Yoon-Jae Whang
Selected Publications
In this article, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]
The so-called leverage hypothesis is that negative shocks to prices/returns affect volatility more than equal positive […]
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This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply […]
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We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider […]
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We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]
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We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a […]
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This paper presents a new estimator for the mixed proportional hazard model that allows for a […]