Yoon-Jae Whang : Citation Profile

Are you Yoon-Jae Whang?

Seoul National University

18

H index

26

i10 index

1483

Citations

RESEARCH PRODUCTION:

33

Articles

63

Papers

1

Books

RESEARCH ACTIVITY:

   31 years (1989 - 2020). See details.
   Cites by year: 47
   Journals where Yoon-Jae Whang has often published
   Relations with other researchers
   Recent citing documents: 183.    Total self citations: 38 (2.5 %)

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   Permalink: http://citec.repec.org/pwh7
   Updated: 2024-12-03    RAS profile: 2021-01-22    
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Relations with other researchers

Works with:

LINTON, OLIVER (5)

Pittau, Maria Grazia (2)

Zelli, Roberto (2)

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 (45)

Shahzad, Syed Jawad Hussain (40)

LINTON, OLIVER (39)

Maasoumi, Esfandiar (30)

Lee, Sokbae (Simon) (24)

shi, xiaoxia (23)

Lean, Hooi Hooi (22)

Hsu, Yu-Chin (22)

Stengos, Thanasis (22)

Uddin, Gazi (22)

Topaloglou, Nikolas (21)

Cites to:

Andrews, Donald (39)

LINTON, OLIVER (39)

Imbens, Guido (14)

Maasoumi, Esfandiar (13)

Chernozhukov, Victor (13)

Heckman, James (12)

Newey, Whitney (12)

Duclos, Jean-Yves (11)

Angrist, Joshua (9)

Davidson, Russell (9)

Bierens, Herman (8)

Main data

Where Yoon-Jae Whang has published?

Journals with more than one article published# docs
Journal of Econometrics13
Econometric Theory8
Econometrics Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
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 (2024 and 2023)

YearTitle of citing document
2023.

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2023Specification tests for generalized propensity scores using double projections. (2020). Song, Xiaojun. In: Papers. RePEc:arx:papers:2003.13803.

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2023Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

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2023Loss 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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2023Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

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2023Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments. (2021). Heiler, Phillip ; Knaus, Michael C. In: Papers. RePEc:arx:papers:2110.01427.

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2023Whats Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature. (2022). Bilinski, Alyssa ; Roth, Jonathan ; Poe, John. In: Papers. RePEc:arx:papers:2201.01194.

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2024Pairwise Valid Instruments. (2022). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2023Average Adjusted Association: Efficient Estimation with High Dimensional Confounders. (2022). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2205.14048.

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2024Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2024Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response. (2022). Heiler, Phillip. In: Papers. RePEc:arx:papers:2209.04329.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Detecting Learning by Exporting and from Exporters. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.13427.

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2023Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Generalised Covariances and Correlations. (2023). Pohle, Marc-Oliver ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2307.03594.

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2023A Guide to Impact Evaluation under Sample Selection and Missing Data: Teachers Aides and Adolescent Mental Health. (2023). Nielsen, Helena Skyt ; Heiler, Phillip ; Beuchert, Louise ; Andersen, Simon Calmar. In: Papers. RePEc:arx:papers:2308.04963.

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2023Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390.

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2023Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160.

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2024Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects. (2024). Kato, Masahiro. In: Papers. RePEc:arx:papers:2403.03240.

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2024Tests for almost stochastic dominance. (2024). Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2403.15258.

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2024Comprehensive Causal Machine Learning. (2024). Mareckova, Jana ; Lechner, Michael. In: Papers. RePEc:arx:papers:2405.10198.

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2023Improved inference for doubly robust estimators of heterogeneous treatment effects. (2023). Antonelli, Joseph ; Shin, Heejun. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3140-3152.

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2024Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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2023Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Trust in the fight against political corruption: A survey experiment among citizens and experts. (2023). Monnery, Benjamin ; Chirat, Alexandre. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-11.

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2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

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2023Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms. (2023). Sandubete, Julio E ; Escot, Lorenzo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:436:y:2023:i:c:s0096300322005720.

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2024Energy security risk and financial development nexus: Disaggregated level evidence from South Korea by cross-quantilogram approach. (2024). Alola, Andrew Adewale ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s030626192400518x.

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2023Smoothed tensor quantile regression estimation for longitudinal data. (2023). Wang, Lei ; Zhao, Weihua ; Ke, Baofang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s016794732200189x.

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2024Significance test for semiparametric conditional average treatment effects and other structural functions. (2024). Zhu, Lixing ; Guo, XU ; Zhou, Niwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001500.

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2024Heterogeneous quantile regression for longitudinal data with subgroup structures. (2024). Wang, Lei ; Hou, Zhaohan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:194:y:2024:i:c:s0167947324000124.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2024Utility of inequality sensitive measures of the gender wage gap: Evidence from South Africa. (2024). Mosomi, Jacqueline ; Oyenubi, Adeola. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:576-590.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2023Chaos in long-maturity real rates. (2023). Serletis, Apostolos ; Islam, M M ; He, Mingyu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000642.

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2023Bootstrapping quantile correlations with an application for income status across generations. (2023). ZILIAK, JAMES ; Lamarche, Carlos ; Hartley, Robert Paul. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001854.

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2023Testing partial instrument monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004263.

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2023Smoothed quantile regression with large-scale inference. (2023). Zhou, Wen-Xin ; Tan, Kean Ming ; Pan, Xiaoou ; He, Xuming. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:367-388.

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2023Irregular identification of structural models with nonparametric unobserved heterogeneity. (2023). Escanciano, Juan Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:106-127.

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2023Estimation and inference for policy relevant treatment effects. (2023). Sasaki, Yuya ; Ura, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:394-450.

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2023A corrected Clarke test for model selection and beyond. (2023). Min, Aleksey ; Fermanian, Jean-David ; Bruck, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:105-132.

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2023Uniform inference for value functions. (2023). Parker, Thomas ; Galvao, Antonio ; Firpo, Sergio. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1680-1699.

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2023What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. (2023). Poe, John ; Bilinski, Alyssa ; Roth, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2218-2244.

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2023Testing for time stochastic dominance. (2023). Whang, Yoon-Jae ; Linton, Oliver ; Lee, Kyungho. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:352-371.

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2023Testing stochastic dominance with many conditioning variables. (2023). Whang, Yoon-Jae ; Seo, Myung Hwan ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:507-527.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023A new generalized exponentially weighted moving average quantile model and its statistical inference. (2023). Zhu, KE. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002269.

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2023Instrument validity for heterogeneous causal effects. (2023). Sun, Zhenting. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002397.

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2024Inference in models with partially identified control functions. (2024). Aradillas-Lopez, Andres. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002695.

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2024Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice. (2024). Mourifie, Ismael ; Meango, Romuald ; Henry, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002877.

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2024The law of large numbers for large stable matchings. (2024). Song, Kyungchul ; Schwartz, Jacob. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000885.

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2023A dynamic quantile model for distinguishing intertemporal substitution from risk aversion. (2023). Galvao, Antonio ; Cundy, Lance D ; de Castro, Luciano ; Westenberger, Rafael. In: European Economic Review. RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002155.

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2023Incomplete risk-preference information in portfolio decision analysis. (2023). Argyris, Nikolaos ; Kallio, Markku ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1084-1098.

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2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

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2023The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220.

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2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

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2023Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics. (2023). Sinha, Avik ; Murshed, Muntasir ; Balsalobre-Lorente, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003456.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Exploring the critical demand drivers of electricity consumption in Thailand. (2023). Uddin, Gazi ; Troster, Victor ; Ahmed, Ali ; Taghizadeh-Hesary, Farhad ; Phoumin, Han ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003730.

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2023Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. (2023). Karim, Sitara ; Sadorsky, Perry ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004097.

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2023Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development. (2023). Sinha, Avik ; Nguyen, Duc Khuong ; Das, Narasingha ; Ghosh, Vinit ; Hussain, Nazim. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005194.

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2024Factor proportions model for Russian mineral supply-driven global energy transition: Does externality matter?. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Berezin, Andrey ; Sergi, Bruno S. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007405.

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2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

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2024Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610.

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2023Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future. (2023). Sinha, Avik ; Abbas, Shujaat ; Shah, Muhammad Ibrahim ; Saha, Tanaya. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003348.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Samargandi, Nahla ; Shahbaz, Muhammad ; Islam, Md Monirul. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600.

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2023Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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

Works by Yoon-Jae Whang:

YearTitleTypeCited
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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This paper has nother version. Agregated cites: 46		article
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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This paper has nother version. Agregated cites: 3		paper
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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1936Quantilograms under Strong Dependence In: Cambridge Working Papers in Economics.
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2020QUANTILOGRAMS UNDER STRONG DEPENDENCE.(2020) In: Econometric Theory.
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2018Quantilograms under Strong Dependence.(2018) In: Working Paper Series.
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2020Testing Stochastic Dominance with Many Conditioning Variables In: Cambridge Working Papers in Economics.
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2020Testing for Time Stochastic Dominance In: Cambridge Working Papers in Economics.
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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation In: Cambridge Working Papers in Economics.
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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation.(2020) In: Working Papers.
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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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2003Consistent testing for stochastic dominance: a subsampling approach.(2003) 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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2020Inference on distribution functions under measurement error.(2020) In: Journal of Econometrics.
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INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR.() In: Working 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.
[Citation analysis]		book12
1998A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM In: Econometric Theory.
[Full Text][Citation analysis]		article10
1998TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS 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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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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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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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: The 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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2019Monte Carlo Inference on Two-Sided Matching Models In: Econometrics.
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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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2018Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects In: Working Paper Series.
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2020Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects.(2020) In: Journal of Business & Economic Statistics.
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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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