Yoon-Jae Whang

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Contact

Affiliations

• Seoul National University → Division of Economics
  • website
  • location: Seoul, South Korea

Research profile

author of:

• The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series
  by Yoon-Jae Whang & Oliver Linton
• Consistent Testing for Stochastic Dominance: A Subsampling Approach
  by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae
• Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
  by Donald W. K. Andrews & Yoon-Jae Whang
• Tests of Specification for Parametric and Semiparametric Models
  by Yoon-Jae Whang & Donald W. K. Andrews
• Consistent Testing for Stochastic Dominance: A Subsampling Approach
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
• Random Walk or Chaos: A Formal Test on the Lyapunov Exponent
  by Joon Y. Park & Yoon-Jae Whang
• Smoothed Empirical Likelihood Methods for Quantile Regression Models
  by Yoon-Jae Whang
• A Quantilogram Approach to Evaluating Directional Predictability
  by Oliver Linton & Yoon-Jae Whang
• Smoothed Empirical Likelihood Methods for Quantile Regression Models
  by Yoon-Jae Whang
• Consistent bootstrap tests of parametric regression functions
  by Whang, Yoon-Jae
• A multiple variance ratio test using subsampling
  by Whang, Yoon-Jae & Kim, Jinho
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
  by Whang, Yoon-Jae & Linton, Oliver
• Consistent specification testing for conditional moment restrictions
  by Whang, Yoon-Jae
• Tests of specification for parametric and semiparametric models
  by Whang, Yoon-Jae & Andrews, Donald W. K.
• Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood
  by Taisuke Otsu & Yoon-Jae Whang
• Consistent Testing for Stochastic Dominance: A Subsampling Approach
  by Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton
• Are there Monday effects in Stock Returns: A Stochastic Dominance Approach
  by Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton
• Are there Monday effects in stock returns: A stochastic dominance approach
  by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
• Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
  by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang
• The quantilogram: With an application to evaluating directional predictability
  by Linton, O. & Whang, Yoon-Jae
• Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
  by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang
• A Test of the Martingale Hypothesis
  by Park, Joon Y. & Whang, Yoon-Jae
• Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
  by Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang
• Testing for stochastic monotonicity
  by Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang
• A test of normality using nonparametrlic residuals
  by Yoon-Jae Whang
• Testing for Stochastic Monotonicity
  by Sokbae Lee & Oliver Linton & Yoon-Jae Whang
• NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
  by Linton, Oliver & Whang, Yoon-Jae
• TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS
  by Whang, Yoon-Jae
• Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
  by Andrews, Donald W. K. & Whang, Yoon-Jae
• A Matrix Inequality
  by Whang, Yoon-Jae
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
  by Whang, Yoon-Jae
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
  by Whang, Yoon-Jae
• An Improved Bootstrap Test of Stochastic Dominance
  by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
• Nonparametric estimation of a polarization measure
  by Whang, Yoon-Jae & Oliver, Linton & Anderson, Gordon
• An improved bootstrap test of stochastic dominance
  by Whang, Yoon-Jae & Song, Kyungchul & Linton, Oliver
• Nonparametric Estimation of a Polarization Measure
  by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
• Nonparametric estimation of a polarization measure
  by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
• A Test of the Martingale Hypothesis
  by Park Joon Y. & Whang Yoon-Jae
• Nonparametric Tests of Conditional Treatment Effects
  by Sokbae Lee & Yoon-Jae Whang
• Nonparametric tests of conditional treatment effects
  by Sokbae (Simon) Lee & Yoon-Jae Whang
• A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
  by Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae
• An improved bootstrap test of stochastic dominance
  by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
  by Otsu, Taisuke & Whang, Yoon-Jae
• Testing functional inequalities
  by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
  by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
• Testing functional inequalities
  by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
• Testing for the stochastic dominance efficiency of a given portfolio
  by Oliver Linton & Yoon-Jae Whang
• A nonparametric test of the leverage hypothesis
  by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
• Random walk or chaos: A formal test on the Lyapunov exponent
  by Park, Joon Y. & Whang, Yoon-Jae
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Nonparametric estimation and inference about the overlap of two distributions
  by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
• Testing for stochastic monotonicity
  by Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae
• Testing for the stochastic dominance efficiency of a given portfolio
  by Oliver Linton & Thierry Post & Yoon‐Jae Whang
• Nonparametric Estimation with Aggregated Data
  by Oliver Linton & Yoon-Jae Whang
• Testing for a general class of functional inequalities
  by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang
• TESTING FOR STOCHASTICMONOTONICITY
  by Sokbae Lee & Oliver Linton & Yoon-Jae Whang
• Nonparametric estimation of a polarization measure
  by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
• A nonparametric test of a strong leverage hypothesis
  by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen
• TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
  by Sokbae Lee & Kyungchul Song & Yoon-Jae Whang
• Nonparametric estimation with aggregated data
  by Linton, Oliver & Whang, Yoon-Jae
• DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION
  by SOKBAE LEE & RYO OKUI & YOON-JAE WHANG
• Nonparametric estimation with aggregated data
  by Linton, Oliver & Whang, Yoon-Jae
• Nonparametric Estimation of a Polarization Measure
  by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
• Consistent testing for stochastic dominance: a subsampling approach
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Are there Monday effects in stock returns: a stochastic dominance approach
  by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
• Consistent testing for stochastic dominance under general sampling schemes
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
• The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
  by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
• The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
  by Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae
• Consistent testing for stochastic dominance : a subsampling approach
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
  by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
• Consistent testing for stochastic dominance: a subsampling approach
  by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
• A quantilogram approach to evaluating directional predictability
  by Linton, Oliver & Whang, Yoon-Jae
• Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
  by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
• A Quantilogram Approach to Evaluating Directional Predictability
  by Oliver Linton & Yoon-Jae Whang
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
  by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang
• Doubly robust uniform confidence band for the conditional average treatment effect function
  by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang
• Consistent Testing for Stochastic Dominance: A Subsampling Approach
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang
• Testing for Stochastic Dominance Efficiency
  by Post, G. T. & Linton, O. & Whang, Y.-J.
• A nonparametric test of a strong leverage hypothesis
  by Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min
• Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements
  by Minsu Chang & Sokbae Lee & Yoon‐Jae Whang
• Doubly robust uniform confidence band for the conditional average treatment effect function
  by Lee, Sokbae & Okui, Ryo & Whang, Yoon-Jae
• Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects
  by Gordon Anderson & Thierry Post & Yoon-Jae Whang
• Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function
  by Sokbae Lee & Ryo Okui & Yoon-Jae Whang
• Inference on distribution functions under measurement error
  by Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang
• TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
  by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
• Doubly robust uniform confidence band for the conditional average treatment effect function
  by Sokbae Lee & Ryo Okui & Yoonâ Jae Whang
• The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
  by Linton, O. & Whang, Y.-J. & Yen, Y.