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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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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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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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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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Testing for Stochastic Monotonicity
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 2, pp. 585-602
Persistent link: https://www.econbiz.de/10008224945
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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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Nonparametric estimation and inference about the overlap of two distributions
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae - In: Journal of econometrics 171 (2012) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10010015303
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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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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 154 (2010) 2, pp. 186-203
Persistent link: https://www.econbiz.de/10008881843
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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E.; Hjort, N.L.; Hjort, N.L.; Jones, M.C.; … - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10007718233