Yoon-Jae Whang
Yoon-Jae Whang
Verified email at snu.ac.kr - Homepage
Title
Cited by
Cited by
Year
Consistent testing for stochastic dominance under general sampling schemes
O Linton, E Maasoumi, YJ Whang
The Review of Economic Studies 72 (3), 735-765, 2005
5172005
An improved bootstrap test of stochastic dominance
O Linton, K Song, YJ Whang
Journal of Econometrics 154 (2), 186-202, 2010
1502010
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
H Han, O Linton, T Oka, YJ Whang
Journal of Econometrics 193 (1), 251-270, 2016
1272016
The quantilogram: With an application to evaluating directional predictability
O Linton, YJ Whang
Journal of Econometrics 141 (1), 250-282, 2007
1212007
Are there Monday effects in stock returns: A stochastic dominance approach
YH Cho, O Linton, YJ Whang
Journal of Empirical Finance 14 (5), 736-755, 2007
1122007
Tests of specification for parametric and semiparametric models
YJ Whang, DWK Andrews
Journal of Econometrics 57 (1-3), 277-318, 1993
1121993
A multiple variance ratio test using subsampling
YJ Whang, J Kim
Economics Letters 79 (2), 225-230, 2003
942003
Testing for stochastic monotonicity
S Lee, O Linton, YJ Whang
Econometrica 77 (2), 585-602, 2009
872009
Smoothed empirical likelihood methods for quantile regression models
YJ Whang
Econometric Theory, 173-205, 2006
872006
Additive interactive regression models: circumvention of the curse of dimensionality
DWK Andrews, YJ Whang
Econometric Theory 6 (4), 466-479, 1990
871990
Testing functional inequalities
S Lee, K Song, YJ Whang
Journal of Econometrics 172 (1), 14-32, 2013
732013
Consistent bootstrap tests of parametric regression functions
YJ Whang
Journal of Econometrics 98 (1), 27-46, 2000
722000
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
YJ Whang, O Linton
Journal of Econometrics 91 (1), 1-42, 1999
681999
Nonparametric estimation and inference about the overlap of two distributions
G Anderson, O Linton, YJ Whang
Journal of Econometrics 171 (1), 1-23, 2012
532012
Testing for a general class of functional inequalities
S Lee, K Song, YJ Whang
Econometric Theory 34 (5), 1018-1064, 2018
462018
Entrepreneurship and economic growth in Spanish and Portuguese regions
E Vázquez, S Gómes, E Vieira
Louvain-la-Neuve: European Regional Science Association (ERSA), 2010
452010
Consistent specification testing for conditional moment restrictions
YJ Whang
Economics Letters 71 (3), 299-306, 2001
402001
Testing for the stochastic dominance efficiency of a given portfolio
O Linton, T Post, YJ Whang
The Econometrics Journal 17 (2), S59-S74, 2014
352014
Nonparametric tests of conditional treatment effects
S Lee, YJ Whang
Cowles Foundation Discussion Paper, 2009
342009
Doubly robust uniform confidence band for the conditional average treatment effect function
S Lee, R Okui, YJ Whang
Journal of Applied Econometrics 32 (7), 1207-1225, 2017
312017
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Articles 1–20