EconPapers    
Economics at your fingertips  
 

Details about Yoon-Jae Whang

E-mail:
Homepage:https://sites.google.com/site/whangyjhomepage/
Phone:+82-2-880-6362
Postal address:Department of Economics Seoul National University Seoul 08826 Korea
Workplace:Division of Economics, Seoul National University, (more information at EDIRC)

Access statistics for papers by Yoon-Jae Whang.

Last updated 2021-01-22. Update your information in the RePEc Author Service.

Short-id: pwh7


Jump to Journal Articles Books Software Items

Working Papers

2020

  1. On Unit Free Assessment of The Extent of Multilateral Distributional Variation
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    Also in Working Papers, University of Toronto, Department of Economics (2020) Downloads View citations (1)
  2. Testing Stochastic Dominance with Many Conditioning Variables
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  3. Testing for Time Stochastic Dominance
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

2018

  1. Quantilograms under Strong Dependence
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

    See also Journal Article QUANTILOGRAMS UNDER STRONG DEPENDENCE, Econometric Theory, Cambridge University Press (2020) Downloads (2020)
  2. Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads
    See also Journal Article Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) Downloads View citations (4) (2020)
  3. The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) Downloads View citations (2)

2017

  1. Doubly robust uniform confidence band for the conditional average treatment effect function
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (37)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2016) Downloads View citations (2)
    Papers, arXiv.org (2016) Downloads View citations (1)

    See also Journal Article Doubly robust uniform confidence band for the conditional average treatment effect function, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) Downloads View citations (43) (2017)
  2. Inference on distribution functions under measurement error
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (1)
    Also in Working Paper Series, Institute of Economic Research, Seoul National University Downloads View citations (4)

    See also Journal Article Inference on distribution functions under measurement error, Journal of Econometrics, Elsevier (2020) Downloads View citations (8) (2020)

2016

  1. Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects
    Working Papers, University of Toronto, Department of Economics

2014

  1. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (13)

    See also Journal Article TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES, Econometric Theory, Cambridge University Press (2018) Downloads View citations (22) (2018)
  2. The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (4)

    See also Journal Article The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series, Journal of Econometrics, Elsevier (2016) Downloads View citations (227) (2016)

2013

  1. A nonparametric test of a strong leverage hypothesis
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article A nonparametric test of a strong leverage hypothesis, Journal of Econometrics, Elsevier (2016) Downloads View citations (6) (2016)

2012

  1. A nonparametric test of the leverage hypothesis
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  2. Testing for the stochastic dominance efficiency of a given portfolio
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article Testing for the stochastic dominance efficiency of a given portfolio, Econometrics Journal, Royal Economic Society (2014) Downloads View citations (23) (2014)

2011

  1. Testing functional inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
    See also Journal Article Testing functional inequalities, Journal of Econometrics, Elsevier (2013) Downloads View citations (52) (2013)

2009

  1. An Improved Bootstrap Test of Stochastic Dominance
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2009) Downloads View citations (2)

    See also Journal Article An improved bootstrap test of stochastic dominance, Journal of Econometrics, Elsevier (2010) Downloads View citations (119) (2010)
  2. Nonparametric Estimation of a Polarization Measure
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) Downloads View citations (6)
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2009) Downloads View citations (8)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) Downloads View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (8)
  3. Nonparametric Tests of Conditional Treatment Effects
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (25)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (25)

2008

  1. Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) Downloads View citations (7)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2008) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) Downloads View citations (6)
  2. Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article Testing for non-nested conditional moment restrictions using unconditional empirical likelihood, Journal of Econometrics, Elsevier (2012) Downloads View citations (2) (2012)
  3. Testing for stochastic monotonicity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2006) Downloads

    See also Journal Article Testing for Stochastic Monotonicity, Econometrica, Econometric Society (2009) Downloads View citations (64) (2009)

2006

  1. Are there Monday effects in Stock Returns: A Stochastic Dominance Approach
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (1)

    See also Journal Article Are there Monday effects in stock returns: A stochastic dominance approach, Journal of Empirical Finance, Elsevier (2007) Downloads View citations (45) (2007)

2005

  1. Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD, Econometric Theory, Cambridge University Press (2011) Downloads View citations (10) (2011)
  2. Testing for Stochastic Dominance Efficiency
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (3)

2004

  1. A Quantilogram Approach to Evaluating Directional Predictability
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003) Downloads View citations (5)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (4)
  2. A Test of the Martingale Hypothesis
    Working Papers, Rice University, Department of Economics Downloads
    See also Journal Article A Test of the Martingale Hypothesis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2005) Downloads View citations (3) (2005)
  3. Consistent Testing for Stochastic Dominance: A Subsampling Approach
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) Downloads View citations (4)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) Downloads View citations (13)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (4)
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads
  4. Smoothed Empirical Likelihood Methods for Quantile Regression Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Econometrics, University Library of Munich, Germany (2003) Downloads View citations (2)

    See also Journal Article SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS, Econometric Theory, Cambridge University Press (2006) Downloads View citations (45) (2006)

2003

  1. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (23)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (22)

    See also Journal Article Consistent Testing for Stochastic Dominance under General Sampling Schemes, The Review of Economic Studies, Review of Economic Studies Ltd (2005) Downloads View citations (309) (2005)

2002

  1. Nonparametric estimation with aggregated data
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (11)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) Downloads
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000) Downloads

    See also Journal Article NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA, Econometric Theory, Cambridge University Press (2002) Downloads View citations (11) (2002)

1997

  1. The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series, Journal of Econometrics, Elsevier (1999) Downloads View citations (35) (1999)

1991

  1. Tests of Specification for Parametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article Tests of specification for parametric and semiparametric models, Journal of Econometrics, Elsevier (1993) Downloads View citations (45) (1993)

1989

  1. Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
    See also Journal Article Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Econometric Theory, Cambridge University Press (1990) Downloads View citations (24) (1990)

Journal Articles

2020

  1. Inference on distribution functions under measurement error
    Journal of Econometrics, 2020, 215, (1), 131-164 Downloads View citations (8)
    See also Working Paper Inference on distribution functions under measurement error, STICERD - Econometrics Paper Series (2017) Downloads View citations (1) (2017)
  2. QUANTILOGRAMS UNDER STRONG DEPENDENCE
    Econometric Theory, 2020, 36, (3), 457-487 Downloads
    See also Working Paper Quantilograms under Strong Dependence, Working Paper Series (2018) Downloads (2018)
  3. Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
    Journal of Business & Economic Statistics, 2020, 38, (3), 502-515 Downloads View citations (4)
    See also Working Paper Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects, Working Paper Series (2018) Downloads (2018)

2019

  1. Monte Carlo Inference on Two-Sided Matching Models
    Econometrics, 2019, 7, (1), 1-15 Downloads View citations (1)

2018

  1. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
    Econometric Theory, 2018, 34, (5), 1018-1064 Downloads View citations (22)
    See also Working Paper TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES, KIER Working Papers (2014) Downloads View citations (9) (2014)

2017

  1. Doubly robust uniform confidence band for the conditional average treatment effect function
    Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 Downloads View citations (43)
    See also Working Paper Doubly robust uniform confidence band for the conditional average treatment effect function, LSE Research Online Documents on Economics (2017) Downloads View citations (37) (2017)

2016

  1. A nonparametric test of a strong leverage hypothesis
    Journal of Econometrics, 2016, 194, (1), 153-186 Downloads View citations (6)
    See also Working Paper A nonparametric test of a strong leverage hypothesis, CeMMAP working papers (2013) Downloads View citations (1) (2013)
  2. The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
    Journal of Econometrics, 2016, 193, (1), 251-270 Downloads View citations (227)
    See also Working Paper The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series, Cambridge Working Papers in Economics (2014) Downloads View citations (6) (2014)

2015

  1. Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements
    Econometrics Journal, 2015, 18, (3), 307-346 Downloads View citations (9)

2014

  1. Testing for the stochastic dominance efficiency of a given portfolio
    Econometrics Journal, 2014, 17, (2), S59-S74 Downloads View citations (23)
    See also Working Paper Testing for the stochastic dominance efficiency of a given portfolio, CeMMAP working papers (2012) Downloads View citations (1) (2012)

2013

  1. Testing functional inequalities
    Journal of Econometrics, 2013, 172, (1), 14-32 Downloads View citations (52)
    See also Working Paper Testing functional inequalities, CeMMAP working papers (2011) Downloads View citations (8) (2011)

2012

  1. Nonparametric estimation and inference about the overlap of two distributions
    Journal of Econometrics, 2012, 171, (1), 1-23 Downloads View citations (29)
  2. Random walk or chaos: A formal test on the Lyapunov exponent
    Journal of Econometrics, 2012, 169, (1), 61-74 Downloads View citations (7)
  3. Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
    Journal of Econometrics, 2012, 167, (2), 370-382 Downloads View citations (2)
    See also Working Paper Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood, Cowles Foundation Discussion Papers (2008) Downloads View citations (2) (2008)

2011

  1. TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
    Econometric Theory, 2011, 27, (1), 114-153 Downloads View citations (10)
    See also Working Paper Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood, Cowles Foundation Discussion Papers (2005) Downloads View citations (2) (2005)

2010

  1. A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
    Journal of Econometrics, 2010, 157, (1), 165-178 Downloads View citations (12)
  2. An improved bootstrap test of stochastic dominance
    Journal of Econometrics, 2010, 154, (2), 186-202 Downloads View citations (119)
    See also Working Paper An Improved Bootstrap Test of Stochastic Dominance, Cowles Foundation Discussion Papers (2009) Downloads View citations (1) (2009)

2009

  1. Testing for Stochastic Monotonicity
    Econometrica, 2009, 77, (2), 585-602 Downloads View citations (64)
    See also Working Paper Testing for stochastic monotonicity, CeMMAP working papers (2008) Downloads View citations (1) (2008)

2007

  1. Are there Monday effects in stock returns: A stochastic dominance approach
    Journal of Empirical Finance, 2007, 14, (5), 736-755 Downloads View citations (45)
    See also Working Paper Are there Monday effects in Stock Returns: A Stochastic Dominance Approach, FMG Discussion Papers (2006) Downloads View citations (1) (2006)
  2. The quantilogram: With an application to evaluating directional predictability
    Journal of Econometrics, 2007, 141, (1), 250-282 Downloads View citations (99)

2006

  1. SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
    Econometric Theory, 2006, 22, (2), 173-205 Downloads View citations (45)
    See also Working Paper Smoothed Empirical Likelihood Methods for Quantile Regression Models, Cowles Foundation Discussion Papers (2004) Downloads (2004)

2005

  1. A Test of the Martingale Hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1-32 Downloads View citations (3)
    See also Working Paper A Test of the Martingale Hypothesis, Working Papers (2004) Downloads (2004)
  2. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    The Review of Economic Studies, 2005, 72, (3), 735-765 Downloads View citations (309)
    See also Working Paper Consistent Testing for Stochastic Dominance under General Sampling Schemes, SFB 373 Discussion Papers (2003) Downloads View citations (23) (2003)

2003

  1. A multiple variance ratio test using subsampling
    Economics Letters, 2003, 79, (2), 225-230 Downloads View citations (36)

2002

  1. NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
    Econometric Theory, 2002, 18, (2), 420-468 Downloads View citations (11)
    See also Working Paper Nonparametric estimation with aggregated data, LSE Research Online Documents on Economics (2002) Downloads View citations (11) (2002)

2001

  1. Consistent specification testing for conditional moment restrictions
    Economics Letters, 2001, 71, (3), 299-306 Downloads View citations (10)

2000

  1. Consistent bootstrap tests of parametric regression functions
    Journal of Econometrics, 2000, 98, (1), 27-46 Downloads View citations (45)

1999

  1. The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
    Journal of Econometrics, 1999, 91, (1), 1-42 Downloads View citations (35)
    See also Working Paper The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series, Cowles Foundation Discussion Papers (1997) Downloads View citations (1) (1997)

1998

  1. A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
    Econometric Theory, 1998, 14, (1), 87-122 Downloads View citations (10)
  2. A test of normality using nonparametrlic residuals
    Econometric Reviews, 1998, 17, (3), 301-327 Downloads View citations (1)
  3. TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS
    Econometric Theory, 1998, 14, (3), 369-374 Downloads

1993

  1. Tests of specification for parametric and semiparametric models
    Journal of Econometrics, 1993, 57, (1-3), 277-318 Downloads View citations (45)
    See also Working Paper Tests of Specification for Parametric and Semiparametric Models, Cowles Foundation Discussion Papers (1991) Downloads View citations (2) (1991)

1990

  1. Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    Econometric Theory, 1990, 6, (4), 466-479 Downloads View citations (24)
    See also Working Paper Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Cowles Foundation Discussion Papers (1989) Downloads View citations (4) (1989)

Books

2019

  1. Econometric Analysis of Stochastic Dominance
    Cambridge Books, Cambridge University Press View citations (14)

Software Items

2020

  1. DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2024-07-18