| Consistent testing for stochastic dominance under general sampling schemes O Linton, E Maasoumi, YJ Whang The Review of Economic Studies 72 (3), 735-765, 2005 | 638 | 2005 |
| The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series H Han, O Linton, T Oka, YJ Whang Journal of Econometrics 193 (1), 251-270, 2016 | 463 | 2016 |
| The quantilogram: With an application to evaluating directional predictability O Linton, YJ Whang Journal of Econometrics 141 (1), 250-282, 2007 | 224 | 2007 |
| An improved bootstrap test of stochastic dominance O Linton, K Song, YJ Whang Journal of Econometrics 154 (2), 186-202, 2010 | 202 | 2010 |
| Are there Monday effects in stock returns: A stochastic dominance approach YH Cho, O Linton, YJ Whang Journal of Empirical Finance 14 (5), 736-755, 2007 | 152 | 2007 |
| Smoothed empirical likelihood methods for quantile regression models YJ Whang Econometric Theory 22 (2), 173-205, 2006 | 129 | 2006 |
| Tests of specification for parametric and semiparametric models YJ Whang, DWK Andrews Journal of Econometrics 57 (1-3), 277-318, 1993 | 119 | 1993 |
| Testing for stochastic monotonicity S Lee, O Linton, YJ Whang Econometrica 77 (2), 585-602, 2009 | 112 | 2009 |
| A multiple variance ratio test using subsampling YJ Whang, J Kim Economics Letters 79 (2), 225-230, 2003 | 111 | 2003 |
| Doubly robust uniform confidence band for the conditional average treatment effect function S Lee, R Okui, YJ Whang Journal of Applied Econometrics 32 (7), 1207-1225, 2017 | 99 | 2017 |
| Additive interactive regression models: circumvention of the curse of dimensionality DWK Andrews, YJ Whang Econometric Theory 6 (4), 466-479, 1990 | 92 | 1990 |
| Testing functional inequalities S Lee, K Song, YJ Whang Journal of Econometrics 172 (1), 14-32, 2013 | 85 | 2013 |
| Consistent bootstrap tests of parametric regression functions YJ Whang Journal of Econometrics 98 (1), 27-46, 2000 | 81 | 2000 |
| The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series YJ Whang, O Linton Journal of Econometrics 91 (1), 1-42, 1999 | 74 | 1999 |
| Econometric analysis of stochastic dominance: Concepts, methods, tools, and applications YJ Whang Cambridge University Press, 2019 | 69 | 2019 |
| Nonparametric estimation and inference about the overlap of two distributions G Anderson, O Linton, YJ Whang Journal of Econometrics 171 (1), 1-23, 2012 | 68 | 2012 |
| Testing for a general class of functional inequalities S Lee, K Song, YJ Whang Econometric Theory 34 (5), 1018-1064, 2018 | 63 | 2018 |
| Testing for the stochastic dominance efficiency of a given portfolio O Linton, T Post, YJ Whang The Econometrics Journal 17 (2), S59-S74, 2014 | 55 | 2014 |
| Consistent specification testing for conditional moment restrictions YJ Whang Economics Letters 71 (3), 299-306, 2001 | 45 | 2001 |
| Nonparametric tests of conditional treatment effects S Lee, YJ Whang Cowles Foundation Discussion Paper, 2009 | 42 | 2009 |
Oliver LintonUNIVERSITY OF CAMBRIDGE確認したメール アドレス: cam.ac.uk
