Yoon-Jae Whang : Citation Profile


Are you Yoon-Jae Whang?

Seoul National University

15

H index

20

i10 index

781

Citations

RESEARCH PRODUCTION:

31

Articles

63

Papers

1

Books

RESEARCH ACTIVITY:

   31 years (1989 - 2020). See details.
   Cites by year: 25
   Journals where Yoon-Jae Whang has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 28 (3.46 %)

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   Permalink: http://citec.repec.org/pwh7
   Updated: 2020-08-01    RAS profile: 2020-04-21    
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Relations with other researchers


Works with:

Lee, Sokbae (Simon) (7)

LINTON, OLIVER (5)

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 (38)

LINTON, OLIVER (27)

Maasoumi, Esfandiar (26)

McAleer, Michael (22)

shi, xiaoxia (20)

Lean, Hooi Hooi (19)

Stengos, Thanasis (16)

Shahzad, Syed Jawad Hussain (15)

Topaloglou, Nikolas (15)

Pinar, Mehmet (14)

Hsu, Yu-Chin (14)

Cites to:

Andrews, Donald (33)

LINTON, OLIVER (20)

Imbens, Guido (12)

Heckman, James (9)

Newey, Whitney (9)

Bierens, Herman (8)

Duclos, Jean-Yves (7)

Angrist, Joshua (7)

Donald, Stephen (6)

Phillips, Peter (6)

Pakes, Ariel (6)

Main data


Where Yoon-Jae Whang has published?


Journals with more than one article published# docs
Journal of Econometrics13
Econometric Theory7
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 (2020 and 2019)


YearTitle of citing document
2019Volatility experience of major world stock markets. (2019). Rao, Prabhakara R ; Mallikarjuna, M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:35-52.

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2019Volatility experience of major world stock markets. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:35-52.

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2018Inference on the tail process with application to financial time series modelling. (2018). Drees, Holger ; Davis, Richard ; Warchol, Michal ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018002.

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2020Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. 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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2020Doubly Robust Difference-in-Differences Estimators. (2019). 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?. (2019). Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1812.06533.

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2019Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2019). Lechner, Michael. In: Papers. RePEc:arx:papers:1812.09487.

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

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2020Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Bekker, Paul ; Koning, Nick. In: Papers. RePEc:arx:papers:1904.12775.

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2019Estimation of Conditional Average Treatment Effects with High-Dimensional Data. (2019). Lieli, Robert ; Zhang, Yichong ; Hsu, Yu-Chin ; Fan, Qingliang. In: Papers. RePEc:arx:papers:1908.02399.

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2019Nonparametric estimation of causal heterogeneity under high-dimensional confounding. (2019). Lechner, Michael ; Zimmert, Michael. In: Papers. RePEc:arx:papers:1908.08779.

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2019A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

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2020Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: Papers. RePEc:arx:papers:1911.02688.

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2020Rationalizing Rational Expectations? Tests and Deviations. (2020). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: Papers. RePEc:arx:papers:2003.11537.

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2020Specification tests for generalized propensity scores using double projections. (2020). Song, Xiaojun. In: Papers. RePEc:arx:papers:2003.13803.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

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2020Loss aversion and the welfare ranking of policy interventions. (2020). Parker, Thomas ; Rosa-Dias, Pedro ; Kobus, Martyna ; Galvao, Antonio F ; Firpo, Sergio. In: Papers. RePEc:arx:papers:2004.08468.

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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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2019Intergenerational educational mobility in Latin America. An analysis from the equal opportunity approach. (2019). Jimenez, Monica. In: Revista Cuadernos de Economía. RePEc:col:000093:017479.

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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). Davidov, Ori ; Bogomolov, Marina. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:20-27.

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2020Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response. (2020). Wang, Lei ; Zhang, Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302439.

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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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2020Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191.

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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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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554.

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

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2019Nonparametric tests for strategic interaction effects with rationalizability. (2019). Aradillas-Lopez, Andres. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:149-153.

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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). Shen, Shu ; Hsu, Yu-Chin. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

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2019Inference on functionals under first order degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:459-481.

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2019Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models. (2019). Lee, Sokbae ; Chen, Le-Yu . In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:482-497.

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2019Smoothed GMM for quantile models. (2019). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:121-144.

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2019Asymptotic inference for the constrained quantile regression process. (2019). Parker, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:174-189.

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2019Conditional quantile processes based on series or many regressors. (2019). Fernandez-Val, Ivan ; Chetverikov, Denis ; Chernozhukov, Victor ; Belloni, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:4-29.

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2020A coupled component DCS-EGARCH model for intraday and overnight volatility. (2020). Wu, Jianbin ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:176-201.

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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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2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:415-427.

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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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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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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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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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2019Ask CARL: Forecasting tail probabilities for energy commodities. (2019). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302786.

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2020Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

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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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2019Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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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). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. 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). Pukthuanthong, Kuntara ; Qiao, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:39-44.

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2019Seasonality in cryptocurrencies. (2019). Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304513.

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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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2020Validation of association. (2020). Ledwina, Teresa ; Miel, Bogdan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:55-67.

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2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

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2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

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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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2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

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2019Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:508-521.

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2019Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Kang, Sang Hoon ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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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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2020Cryptocurrencies as hedges and safe-havens for US equity sectors. (2020). Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:294-307.

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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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2019O brother how art thou: Propensity to report self-assessed unmet need. (2019). Clair, Luc ; Gibson, Grant. In: Social Science & Medicine. RePEc:eee:socmed:v:243:y:2019:i:c:s0277953619306276.

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

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2019A sparse random projection-based test for overall qualitative treatment effects. (2019). Song, Rui ; Lu, Wenbin ; Shi, Chengchun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102107.

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2019Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence. (2019). List, John ; Hickman, Brent ; Hedblom, Daniel. In: Natural Field Experiments. RePEc:feb:natura:00675.

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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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2020Quantile Dependence in Tourism Demand Time Series: Evidence in the Southern Italy Market. (2020). Rosciano, Monica ; de Luca, Giovanni. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3243-:d:346461.

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

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2019Testing identifying assumptions in fuzzy regression discontinuity designs. (2019). Arai, Yoichi ; Wan, Yuanyuan ; Mourifie, Ismael ; Kitagawa, Toru ; Hsu, Yu-Chin. In: CeMMAP working papers. RePEc:ifs:cemmap:10/19.

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2019Generalized Instrumental Variable Models, Methods, and Applications. (2019). Rosen, Adam ; Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:41/19.

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2019Testing for the presence of measurement error. (2019). Wilhelm, Daniel. In: CeMMAP working papers. RePEc:ifs:cemmap:48/19.

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2019On Path–dependency ofConstant Proportion Portfolio Insurance strategies. (2019). Gaspar, Raquel ; Sousa, Joo Beleza ; Carvalho, Joo. In: Working Papers REM. RePEc:ise:remwps:wp0942019.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, 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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2020A New Quantile Treatment Effect Model for Studying Smoking Effect on Birth Weight During Mothers Pregnancy. (2020). Cai, Zongwu ; Tang, Shengfang ; Lin, Ming ; Fang, Ying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202003.

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2020Inferences for Partially Conditional Quantile Treatment Effect Model. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202005.

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2020Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

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

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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:2708.

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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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2018The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses.(2018) In: Working Paper Series.
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2018Quantilograms under Strong Dependence.(2018) In: Working Paper Series.
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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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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: LSE Research Online Documents on Economics.
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2004Consistent testing for stochastic dominance: a subsampling approach.(2004) 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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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: FMG Discussion Papers.
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2004Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2004) In: FMG Discussion Papers.
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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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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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2009Testing for Stochastic Monotonicity.(2009) In: Econometrica.
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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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2019Econometric Analysis of Stochastic Dominance In: Cambridge Books.
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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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1990Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory.
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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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2009Nonparametric tests of conditional treatment effects.(2009) In: CeMMAP working papers.
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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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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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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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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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2005Testing for Stochastic Dominance Efficiency In: ERIM Report Series Research in Management.
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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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2018Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects In: Working Paper Series.
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2020Are Eurozone Household Income Distributions Converging? Introducing MGT and DisGini, New Tools for Multilateral Distributional Comparisons. 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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