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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-Jae - In: Journal of econometrics 167 (2012) 2, pp. 370-383
Persistent link: https://www.econbiz.de/10009833975
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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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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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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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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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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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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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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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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