Yoon-Jae Whang

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Affiliations

• Seoul National University / Division of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function (RePEc:arx:papers:1601.02801)
  by Sokbae Lee & Ryo Okui & Yoon-Jae Whang
• Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation (RePEc:arx:papers:2208.03632)
  by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang
• PySDTest: a Python/Stata Package for Stochastic Dominance Tests (RePEc:arx:papers:2307.10694)
  by Kyungho Lee & Yoon-Jae Whang
• Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:azt:cemmap:03/16)
  by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (RePEc:azt:cemmap:06/14)
  by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
• Testing for a general class of functional inequalities (RePEc:azt:cemmap:09/14)
  by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
• A nonparametric test of the leverage hypothesis (RePEc:azt:cemmap:24/12)
  by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
• Testing for the stochastic dominance efficiency of a given portfolio (RePEc:azt:cemmap:27/12)
  by Oliver Linton & Yoon-Jae Whang
• A nonparametric test of a strong leverage hypothesis (RePEc:azt:cemmap:28/13)
  by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
• DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method (RePEc:boc:bocode:s458751)
  by Sokbae Lee & Ryo Okui & Yoon-Jae Whang & Heejun Lee
• A Test of the Martingale Hypothesis (RePEc:bpj:sndecm:v:9:y:2005:i:2:n:2)
  by Park Joon Y. & Whang Yoon-Jae
• The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series (RePEc:cam:camdae:1452)
  by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
• The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses (RePEc:cam:camdae:1880)
  by Linton, O. & Whang, Y-J. & Yen, Y.
• Quantilograms under Strong Dependence (RePEc:cam:camdae:1936)
  by Lee, L. & Linton, O. & Whang, Y-J.
• Testing Stochastic Dominance with Many Conditioning Variables (RePEc:cam:camdae:2004)
  by Linton, O. & Seo, M. & Whang, Y-J.
• Testing for Time Stochastic Dominance (RePEc:cam:camdae:20121)
  by Lee, K. & Linton, O. & Whang, Y-J.
• On Unit Free Assessment of The Extent of Multilateral Distributional Variation (RePEc:cam:camdae:20123)
  by Anderson, G. & Linton, O. & Pittau, M G. & Whang, Y-J. & Zelli, R.
• Nonparametric Estimation with Aggregated Data (RePEc:cep:stiecm:397)
  by Oliver Linton & Yoon-Jae Whang
• Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:cep:stiecm:433)
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
• A Quantilogram Approach to Evaluating Directional Predictability (RePEc:cep:stiecm:463)
  by Oliver Linton & Yoon-Jae Whang
• Testing For Stochasticmonotonicity (RePEc:cep:stiecm:504)
  by Sokbae Lee & Oliver Linton & Yoon-Jae Whang
• Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary (RePEc:cep:stiecm:527)
  by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
• Nonparametric Estimation of a Polarization Measure (RePEc:cep:stiecm:534)
  by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
• Inference on distribution functions under measurement error (RePEc:cep:stiecm:594)
  by Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang
• An improved bootstrap test of stochastic dominance (RePEc:cte:werepe:we094827)
  by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
• Nonparametric estimation of a polarization measure (RePEc:cte:werepe:we095130)
  by Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae
• Econometric Analysis of Stochastic Dominance (RePEc:cup:cbooks:9781108472791)
  by Whang,Yoon-Jae
• A Test Of Autocorrelation In The Presence Of Heteroskedasticity Of Unknown Form (RePEc:cup:etheor:v:14:y:1998:i:01:p:87-122_14)
  by Whang, Yoon-Jae
• Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-Section And Time Series Models (RePEc:cup:etheor:v:14:y:1998:i:03:p:369-374_14)
  by Whang, Yoon-Jae
• Nonparametric Estimation With Aggregated Data (RePEc:cup:etheor:v:18:y:2002:i:02:p:420-468_18)
  by Linton, Oliver & Whang, Yoon-Jae
• Smoothed Empirical Likelihood Methods For Quantile Regression Models (RePEc:cup:etheor:v:22:y:2006:i:02:p:173-205_06)
  by Whang, Yoon-Jae
• Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood (RePEc:cup:etheor:v:27:y:2011:i:01:p:114-153_00)
  by Otsu, Taisuke & Whang, Yoon-Jae
• Testing For A General Class Of Functional Inequalities (RePEc:cup:etheor:v:34:y:2018:i:05:p:1018-1064_00)
  by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
• Quantilograms Under Strong Dependence (RePEc:cup:etheor:v:36:y:2020:i:3:p:457-487_4)
  by Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae
• Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality (RePEc:cup:etheor:v:6:y:1990:i:04:p:466-479_00)
  by Andrews, Donald W.K. & Whang, Yoon-Jae
• The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series (RePEc:cwl:cwldpp:1130r)
  by Yoon-Jae Whang & Oliver Linton
• Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:cwl:cwldpp:1356)
  by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae
• Smoothed Empirical Likelihood Methods for Quantile Regression Models (RePEc:cwl:cwldpp:1453)
  by Yoon-Jae Whang
• A Quantilogram Approach to Evaluating Directional Predictability (RePEc:cwl:cwldpp:1454)
  by Oliver Linton & Yoon-Jae Whang
• Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood (RePEc:cwl:cwldpp:1533)
  by Taisuke Otsu & Yoon-Jae Whang
• Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood (RePEc:cwl:cwldpp:1660)
  by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang
• An Improved Bootstrap Test of Stochastic Dominance (RePEc:cwl:cwldpp:1713)
  by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
• Nonparametric Estimation of a Polarization Measure (RePEc:cwl:cwldpp:1714)
  by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
• Nonparametric Tests of Conditional Treatment Effects (RePEc:cwl:cwldpp:1740)
  by Sokbae Lee & Yoon-Jae Whang
• Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality (RePEc:cwl:cwldpp:925)
  by Donald W.K. Andrews & Yoon-Jae Whang
• Tests of Specification for Parametric and Semiparametric Models (RePEc:cwl:cwldpp:968)
  by Yoon-Jae Whang & Donald W.K. Andrews
• A Test of the Martingale Hypothesis (RePEc:ecl:riceco:2004-11)
  by Park, Joon Y. & Whang, Yoon-Jae
• Testing for Stochastic Monotonicity (RePEc:ecm:emetrp:v:77:y:2009:i:2:p:585-602)
  by Sokbae Lee & Oliver Linton & Yoon-Jae Whang
• Consistent specification testing for conditional moment restrictions (RePEc:eee:ecolet:v:71:y:2001:i:3:p:299-306)
  by Whang, Yoon-Jae
• A multiple variance ratio test using subsampling (RePEc:eee:ecolet:v:79:y:2003:i:2:p:225-230)
  by Whang, Yoon-Jae & Kim, Jinho
• The quantilogram: With an application to evaluating directional predictability (RePEc:eee:econom:v:141:y:2007:i:1:p:250-282)
  by Linton, O. & Whang, Yoon-Jae
• An improved bootstrap test of stochastic dominance (RePEc:eee:econom:v:154:y:2010:i:2:p:186-202)
  by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
• A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving (RePEc:eee:econom:v:157:y:2010:i:1:p:165-178)
  by Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (RePEc:eee:econom:v:167:y:2012:i:2:p:370-382)
  by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
• Random walk or chaos: A formal test on the Lyapunov exponent (RePEc:eee:econom:v:169:y:2012:i:1:p:61-74)
  by Park, Joon Y. & Whang, Yoon-Jae
• Nonparametric estimation and inference about the overlap of two distributions (RePEc:eee:econom:v:171:y:2012:i:1:p:1-23)
  by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
• Testing functional inequalities (RePEc:eee:econom:v:172:y:2013:i:1:p:14-32)
  by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
• The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (RePEc:eee:econom:v:193:y:2016:i:1:p:251-270)
  by Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae
• A nonparametric test of a strong leverage hypothesis (RePEc:eee:econom:v:194:y:2016:i:1:p:153-186)
  by Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min
• Inference on distribution functions under measurement error (RePEc:eee:econom:v:215:y:2020:i:1:p:131-164)
  by Adusumilli, Karun & Kurisu, Daisuke & Otsu, Taisuke & Whang, Yoon-Jae
• Testing for time stochastic dominance (RePEc:eee:econom:v:235:y:2023:i:2:p:352-371)
  by Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae
• Testing stochastic dominance with many conditioning variables (RePEc:eee:econom:v:235:y:2023:i:2:p:507-527)
  by Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae
• Tests of specification for parametric and semiparametric models (RePEc:eee:econom:v:57:y:1993:i:1-3:p:277-318)
  by Whang, Yoon-Jae & Andrews, Donald W. K.
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (RePEc:eee:econom:v:91:y:1999:i:1:p:1-42)
  by Whang, Yoon-Jae & Linton, Oliver
• Consistent bootstrap tests of parametric regression functions (RePEc:eee:econom:v:98:y:2000:i:1:p:27-46)
  by Whang, Yoon-Jae
• Are there Monday effects in stock returns: A stochastic dominance approach (RePEc:eee:empfin:v:14:y:2007:i:5:p:736-755)
  by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
• Inference on distribution functions under measurement error (RePEc:ehl:lserod:102692)
  by Adusumilli, Karun & Kurisu, Daisies & Otsu, Taisuke & Whang, Yoon-Jae
• Nonparametric estimation with aggregated data (RePEc:ehl:lserod:2092)
  by Linton, Oliver & Whang, Yoon-Jae
• A quantilogram approach to evaluating directional predictability (RePEc:ehl:lserod:2112)
  by Linton, Oliver & Whang, Yoon-Jae
• Consistent testing for stochastic dominance : a subsampling approach (RePEc:ehl:lserod:2207)
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Consistent testing for stochastic dominance under general sampling schemes (RePEc:ehl:lserod:2208)
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Are there Monday effects in stock returns: a stochastic dominance approach (RePEc:ehl:lserod:24520)
  by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
• Consistent testing for stochastic dominance: a subsampling approach (RePEc:ehl:lserod:24755)
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Consistent testing for stochastic dominance: a subsampling approach (RePEc:ehl:lserod:24927)
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary (RePEc:ehl:lserod:25092)
  by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
• Nonparametric estimation of a polarization measure (RePEc:ehl:lserod:25378)
  by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
• Nonparametric estimation with aggregated data (RePEc:ehl:lserod:320)
  by Linton, Oliver & Whang, Yoon-Jae
• Testing for stochastic monotonicity (RePEc:ehl:lserod:4425)
  by Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae
• Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:ehl:lserod:86852)
  by Lee, Sokbae & Okui, Ryo & Whang, Yoon-Jae
• Testing for Stochastic Dominance Efficiency (RePEc:ems:eureri:6726)
  by Post, G.T. & Linton, O. & Whang, Y-J.
• Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:fmg:fmgdps:dp407)
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
• Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:fmg:fmgdps:dp508)
  by Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton
• Are there Monday effects in Stock Returns: A Stochastic Dominance Approach (RePEc:fmg:fmgdps:dp568)
  by Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton
• Monte Carlo Inference on Two-Sided Matching Models (RePEc:gam:jecnmx:v:7:y:2019:i:1:p:16-:d:217155)
  by Taehoon Kim & Jacob Schwartz & Kyungchul Song & Yoon-Jae Whang
• Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:ifs:cemmap:03/16)
  by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (RePEc:ifs:cemmap:06/14)
  by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
• Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary (RePEc:ifs:cemmap:08/08)
  by Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang
• Testing for a general class of functional inequalities (RePEc:ifs:cemmap:09/14)
  by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
• Testing functional inequalities (RePEc:ifs:cemmap:12/11)
  by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
• Nonparametric estimation of a polarization measure (RePEc:ifs:cemmap:14/09)
  by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
• Testing for stochastic monotonicity (RePEc:ifs:cemmap:21/08)
  by Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang
• A nonparametric test of the leverage hypothesis (RePEc:ifs:cemmap:24/12)
  by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
• Testing for the stochastic dominance efficiency of a given portfolio (RePEc:ifs:cemmap:27/12)
  by Oliver Linton & Yoon-Jae Whang
• A nonparametric test of a strong leverage hypothesis (RePEc:ifs:cemmap:28/13)
  by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
• Nonparametric tests of conditional treatment effects (RePEc:ifs:cemmap:36/09)
  by Sokbae (Simon) Lee & Yoon-Jae Whang
• Testing For A General Class Of Functional Inequalities (RePEc:kyo:wpaper:889)
  by Sokbae Lee & Kyungchul Song & Yoon-Jae Whang
• Doubly Robust Uniform Confidence Band For The Conditional Average Treatment Effect Function (RePEc:kyo:wpaper:931)
  by Sokbae Lee & Ryo Okui & Yoon-Jae Whang
• Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects (RePEc:msh:ebswps:2022-13)
  by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang
• Consistent Testing for Stochastic Dominance under General Sampling Schemes (RePEc:oup:restud:v:72:y:2005:i:3:p:735-765)
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
• Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary (RePEc:pen:papers:08-006)
  by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang
• Inference On Distribution Functions Under Measurement Error (RePEc:snu:ioerwp:no108)
  by Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang
• The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses (RePEc:snu:ioerwp:no110)
  by Oliver Linton & YOON-JAE WHANG & Yu-Min Yen
• Quantilograms under Strong Dependence (RePEc:snu:ioerwp:no111)
  by Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG
• Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (RePEc:snu:ioerwp:no112)
  by Gordon Anderson & Thierry Post & YOON-JAE WHANG
• A test of normality using nonparametrlic residuals (RePEc:taf:emetrv:v:17:y:1998:i:3:p:301-327)
  by Yoon-Jae Whang
• Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (RePEc:taf:jnlbes:v:38:y:2020:i:3:p:502-515)
  by Gordon Anderson & Thierry Post & Yoon-Jae Whang
• Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects (RePEc:tor:tecipa:tecipa-568)
  by Gordon Anderson & Thierry Post & Yoon-Jae Whang
• On Unit Free Assessment of The Extent of Multilateral Distributional Variation (RePEc:tor:tecipa:tecipa-657)
  by Gordon Anderson & Oliver Linton & Grazia Pittau & Yoon Jae Whang & Roberto Zelli
• Testing for the stochastic dominance efficiency of a given portfolio (RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74)
  by Oliver Linton & Thierry Post & Yoon‐Jae Whang
• Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements (RePEc:wly:emjrnl:v:18:y:2015:i:3:p:307-346)
  by Minsu Chang & Sokbae Lee & Yoon‐Jae Whang
• Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:wly:japmet:v:32:y:2017:i:7:p:1207-1225)
  by Sokbae Lee & Ryo Okui & Yoon†Jae Whang
• Smoothed Empirical Likelihood Methods for Quantile Regression Models (RePEc:wpa:wuwpem:0310005)
  by Yoon-Jae Whang
• Consistent Testing for Stochastic Dominance under General Sampling Schemes (RePEc:zbw:sfb373:200331)
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae