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

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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
   Also in Working Papers, University of Toronto, Department of Economics (2020) View citations (1)
2. Testing Stochastic Dominance with Many Conditioning Variables
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
3. Testing for Time Stochastic Dominance
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

2018

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

2017

7. 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 View citations (37)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (1)
   KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
   Papers, arXiv.org (2016) 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) View citations (44) (2017)
8. Inference on distribution functions under measurement error
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)
   Also in Working Paper Series, Institute of Economic Research, Seoul National University View citations (4)
   See also Journal Article Inference on distribution functions under measurement error, Journal of Econometrics, Elsevier (2020) View citations (8) (2020)

2016

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

2014

10. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (13)
    See also Journal Article TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES, Econometric Theory, Cambridge University Press (2018) View citations (22) (2018)
11. The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (6)
    See also Journal Article The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series, Journal of Econometrics, Elsevier (2016) View citations (253) (2016)

2013

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

2012

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

2011

15. Testing functional inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    See also Journal Article Testing functional inequalities, Journal of Econometrics, Elsevier (2013) View citations (53) (2013)

2009

16. An Improved Bootstrap Test of Stochastic Dominance
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2009) View citations (2)
    See also Journal Article An improved bootstrap test of stochastic dominance, Journal of Econometrics, Elsevier (2010) View citations (121) (2010)
17. Nonparametric Estimation of a Polarization Measure
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (8)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2009) View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (6)
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2009) View citations (8)
18. Nonparametric Tests of Conditional Treatment Effects
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (25)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (25)

2008

19. 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 View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) View citations (6)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (7)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2008)
20. Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    See also Journal Article Testing for non-nested conditional moment restrictions using unconditional empirical likelihood, Journal of Econometrics, Elsevier (2012) View citations (2) (2012)
21. Testing for stochastic monotonicity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2006)
    See also Journal Article Testing for Stochastic Monotonicity, Econometrica, Econometric Society (2009) View citations (64) (2009)

2006

22. Are there Monday effects in Stock Returns: A Stochastic Dominance Approach
    FMG Discussion Papers, Financial Markets Group View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (1)
    See also Journal Article Are there Monday effects in stock returns: A stochastic dominance approach, Journal of Empirical Finance, Elsevier (2007) View citations (45) (2007)

2005

23. Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    See also Journal Article TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD, Econometric Theory, Cambridge University Press (2011) View citations (10) (2011)
24. 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 View citations (3)

2004

25. A Quantilogram Approach to Evaluating Directional Predictability
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (4)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003) View citations (5)
26. A Test of the Martingale Hypothesis
    Working Papers, Rice University, Department of Economics
    See also Journal Article A Test of the Martingale Hypothesis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2005) View citations (3) (2005)
27. Consistent Testing for Stochastic Dominance: A Subsampling Approach
    FMG Discussion Papers, Financial Markets Group
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (13)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (4)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (4)
    FMG Discussion Papers, Financial Markets Group (2002) View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003)
28. Smoothed Empirical Likelihood Methods for Quantile Regression Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Econometrics, University Library of Munich, Germany (2003) View citations (2)
    See also Journal Article SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS, Econometric Theory, Cambridge University Press (2006) View citations (46) (2006)

2003

29. 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 View citations (23)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) 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) View citations (314) (2005)

2002

30. Nonparametric estimation with aggregated data
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (11)
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000)
    See also Journal Article NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA, Econometric Theory, Cambridge University Press (2002) View citations (11) (2002)

1997

31. 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 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) View citations (35) (1999)

1991

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

1989

33. Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
    See also Journal Article Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Econometric Theory, Cambridge University Press (1990) View citations (25) (1990)

Journal Articles

2020

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

2019

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

2018

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

2017

6. Doubly robust uniform confidence band for the conditional average treatment effect function
   Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 View citations (44)
   See also Working Paper Doubly robust uniform confidence band for the conditional average treatment effect function, LSE Research Online Documents on Economics (2017) View citations (37) (2017)

2016

7. A nonparametric test of a strong leverage hypothesis
   Journal of Econometrics, 2016, 194, (1), 153-186 View citations (6)
   See also Working Paper A nonparametric test of a strong leverage hypothesis, CeMMAP working papers (2013) View citations (1) (2013)
8. The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
   Journal of Econometrics, 2016, 193, (1), 251-270 View citations (253)
   See also Working Paper The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series, Cambridge Working Papers in Economics (2014) View citations (6) (2014)

2015

9. Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements
   Econometrics Journal, 2015, 18, (3), 307-346 View citations (10)

2014

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

2013

11. Testing functional inequalities
    Journal of Econometrics, 2013, 172, (1), 14-32 View citations (53)
    See also Working Paper Testing functional inequalities, CeMMAP working papers (2011) View citations (10) (2011)

2012

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

2011

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

2010

16. A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
    Journal of Econometrics, 2010, 157, (1), 165-178 View citations (12)
17. An improved bootstrap test of stochastic dominance
    Journal of Econometrics, 2010, 154, (2), 186-202 View citations (121)
    See also Working Paper An Improved Bootstrap Test of Stochastic Dominance, Cowles Foundation Discussion Papers (2009) View citations (1) (2009)

2009

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

2007

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

2006

21. SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
    Econometric Theory, 2006, 22, (2), 173-205 View citations (46)
    See also Working Paper Smoothed Empirical Likelihood Methods for Quantile Regression Models, Cowles Foundation Discussion Papers (2004) (2004)

2005

22. A Test of the Martingale Hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 32 View citations (3)
    See also Working Paper A Test of the Martingale Hypothesis, Working Papers (2004) (2004)
23. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    The Review of Economic Studies, 2005, 72, (3), 735-765 View citations (314)
    See also Working Paper Consistent Testing for Stochastic Dominance under General Sampling Schemes, SFB 373 Discussion Papers (2003) View citations (23) (2003)

2003

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

2002

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

2001

26. Consistent specification testing for conditional moment restrictions
    Economics Letters, 2001, 71, (3), 299-306 View citations (11)

2000

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

1999

28. The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
    Journal of Econometrics, 1999, 91, (1), 1-42 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) View citations (1) (1997)

1998

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

1993

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

1990

33. Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    Econometric Theory, 1990, 6, (4), 466-479 View citations (25)
    See also Working Paper Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Cowles Foundation Discussion Papers (1989) 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