 34 106
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 0 64 3 5 27 228
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 2 7 12 38
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 2 4 9 116
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 2 7 44
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 23 2 5 11 102
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 79 10 11 19 546
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 3 5 19 863
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 44 6 7 14 240
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 2 2 7 14 98
Consistent testing for stochastic dominance under general sampling schemes 0 0 0 15 2 3 14 83
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 1 1 8 77
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 4 4 4 16 100
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 3 6 14 100
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 22 2 3 10 96
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 4 3 4 10 33
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 4 4 9 147
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 0 2 7 11
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 8 2 7 15 54
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 3 7 15 46
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 0 3 2 4 10 22
Inference on distribution functions under measurement error 1 1 1 90 4 7 15 166
Inference on distribution functions under measurement error 0 0 0 2 1 4 14 17
Nonparametric Estimation of a Polarization Measure 0 0 0 4 2 4 11 53
Nonparametric Estimation of a Polarization Measure 0 0 0 59 0 1 4 191
Nonparametric Estimation with Aggregated Data 1 1 1 1 4 4 10 32
Nonparametric Tests of Conditional Treatment Effects 0 0 0 141 3 4 10 498
Nonparametric estimation of a polarization measure 0 0 0 1 2 5 14 50
Nonparametric estimation of a polarization measure 0 0 0 25 1 2 9 76
Nonparametric estimation of a polarization measure 0 0 0 39 1 4 16 119
Nonparametric estimation with aggregated data 0 0 0 2 2 2 5 30
Nonparametric estimation with aggregated data 0 0 0 3 4 4 7 35
Nonparametric tests of conditional treatment effects 0 0 0 31 3 5 11 156
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 6 3 5 15 47
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 0 31 5 8 19 58
PySDTest: a Python/Stata Package for Stochastic Dominance Tests 0 1 6 14 2 7 30 75
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 2 3 9 44
Quantilograms under Strong Dependence 0 0 0 4 1 2 5 21
Quantilograms under Strong Dependence 0 0 0 50 2 2 10 42
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 1 2 483 3 7 15 1,817
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 1 313 3 6 20 960
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 0 4 164
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 1 16 4 4 12 37
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 6 9 23 111
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 1 2 10 62
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 2 7 12 49
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 5 6 10 409
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 143 4 6 17 631
Testing for Stochastic Dominance Efficiency 0 0 0 58 2 2 9 153
Testing for Time Stochastic Dominance 0 0 0 60 6 14 17 181
Testing for a general class of functional inequalities 0 0 0 20 6 8 13 106
Testing for a general class of functional inequalities 0 0 1 1 2 3 12 14
Testing for stochastic monotonicity 0 0 0 53 2 4 13 170
Testing for stochastic monotonicity 0 0 0 2 2 3 9 62
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 0 0 3 9 11
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 1 3 6 154
Testing functional inequalities 0 0 0 67 2 3 8 143
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 1 1 8 836
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 244 3 4 10 969
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 1 1 13 7 11 19 117
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 12 2 4 15 47
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 3 4 5 9 17
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 2 5 11 20
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 2 17 29 152
Total Working Papers 2 5 18 3,999 206 386 1,007 16,243

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 2 3 9 92
A Test of the Martingale Hypothesis 0 0 0 170 1 6 18 691
A multiple variance ratio test using subsampling 0 0 1 77 2 5 9 261
A nonparametric test of a strong leverage hypothesis 0 0 0 7 1 2 12 65
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 5 5 14 211
A test of normality using nonparametrlic residuals 0 1 3 20 1 27 58 211
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 1 9 13 124
An improved bootstrap test of stochastic dominance 0 0 5 134 3 6 65 414
Are there Monday effects in stock returns: A stochastic dominance approach 0 0 2 131 4 5 19 356
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 197 3 13 61 733
Consistent bootstrap tests of parametric regression functions 0 0 0 34 0 3 13 199
Consistent specification testing for conditional moment restrictions 0 0 0 14 1 1 4 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 3 5 7 52
Inference on distribution functions under measurement error 0 0 1 9 2 4 17 41
Monte Carlo Inference on Two-Sided Matching Models 0 0 0 4 2 3 9 48
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 9 3 3 7 52
Nonparametric estimation and inference about the overlap of two distributions 0 0 0 92 1 6 19 401
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 1 3 13 1 2 8 44
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 5 6 11 17
Random walk or chaos: A formal test on the Lyapunov exponent 0 0 0 61 5 6 14 252
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 1 55 3 4 12 215
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 0 0 0 1 1 1 11 30
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 1 1 2 3 11 29
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 4 9 17 183
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 1 1 2 49 2 3 9 152
Testing for Stochastic Monotonicity 0 0 0 99 3 4 9 410
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 1 6 301
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 9 1 1 5 99
Testing for time stochastic dominance 0 0 1 4 2 4 10 25
Testing functional inequalities 0 0 1 52 2 3 13 162
Testing stochastic dominance with many conditioning variables 0 0 1 1 0 2 9 11
Tests of specification for parametric and semiparametric models 0 0 0 55 2 5 10 279
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 40 4 13 23 239
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 0 8 123 1 7 59 485
The quantilogram: With an application to evaluating directional predictability 0 0 1 86 4 5 16 249
Total Journal Articles 1 3 33 1,771 77 185 607 7,271

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 4 7 22 91
Total Books 0 0 0 0 4 7 22 91

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 0 1 10 109 3 10 78 799
Total Software Items 0 1 10 109 3 10 78 799

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Statistics updated 2026-05-06