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Random Walk or Chaos: A Formal...
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Park, Joon Y.
32
Whang, Yoon-Jae
22
Linton, Oliver
8
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7
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Journal of econometrics
29
Econometric theory
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
2
Econometric reviews
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Random walk or chaos: A formal test on the Lyapunov exponent
Park, Joon Y.
;
Whang, Yoon-Jae
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10009979013
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2
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
Park, Joon Y.
;
Shin, Kwanho
;
Whang, Yoon-Jae
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 165-179
Persistent link: https://www.econbiz.de/10008418098
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3
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae
;
Linton, Oliver
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10006785955
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4
Tests of specification for parametric and semiparametric models
Whang, Yoon-Jae
;
Andrews, Donald W.K.
- In:
Journal of econometrics
57
(
1993
)
1-3
,
pp. 277-318
Persistent link: https://www.econbiz.de/10006805288
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5
Consistent specification testing for conditional moment restrictions
Whang, Yoon-Jae
- In:
Economics letters
71
(
2001
)
3
,
pp. 299-306
Persistent link: https://www.econbiz.de/10006774773
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6
Consistent Testing for Stochastic Dominance under General Sampling Schemes
Linton, Oliver
;
Maasoumi, Esfandiar
;
Whang, Yoon-Jae
- In:
The review of economic studies
72
(
2005
)
252
,
pp. 735-766
Persistent link: https://www.econbiz.de/10007641238
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7
Are there Monday effects in stock returns: A stochastic dominance approach
Cho, Young-Hyun
;
Linton, Oliver
;
Whang, Yoon-Jae
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 736-755
Persistent link: https://www.econbiz.de/10007876149
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8
The quantilogram: With an application to evaluating directional predictability
Linton, O.
;
Whang, Yoon-Jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10007797058
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9
On the distribution of the sample autocorrelation coefficients
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-Jae
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 101-122
Persistent link: https://www.econbiz.de/10008350267
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10
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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