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Yoon-Jae Whang
Yoon-Jae Whang
確認したメール アドレス: snu.ac.kr - ホームページ
タイトル
引用先
引用先
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
6162005
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
3772016
The quantilogram: With an application to evaluating directional predictability
O Linton, YJ Whang
Journal of Econometrics 141 (1), 250-282, 2007
2062007
An improved bootstrap test of stochastic dominance
O Linton, K Song, YJ Whang
Journal of Econometrics 154 (2), 186-202, 2010
1922010
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
1472007
Smoothed empirical likelihood methods for quantile regression models
YJ Whang
Econometric Theory 22 (2), 173-205, 2006
1202006
Tests of specification for parametric and semiparametric models
YJ Whang, DWK Andrews
Journal of Econometrics 57 (1-3), 277-318, 1993
1191993
A multiple variance ratio test using subsampling
YJ Whang, J Kim
Economics Letters 79 (2), 225-230, 2003
1112003
Testing for stochastic monotonicity
S Lee, O Linton, YJ Whang
Econometrica 77 (2), 585-602, 2009
1062009
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
912017
Additive interactive regression models: circumvention of the curse of dimensionality
DWK Andrews, YJ Whang
Econometric Theory 6 (4), 466-479, 1990
901990
Testing functional inequalities
S Lee, K Song, YJ Whang
Journal of Econometrics 172 (1), 14-32, 2013
822013
Consistent bootstrap tests of parametric regression functions
YJ Whang
Journal of Econometrics 98 (1), 27-46, 2000
812000
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
751999
Nonparametric estimation and inference about the overlap of two distributions
G Anderson, O Linton, YJ Whang
Journal of Econometrics 171 (1), 1-23, 2012
652012
Econometric analysis of stochastic dominance: Concepts, methods, tools, and applications
YJ Whang
Cambridge University Press, 2019
622019
Testing for a general class of functional inequalities
S Lee, K Song, YJ Whang
Econometric Theory 34 (5), 1018-1064, 2018
622018
Testing for the stochastic dominance efficiency of a given portfolio
O Linton, T Post, YJ Whang
The Econometrics Journal 17 (2), S59-S74, 2014
552014
Consistent specification testing for conditional moment restrictions
YJ Whang
Economics Letters 71 (3), 299-306, 2001
452001
Nonparametric tests of conditional treatment effects
S Lee, YJ Whang
Cowles Foundation Discussion Paper, 2009
412009
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論文 1–20