1

Testing conditional independence via Rosenblatt transforms

Song, Kyungchul
Journal:
The Annals of Statistics
Year:
2009
Language:
english
File:
PDF, 325 KB
english, 2009
2

Testing semiparametric conditional moment restrictions using conditional martingale transforms

Kyungchul Song
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 2.06 MB
english, 2010
4

Testing Predictive Ability and Power Robustification

Song, Kyungchul
Journal:
Journal of Business and Economic Statistics
Year:
2012
Language:
english
File:
PDF, 418 KB
english, 2012
6

Point Decisions for Interval-Identified Parameters

Song, Kyungchul
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 492 KB
english, 2009
7

POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS

Song, Kyungchul
Journal:
Econometric Theory
Year:
2014
Language:
english
File:
PDF, 259 KB
english, 2014
9

UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES

Song, Kyungchul
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 334 KB
english, 2008
11

Semiparametric models with single-index nuisance parameters

Song, Kyungchul
Journal:
Journal of Econometrics
Year:
2014
Language:
english
File:
PDF, 458 KB
english, 2014
12

Testing functional inequalities

Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 605 KB
english, 2013
15

Uniform Convergence of Series Estimators over Function Spaces

Kyungchul Song
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.82 MB
english, 2008
16

Testing single-index restrictions with a focus on average derivatives

Juan Carlos Escanciano, Kyungchul Song
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 620 KB
english, 2010
18

On the smoothness of conditional expectation functionals

Kyungchul Song
Journal:
Statistics & Probability Letters
Year:
2012
Language:
english
File:
PDF, 239 KB
english, 2012
19

TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES

Lee, Sokbae, Song, Kyungchul, Whang, Yoon-Jae
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 690 KB
english, 2017
20

Monte Carlo Inference on Two-Sided Matching Models

Kim, Taehoon, Schwartz, Jacob, Song, Kyungchul, Whang, Yoon-Jae
Journal:
Econometrics
Year:
2019
Language:
english
File:
PDF, 361 KB
english, 2019
21

An improved bootstrap test of stochastic dominance

Oliver Linton, Kyungchul Song, Yoon-Jae Whang
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 3.14 MB
english, 2010
22

Measuring the Graph Concordance of Locally Dependent Observations

Song, Kyungchul
Journal:
Review of Economics and Statistics
Year:
2017
Language:
english
File:
PDF, 965 KB
english, 2017