Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-Jae Testing stochastic dominance with many conditioning variables. (English) Zbl 07704463 J. Econom. 235, No. 2, 507-527 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{O. Linton} et al., J. Econom. 235, No. 2, 507--527 (2023; Zbl 07704463) Full Text: DOI
Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min The lower regression function and testing expectation dependence dominance hypotheses. (English) Zbl 1490.62109 Econom. Rev. 40, No. 8, 709-727 (2021). MSC: 62G10 62E20 62P05 91G10 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. Rev. 40, No. 8, 709--727 (2021; Zbl 1490.62109) Full Text: DOI
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-Jae Quantilograms under strong dependence. (English) Zbl 1440.62387 Econom. Theory 36, No. 3, 457-487 (2020). MSC: 62P20 62G08 62M20 60F17 PDFBibTeX XMLCite \textit{J. H. Lee} et al., Econom. Theory 36, No. 3, 457--487 (2020; Zbl 1440.62387) Full Text: DOI
Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-Jae Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. (English) Zbl 1441.62825 J. Econom. 167, No. 2, 370-382 (2012). MSC: 62P20 62G10 62G20 PDFBibTeX XMLCite \textit{T. Otsu} et al., J. Econom. 167, No. 2, 370--382 (2012; Zbl 1441.62825) Full Text: DOI Link
Otsu, Taisuke; Whang, Yoon-Jae Testing for nonnested conditional moment restrictions via conditional empirical likelihood. (English) Zbl 1207.62100 Econom. Theory 27, No. 1, 114-153 (2011). MSC: 62G10 62E20 65C60 PDFBibTeX XMLCite \textit{T. Otsu} and \textit{Y.-J. Whang}, Econom. Theory 27, No. 1, 114--153 (2011; Zbl 1207.62100) Full Text: DOI
Whang, Yoon-Jae; Linton, Oliver The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. (English) Zbl 1041.62503 J. Econom. 91, No. 1, 1-42 (1999). MSC: 62E20 62M10 62F25 PDFBibTeX XMLCite \textit{Y.-J. Whang} and \textit{O. Linton}, J. Econom. 91, No. 1, 1--42 (1999; Zbl 1041.62503) Full Text: DOI
Whang, Yoon-Jae A test of normality using nonparametric residuals. (English) Zbl 1115.62325 Econom. Rev. 17, No. 3, 301-327 (1998). MSC: 62G10 62G08 PDFBibTeX XMLCite \textit{Y.-J. Whang}, Econom. Rev. 17, No. 3, 301--327 (1998; Zbl 1115.62325) Full Text: DOI