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 0 114 0 1 7 462
A Quantilogram Approach to Evaluating Directional Predictability 0 0 0 1 0 0 6 28
A Test of the Martingale Hypothesis 0 0 2 96 4 7 32 479
A nonparametric test of a strong leverage hypothesis 0 0 0 26 0 2 5 80
A nonparametric test of the leverage hypothesis 0 0 0 19 0 0 0 59
A quantilogram approach to evaluating directional predictability 0 0 0 1 0 1 2 23
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 2 184 2 4 54 1,254
An Improved Bootstrap Test of Stochastic Dominance 0 0 1 72 0 2 7 218
An improved bootstrap test of stochastic dominance 0 0 0 20 0 2 9 94
Are there Monday effects in Stock Returns: A Stochastic Dominance Approach 0 0 0 320 0 1 7 962
Are there Monday effects in stock returns: a stochastic dominance approach 0 0 1 9 1 1 9 56
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary 0 0 1 63 0 0 7 197
Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary 0 0 0 0 0 1 5 24
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 0 0 1 6 32
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary 0 0 0 23 0 0 6 105
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 0 2 17 0 3 12 78
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 39 0 3 11 191
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 189 0 1 11 823
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 0 0 2 12 29
Consistent Testing for Stochastic Dominance: A Subsampling Approach 0 0 0 78 0 1 9 476
Consistent testing for stochastic dominance under general sampling schemes 0 0 2 10 0 1 8 56
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 2 8 44
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 2 0 3 11 39
Consistent testing for stochastic dominance: a subsampling approach 0 0 0 1 2 6 13 36
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 21 0 0 9 73
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 2 0 1 6 13
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 1 14 130
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 2 10 34
INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR 0 0 2 2 0 0 2 2
Inference on distribution functions under measurement error 0 0 0 88 1 1 10 145
Nonparametric Estimation of a Polarization Measure 0 0 0 58 0 2 7 183
Nonparametric Estimation of a Polarization Measure 0 0 0 3 0 1 5 36
Nonparametric Estimation with Aggregated Data 0 0 0 0 0 0 4 18
Nonparametric Tests of Conditional Treatment Effects 0 0 4 138 1 3 28 458
Nonparametric estimation of a polarization measure 0 0 0 39 0 2 6 101
Nonparametric estimation of a polarization measure 0 0 0 1 0 5 10 35
Nonparametric estimation of a polarization measure 0 0 0 25 0 2 6 65
Nonparametric estimation with aggregated data 0 0 0 3 0 1 1 24
Nonparametric estimation with aggregated data 0 0 0 2 0 1 5 20
Nonparametric tests of conditional treatment effects 0 0 1 30 1 1 9 134
On Unit Free Assessment of The Extent of Multilateral Distributional Variation 0 0 28 28 0 2 26 26
Quantilograms under Strong Dependence 0 0 3 3 0 1 2 2
Quantilograms under Strong Dependence 0 0 2 50 0 1 14 28
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 0 312 0 1 4 933
Smoothed Empirical Likelihood Methods for Quantile Regression Models 0 0 2 474 1 5 21 1,768
Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects 0 0 0 0 0 3 11 151
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects 1 1 9 9 1 2 8 9
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 54 0 2 6 75
TESTING FOR STOCHASTICMONOTONICITY 0 0 0 0 0 2 8 39
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 116 0 1 4 392
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 141 1 1 1 608
Testing for Stochastic Dominance Efficiency 0 0 0 58 1 3 6 142
Testing for a general class of functional inequalities 0 0 0 20 0 2 5 79
Testing for stochastic monotonicity 0 0 0 52 0 1 9 146
Testing for stochastic monotonicity 0 0 0 1 0 1 7 41
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 48 0 1 5 145
Testing functional inequalities 0 0 0 66 0 0 4 127
Tests of Specification for Parametric and Semiparametric Models 0 0 0 260 1 1 4 816
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series 0 0 0 243 1 5 13 953
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 5 1 2 13 44
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 1 1 0 0 2 2
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 0 0 0 10 1 1 2 20
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 41 1 2 7 82
Total Working Papers 1 1 65 3,746 21 108 571 13,944


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 6 75
A Test of the Martingale Hypothesis 0 0 2 167 1 1 8 647
A multiple variance ratio test using subsampling 0 0 1 70 0 0 3 240
A nonparametric test of a strong leverage hypothesis 0 0 0 1 0 1 5 40
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 61 0 0 7 187
A test of normality using nonparametrlic residuals 0 0 0 13 2 5 5 143
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 13 0 2 7 94
An improved bootstrap test of stochastic dominance 0 0 2 110 0 2 17 284
Are there Monday effects in stock returns: A stochastic dominance approach 2 2 8 115 2 2 22 292
Consistent Testing for Stochastic Dominance under General Sampling Schemes 0 1 7 165 5 7 29 546
Consistent bootstrap tests of parametric regression functions 0 1 1 30 0 1 3 169
Consistent specification testing for conditional moment restrictions 0 0 0 14 0 0 1 131
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 2 0 3 15 25
Inference on distribution functions under measurement error 1 1 3 3 2 2 5 5
Monte Carlo Inference on Two-Sided Matching Models 0 0 1 2 1 4 17 27
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA 0 0 0 8 0 0 3 40
Nonparametric estimation and inference about the overlap of two distributions 0 1 3 75 2 4 13 330
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements 0 0 0 4 0 0 2 23
Random walk or chaos: A formal test on the Lyapunov exponent 0 1 1 48 0 1 9 201
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS 0 0 0 49 0 0 1 183
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES 0 0 0 0 1 1 2 11
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 0 0 0 56 0 1 2 163
TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 0 0 0 41 0 1 1 123
Testing for Stochastic Monotonicity 0 0 0 97 2 4 13 383
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 65 0 0 8 290
Testing for the stochastic dominance efficiency of a given portfolio 0 0 0 7 0 0 5 80
Testing functional inequalities 0 0 0 44 0 0 2 131
Tests of specification for parametric and semiparametric models 0 0 1 51 1 1 5 245
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series 0 0 0 39 0 0 1 206
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 3 7 20 39 5 13 55 133
The quantilogram: With an application to evaluating directional predictability 0 0 4 64 2 3 23 186
Total Journal Articles 6 14 56 1,466 26 60 295 5,633


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 8 18
Total Books 0 0 0 0 0 0 8 18


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 4 4 5 24 74 74
Total Software Items 0 1 4 4 5 24 74 74


Statistics updated 2020-11-03