4 citations · 5 across the 3 of their papers we have counts for
7 papers
PySDTest: a Python/Stata Package for Stochastic Dominance Tests
Kyungho Lee, Yoon-Jae Whang
We introduce PySDTest, a Python/Stata package for statistical tests of stochastic dominance. PySDTest implements various testing procedures such as Barrett and Donald (2003), Linto…
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation
Ruofan Xu, Jiti Gao, Tatsushi Oka +1
We propose a quantile random-coefficient regression with interactive fixed effects to study the effects of group-level policies that are heterogeneous across individuals. Our appro…
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function
Sokbae Lee, Ryo Okui, Yoon-Jae Whang
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situati…
Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a rang…
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
Heejoon Han, Oliver Linton, Tatsushi Oka +1
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to test the hypothesis that one time series has no directional pr…
Testing for a General Class of Functional Inequalities
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified f…