Yoon-Jae Whang : Citation Profile


Are you Yoon-Jae Whang?

Seoul National University

15

H index

18

i10 index

694

Citations

RESEARCH PRODUCTION:

30

Articles

58

Papers

RESEARCH ACTIVITY:

   29 years (1989 - 2018). See details.
   Cites by year: 23
   Journals where Yoon-Jae Whang has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 28 (3.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwh7
   Updated: 2019-05-18    RAS profile: 2019-01-31    
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Relations with other researchers


Works with:

Lee, Sokbae (Simon) (10)

LINTON, OLIVER (7)

Okui, Ryo (5)

Han, Heejoon (3)

Oka, Tatsushi (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yoon-Jae Whang.

Is cited by:

Wong, Wing-Keung (37)

LINTON, OLIVER (28)

Maasoumi, Esfandiar (25)

McAleer, Michael (22)

shi, xiaoxia (20)

Lean, Hooi Hooi (19)

Stengos, Thanasis (14)

Swanson, Norman (14)

Kaplan, David (12)

Maasoumi, Esfandiar (12)

Pinar, Mehmet (12)

Cites to:

Andrews, Donald (33)

LINTON, OLIVER (18)

Imbens, Guido (11)

Newey, Whitney (9)

Bierens, Herman (8)

Duclos, Jean-Yves (7)

Pakes, Ariel (6)

Donald, Stephen (6)

Park, Joon (6)

Phillips, Peter (6)

Chernozhukov, Victor (6)

Main data


Where Yoon-Jae Whang has published?


Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory8
Econometrics Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies11
KIER Working Papers / Kyoto University, Institute of Economic Research2
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía2

Recent works citing Yoon-Jae Whang (2018 and 2017)


YearTitle of citing document
2017Testing for Stochastic Dominance in Social Networks. (2017). Masson, Virginie ; Garrard, Robert ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-02.

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2018Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2017Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658.

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2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Lechner, Michael ; Knaus, Michael ; Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1810.13237.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2018Doubly Robust Difference-in-Differences Estimators. (2018). Sant'Anna, Pedro ; Zhao, Jun B. In: Papers. RePEc:arx:papers:1812.01723.

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2019What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2018). Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1812.06533.

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2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: Papers. RePEc:arx:papers:1812.09487.

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2019Inference on Functionals under First Order Degeneracy. (2019). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1901.04861.

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2019Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Koning, Nick ; Bekker, Paul. In: Papers. RePEc:arx:papers:1904.12775.

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2017Quantile spectral analysis for locally stationary time series. (2017). Hallin, Marc ; Dette, Holger ; Kley, Tobias ; Volgushev, Stanislav ; Birr, Stefan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1619-1643.

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2017Parametric methods for confidence interval estimation of overlap coefficients. (2017). Wang, Dan ; Tian, Lili . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:106:y:2017:i:c:p:12-26.

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2019Pursuit of dynamic structure in quantile additive models with longitudinal data. (2019). CUI, XIA ; Liang, Hua ; Zhao, Weihua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:42-60.

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2019Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. (2019). Bogomolov, Marina ; Davidov, Ori. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:20-27.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2017Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance. (2017). Topaloglou, Nikolas ; Stengos, Thanasis ; Pinar, Mehmet. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:38-42.

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2019Consistent specification test for partially linear models with the k-nearest-neighbor method. (2019). Wang, Wenju . In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:89-93.

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2017Inference based on many conditional moment inequalities. (2017). , Donald ; Shi, Xiaoxia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:275-287.

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2017Testing for central dominance: Method and application. (2017). Kuan, Chung-Ming ; Tzeng, Larry Y ; Chuang, O-Chia . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:368-378.

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2017Testing rationality without restricting heterogeneity. (2017). Kawaguchi, Kohei . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:153-171.

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2017Testing for prospect and Markowitz stochastic dominance efficiency. (2017). Topaloglou, Nikolas ; Arvanitis, Stelios. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:253-270.

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2017Nonparametric estimation and inference under shape restrictions. (2017). Lee, Sokbae (Simon) ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:108-126.

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2018On the choice of test statistic for conditional moment inequalities. (2018). Armstrong, Timothy B. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:241-255.

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2018Generalized indirect inference for discrete choice models. (2018). Keane, Michael ; Bruins, Marianne ; Smith, Anthony A ; Duffy, James A. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:177-203.

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2018Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:143-166.

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2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2018Tests of stochastic monotonicity with improved power. (2018). Seo, Juwon. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:53-70.

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2019Tail event driven networks of SIFIs. (2019). Chen, Cathy Yi-Hsuan ; Okhrin, Yarema ; Hardle, Wolfgang Karl. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:282-298.

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2019Testing treatment effect heterogeneity in regression discontinuity designs. (2019). Hsu, Yu-Chin ; Shen, Shu. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

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2019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2018Uncovering the nonlinear predictive causality between natural gas and electricity prices. (2018). Uribe, Jorge ; Mosquera-Lopez, Stephania ; Guillen, Montserrat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:904-916.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164.

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2018Risk transmitters and receivers in global currency markets. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets. (2018). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Hussain, Syed Jawad ; Arreola-Hernandez, Jose ; van Hoang, Thi Hong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2019Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?. (2019). Qiao, Zhuo ; Pukthuanthong, Kuntara. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:39-44.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2018Income-related health transfers principles and orderings of joint distributions of income and health. (2018). Yazbeck, Myra ; Makdissi, Paul ; Khaled, Mohamad. In: Journal of Health Economics. RePEc:eee:jhecon:v:57:y:2018:i:c:p:315-331.

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2017Reduced form vector directional quantiles. (2017). Montes-Rojas, Gabriel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:158:y:2017:i:c:p:20-30.

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2017Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:10-30.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles. (2018). Wang, Shixuan ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307.

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2019Choosing expected shortfall over VaR in Basel III using stochastic dominance. (2019). McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio ; Maasoumi, Esfandiar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113.

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2019Density deconvolution from grouped data with additive errors. (2019). Phuong, Cao Xuan ; Hong, Le Thi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:74-81.

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2017Smoothing quantile regressions. (2017). Fernandes, Marcelo ; Horta, Eduardo ; Guerre, Emmanuel . In: Textos para discussão. RePEc:fgv:eesptd:457.

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2018General Quantile Time Series Regressions for Applications in Population Demographics. (2018). Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:97-:d:169588.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan. In: Working Papers. RePEc:hal:wpaper:hal-01806733.

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2018Directional Predictability of Daily Stock Returns. (2018). Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-624.

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2017Its never too LATE: A new look at local average treatment effects with or without defiers. (2017). Mellace, Giovanni ; Huber, Martin ; Dahl, Christian M. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2017_002.

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2017Tail event driven networks of SIFIs. (2017). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Okhrin, Yarema. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-004.

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2017A coupled component GARCH model for intraday and overnight volatility. (2017). LINTON, OLIVER ; Wu, Jianbin . In: CeMMAP working papers. RePEc:ifs:cemmap:05/17.

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2017Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models. (2017). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: CeMMAP working papers. RePEc:ifs:cemmap:51/17.

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2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. (2017). Potì, Valerio ; Post, Thierry ; Poti, Valerio. In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165.

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2017The Distribution of Returns to Education for People with Disabilities. (2017). Henderson, Daniel ; Wang, LE ; Houtenville, Andrew. In: IZA Discussion Papers. RePEc:iza:izadps:dp10747.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Knaus, Michael C ; Strittmatter, Anthony ; Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039.

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2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12040.

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2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

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2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Lucotte, Yannick ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

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2019Another Look at Calendar Anomalies. (2019). Panagiotidis, Theodore ; Fountas, Stilianos ; Chatzitzisi, Evanthia. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_02.

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2017Bayesian Assessment of Lorenz and Stochastic Dominance. (2017). Lander, David ; Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2029.

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2017Bayesian assessment of Lorenz and stochastic dominance. (2017). Lander, David ; Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-15.

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2017On falsification of the binary instrumental variable model. (2017). Wang, Linbo ; Richardson, Thomas S ; Robins, James M. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:1:p:229-236..

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2017Assessing hedge fund performance with institutional constraints: evidence from CTA funds. (2017). Bilson, John ; Baek, Seungho ; John , ; Molyboga, Marat. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:7:d:10.1057_s41260-017-0053-8.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: MPRA Paper. RePEc:pra:mprapa:76915.

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2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750.

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2018Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201825.

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2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201927.

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2017Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records. (2017). Wong, Wing-Keung ; Zhen, Zhu Zhen ; Valenzuela, Maria Rebecca. In: ADBI Working Papers. RePEc:ris:adbiwp:0662.

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2018A robust adaptive-to-model enhancement test for parametric single-index models. (2018). Niu, Cuizhen ; Zhu, Lixing. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0626-9.

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2017Smoothed empirical likelihood for quantile regression models with response data missing at random. (2017). Mei, Changlin ; Zhang, Cheng-Yi ; Luo, Shuanghua. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:1:d:10.1007_s10182-016-0278-8.

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2018Quantile forecast combination using stochastic dominance. (2018). Stengos, Thanasis ; Pinar, Mehmet ; Yazgan, Ege M. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1343-1.

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2018Output volatility and savings in a stochastic Goodwin economy. (2018). Jungeilges, Jochen ; Ryazanova, Tatyana. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:3:d:10.1007_s40822-017-0088-7.

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2017Similarity, dissimilarity and exceptionality: generalizing Gini’s transvariation to measure “differentness” in many distributions. (2017). Thomas, Jasmin ; LINTON, OLIVER ; Anderson, Gordon. In: METRON. RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0112-4.

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2017At the roots of Gini’s transvariation: extracts from “Il concetto di transvariazione e le sue prime applicazioni”. (2017). Zelli, Roberto ; Pittau, M. Grazia. In: METRON. RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0115-1.

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2017On the asymptotic distribution of (generalized) Lorenz transvariation measures. (2017). Leo, Teng Wah. In: METRON. RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0117-z.

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2018Increasing discriminatory power in well-being analysis using convex stochastic dominance. (2018). Anderson, Gordon ; Post, Thierry. In: Social Choice and Welfare. RePEc:spr:sochwe:v:51:y:2018:i:3:d:10.1007_s00355-018-1127-3.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2018Quantile regression and its empirical likelihood with missing response at random. (2018). Shen, YU ; Liang, Han-Ying. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0784-5.

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More than 100 citations found, this list is not complete...

Works by Yoon-Jae Whang:


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2016Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function In: Papers.
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2017Doubly robust uniform confidence band for the conditional average treatment effect function.(2017) In: LSE Research Online Documents on Economics.
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2016Doubly robust uniform confidence band for the conditional average treatment effect function.(2016) In: CeMMAP working papers.
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2016DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION.(2016) In: KIER Working Papers.
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2017Doubly robust uniform confidence band for the conditional average treatment effect function.(2017) In: Journal of Applied Econometrics.
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2005A Test of the Martingale Hypothesis In: Studies in Nonlinear Dynamics & Econometrics.
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2004A Test of the Martingale Hypothesis.(2004) In: Working Papers.
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2014The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series In: Cambridge Working Papers in Economics.
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2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series.(2016) In: Journal of Econometrics.
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2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series.(2014) In: CeMMAP working papers.
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2018The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses In: Cambridge Working Papers in Economics.
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2000Nonparametric Estimation with Aggregated Data In: STICERD - Econometrics Paper Series.
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2002NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA.(2002) In: Econometric Theory.
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2000Nonparametric estimation with aggregated data.(2000) In: LSE Research Online Documents on Economics.
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2002Nonparametric estimation with aggregated data.(2002) In: LSE Research Online Documents on Economics.
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach In: STICERD - Econometrics Paper Series.
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2004Consistent testing for stochastic dominance: a subsampling approach.(2004) In: LSE Research Online Documents on Economics.
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2004Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2004) In: FMG Discussion Papers.
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: Cowles Foundation Discussion Papers.
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: FMG Discussion Papers.
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2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
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2002Consistent testing for stochastic dominance : a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
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2003A Quantilogram Approach to Evaluating Directional Predictability In: STICERD - Econometrics Paper Series.
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2004A Quantilogram Approach to Evaluating Directional Predictability.(2004) In: Cowles Foundation Discussion Papers.
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2003A quantilogram approach to evaluating directional predictability.(2003) In: LSE Research Online Documents on Economics.
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2006TESTING FOR STOCHASTICMONOTONICITY In: STICERD - Econometrics Paper Series.
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2009Testing for Stochastic Monotonicity.(2009) In: Econometrica.
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2006Testing for stochastic monotonicity.(2006) In: LSE Research Online Documents on Economics.
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2008Testing for stochastic monotonicity.(2008) In: CeMMAP working papers.
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2008Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary In: STICERD - Econometrics Paper Series.
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2008Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary.(2008) In: LSE Research Online Documents on Economics.
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2008Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary.(2008) In: CeMMAP working papers.
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2008Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary.(2008) In: PIER Working Paper Archive.
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2009Nonparametric Estimation of a Polarization Measure In: STICERD - Econometrics Paper Series.
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2009Nonparametric estimation of a polarization measure.(2009) In: UC3M Working papers. Economics.
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2009Nonparametric Estimation of a Polarization Measure.(2009) In: Cowles Foundation Discussion Papers.
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2009Nonparametric estimation of a polarization measure.(2009) In: LSE Research Online Documents on Economics.
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2009Nonparametric estimation of a polarization measure.(2009) In: CeMMAP working papers.
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2017Inference on distribution functions under measurement error In: STICERD - Econometrics Paper Series.
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2009An improved bootstrap test of stochastic dominance In: UC3M Working papers. Economics.
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2009An Improved Bootstrap Test of Stochastic Dominance.(2009) In: Cowles Foundation Discussion Papers.
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2010An improved bootstrap test of stochastic dominance.(2010) In: Journal of Econometrics.
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1998A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM In: Econometric Theory.
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2006SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS In: Econometric Theory.
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2004Smoothed Empirical Likelihood Methods for Quantile Regression Models.(2004) In: Cowles Foundation Discussion Papers.
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2003Smoothed Empirical Likelihood Methods for Quantile Regression Models.(2003) In: Econometrics.
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2011TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD In: Econometric Theory.
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2005Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood.(2005) In: Cowles Foundation Discussion Papers.
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2018TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES In: Econometric Theory.
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2014Testing for a general class of functional inequalities.(2014) In: CeMMAP working papers.
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2014TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES.(2014) In: KIER Working Papers.
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1990A Matrix Inequality In: Econometric Theory.
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1990Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory.
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1989Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality.(1989) In: Cowles Foundation Discussion Papers.
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1997The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series In: Cowles Foundation Discussion Papers.
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1999The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series.(1999) In: Journal of Econometrics.
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2008Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood In: Cowles Foundation Discussion Papers.
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2012Testing for non-nested conditional moment restrictions using unconditional empirical likelihood.(2012) In: Journal of Econometrics.
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2009Nonparametric Tests of Conditional Treatment Effects In: Cowles Foundation Discussion Papers.
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2009Nonparametric tests of conditional treatment effects.(2009) In: CeMMAP working papers.
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1991Tests of Specification for Parametric and Semiparametric Models In: Cowles Foundation Discussion Papers.
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1993Tests of specification for parametric and semiparametric models.(1993) In: Journal of Econometrics.
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2001Consistent specification testing for conditional moment restrictions In: Economics Letters.
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2003A multiple variance ratio test using subsampling In: Economics Letters.
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2007The quantilogram: With an application to evaluating directional predictability In: Journal of Econometrics.
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2010A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving In: Journal of Econometrics.
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2012Random walk or chaos: A formal test on the Lyapunov exponent In: Journal of Econometrics.
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1999Random Walk or Chaos: A Formal Test on the Lyapunov Exponent.(1999) In: Working Paper Series.
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2012Nonparametric estimation and inference about the overlap of two distributions In: Journal of Econometrics.
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2013Testing functional inequalities In: Journal of Econometrics.
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2011Testing functional inequalities.(2011) In: CeMMAP working papers.
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2016A nonparametric test of a strong leverage hypothesis In: Journal of Econometrics.
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2013A nonparametric test of a strong leverage hypothesis.(2013) In: CeMMAP working papers.
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2000Consistent bootstrap tests of parametric regression functions In: Journal of Econometrics.
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2007Are there Monday effects in stock returns: A stochastic dominance approach In: Journal of Empirical Finance.
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2006Are there Monday effects in stock returns: a stochastic dominance approach.(2006) In: LSE Research Online Documents on Economics.
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2006Are there Monday effects in Stock Returns: A Stochastic Dominance Approach.(2006) In: FMG Discussion Papers.
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2003Consistent testing for stochastic dominance under general sampling schemes In: LSE Research Online Documents on Economics.
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2005Consistent Testing for Stochastic Dominance under General Sampling Schemes.(2005) In: Review of Economic Studies.
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2003Consistent Testing for Stochastic Dominance under General Sampling Schemes.(2003) In: SFB 373 Discussion Papers.
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2005Testing for Stochastic Dominance Efficiency In: ERIM Report Series Research in Management.
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2012A nonparametric test of the leverage hypothesis In: CeMMAP working papers.
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2012Testing for the stochastic dominance efficiency of a given portfolio In: CeMMAP working papers.
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2014Testing for the stochastic dominance efficiency of a given portfolio.(2014) In: Econometrics Journal.
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1998A test of normality using nonparametrlic residuals In: Econometric Reviews.
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2016Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects In: Working Papers.
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2015Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements In: Econometrics Journal.
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