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A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae - In: Econometric theory 14 (1998) 1, pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
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Smoothed empirical likelihood methods for quantile regression models
Whang, Yoon-jae - In: Econometric theory 22 (2006) 2, pp. 173-205
Persistent link: https://www.econbiz.de/10003301225
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Additive interactive regression models : circumvention of the curse of dimensionality
Andrews, Donald W. K. - In: Econometric theory 6 (1990) 4, pp. 466-479
Persistent link: https://www.econbiz.de/10001117670
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Nonparametric estimation with aggregated data
Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 18 (2002) 2, pp. 420-468
Persistent link: https://www.econbiz.de/10001661306
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Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke; Whang, Yoon-jae - In: Econometric theory 27 (2011) 1, pp. 114-153
Persistent link: https://www.econbiz.de/10009127140
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Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - In: Econometric theory 34 (2018) 5, pp. 1018-1064
Persistent link: https://www.econbiz.de/10011951452
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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Nonparametric Estimation with Aggregated Data
Linton, Oliver; Whang, Yoon-Jae - In: Econometric theory 18 (2002) 2, pp. 420-468
Persistent link: https://www.econbiz.de/10006974572
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Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
Whang, Yoon-Jae; Bierens, Herman I. - In: Econometric theory 14 (1998) 3, pp. 369-374
Persistent link: https://www.econbiz.de/10006993037
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A Test of Autocorrelation in the Presence of Heteroskedasticity of Unknown Form
Whang, Yoon-Jae - In: Econometric theory 14 (1998) 1, pp. 87-122
Persistent link: https://www.econbiz.de/10006994689