Yoon-Jae Whang
Names
first: |
Yoon-Jae |
last: |
Whang |
Contact
Affiliations
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Seoul National University
→ Division of Economics
- website
- location: Seoul, South Korea
Research profile
author of:
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The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series
by Yoon-Jae Whang & Oliver Linton
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Consistent Testing for Stochastic Dominance: A Subsampling Approach
by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae
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Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
by Donald W. K. Andrews & Yoon-Jae Whang
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Tests of Specification for Parametric and Semiparametric Models
by Yoon-Jae Whang & Donald W. K. Andrews
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Consistent Testing for Stochastic Dominance: A Subsampling Approach
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
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Smoothed Empirical Likelihood Methods for Quantile Regression Models
by Yoon-Jae Whang
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A Quantilogram Approach to Evaluating Directional Predictability
by Oliver Linton & Yoon-Jae Whang
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Smoothed Empirical Likelihood Methods for Quantile Regression Models
by Yoon-Jae Whang
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Consistent bootstrap tests of parametric regression functions
by Whang, Yoon-Jae
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A multiple variance ratio test using subsampling
by Whang, Yoon-Jae & Kim, Jinho
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
by Whang, Yoon-Jae & Linton, Oliver
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Consistent specification testing for conditional moment restrictions
by Whang, Yoon-Jae
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Tests of specification for parametric and semiparametric models
by Whang, Yoon-Jae & Andrews, Donald W. K.
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Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood
by Taisuke Otsu & Yoon-Jae Whang
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Consistent Testing for Stochastic Dominance: A Subsampling Approach
by Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton
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Are there Monday effects in Stock Returns: A Stochastic Dominance Approach
by Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton
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Are there Monday effects in stock returns: A stochastic dominance approach
by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
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Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang
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The quantilogram: With an application to evaluating directional predictability
by Linton, O. & Whang, Yoon-Jae
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Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang
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A Test of the Martingale Hypothesis
by Park, Joon Y. & Whang, Yoon-Jae
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Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
by Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang
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Testing for stochastic monotonicity
by Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang
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A test of normality using nonparametrlic residuals
by Yoon-Jae Whang
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Testing for Stochastic Monotonicity
by Sokbae Lee & Oliver Linton & Yoon-Jae Whang
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NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
by Linton, Oliver & Whang, Yoon-Jae
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TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS
by Whang, Yoon-Jae
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Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
by Andrews, Donald W. K. & Whang, Yoon-Jae
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A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
by Whang, Yoon-Jae
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SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
by Whang, Yoon-Jae
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An Improved Bootstrap Test of Stochastic Dominance
by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
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Nonparametric estimation of a polarization measure
by Whang, Yoon-Jae & Oliver, Linton & Anderson, Gordon
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An improved bootstrap test of stochastic dominance
by Whang, Yoon-Jae & Song, Kyungchul & Linton, Oliver
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Nonparametric Estimation of a Polarization Measure
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
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Nonparametric estimation of a polarization measure
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
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A Test of the Martingale Hypothesis
by Park Joon Y. & Whang Yoon-Jae
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Nonparametric Tests of Conditional Treatment Effects
by Sokbae Lee & Yoon-Jae Whang
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Nonparametric tests of conditional treatment effects
by Sokbae (Simon) Lee & Yoon-Jae Whang
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A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
by Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae
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An improved bootstrap test of stochastic dominance
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
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TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
by Otsu, Taisuke & Whang, Yoon-Jae
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Testing functional inequalities
by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
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Testing functional inequalities
by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
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Testing for the stochastic dominance efficiency of a given portfolio
by Oliver Linton & Yoon-Jae Whang
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A nonparametric test of the leverage hypothesis
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
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Random walk or chaos: A formal test on the Lyapunov exponent
by Park, Joon Y. & Whang, Yoon-Jae
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Consistent Testing for Stochastic Dominance under General Sampling Schemes
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
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Nonparametric estimation and inference about the overlap of two distributions
by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
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Testing for stochastic monotonicity
by Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae
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Testing for the stochastic dominance efficiency of a given portfolio
by Oliver Linton & Thierry Post & Yoon‐Jae Whang
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Nonparametric Estimation with Aggregated Data
by Oliver Linton & Yoon-Jae Whang
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Testing for a general class of functional inequalities
by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
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TESTING FOR STOCHASTICMONOTONICITY
by Sokbae Lee & Oliver Linton & Yoon-Jae Whang
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Nonparametric estimation of a polarization measure
by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
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A nonparametric test of a strong leverage hypothesis
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
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TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
by Sokbae Lee & Kyungchul Song & Yoon-Jae Whang
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Nonparametric estimation with aggregated data
by Linton, Oliver & Whang, Yoon-Jae
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DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION
by SOKBAE LEE & RYO OKUI & YOON-JAE WHANG
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Nonparametric estimation with aggregated data
by Linton, Oliver & Whang, Yoon-Jae
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Nonparametric Estimation of a Polarization Measure
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
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Consistent testing for stochastic dominance: a subsampling approach
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
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Are there Monday effects in stock returns: a stochastic dominance approach
by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
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Consistent testing for stochastic dominance under general sampling schemes
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
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Consistent Testing for Stochastic Dominance under General Sampling Schemes
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
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The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
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The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
by Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae
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Consistent testing for stochastic dominance : a subsampling approach
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
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Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
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Consistent testing for stochastic dominance: a subsampling approach
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
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A quantilogram approach to evaluating directional predictability
by Linton, Oliver & Whang, Yoon-Jae
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Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
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A Quantilogram Approach to Evaluating Directional Predictability
by Oliver Linton & Yoon-Jae Whang
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The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
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Doubly robust uniform confidence band for the conditional average treatment effect function
by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang
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Consistent Testing for Stochastic Dominance: A Subsampling Approach
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
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Testing for Stochastic Dominance Efficiency
by Post, G. T. & Linton, O. & Whang, Y.-J.
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A nonparametric test of a strong leverage hypothesis
by Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min
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Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements
by Minsu Chang & Sokbae Lee & Yoon‐Jae Whang
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Doubly robust uniform confidence band for the conditional average treatment effect function
by Lee, Sokbae & Okui, Ryo & Whang, Yoon-Jae
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Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects
by Gordon Anderson & Thierry Post & Yoon-Jae Whang
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Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function
by Sokbae Lee & Ryo Okui & Yoon-Jae Whang
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Inference on distribution functions under measurement error
by Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang
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TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
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Doubly robust uniform confidence band for the conditional average treatment effect function
by Sokbae Lee & Ryo Okui & Yoonâ Jae Whang
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The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
by Linton, O. & Whang, Y.-J. & Yen, Y.
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Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
by Gordon Anderson & Thierry Post & YOON-JAE WHANG
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Econometric Analysis of Stochastic Dominance
by Whang, Yoon-Jae
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INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR
by KARUN ADUSUMILLI & TAISUKE OTSU & YOON-JAE WHANG
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Monte Carlo Inference on Two-Sided Matching Models
by Taehoon Kim & Jacob Schwartz & Kyungchul Song & Yoon-Jae Whang
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Quantilograms under Strong Dependence
by Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG
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The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
by Oliver Linton & YOON-JAE WHANG & Yu-Min Yen
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Quantilograms under Strong Dependence
by Lee, L. & Linton, O. & Whang, Y.-J.
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On Unit Free Assessment of The Extent of Multilateral Distributional Variation
by Gordon Anderson & Oliver Linton & Grazia Pittau & Yoon Jae Whang & Roberto Zelli
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DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method
by Sokbae Lee & Ryo Okui & Yoon-Jae Whang & Heejun Lee
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Inference on distribution functions under measurement error
by Adusumilli, Karun & Kurisu, Daisuke & Otsu, Taisuke & Whang, Yoon-Jae
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On Unit Free Assessment of The Extent of Multilateral Distributional Variation
by Anderson, G. & Linton, O. & Pittau, M. G. & Whang, Y.-J. & Zelli, R.
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QUANTILOGRAMS UNDER STRONG DEPENDENCE
by Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae
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Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
by Gordon Anderson & Thierry Post & Yoon-Jae Whang
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Testing for Time Stochastic Dominance
by Lee, K. & Linton, O. & Whang, Y.-J.
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Testing Stochastic Dominance with Many Conditioning Variables
by Linton, O. & Seo, M. & Whang, Y.-J.