Yoon-Jae Whang

Seoul National University - School of Economics

San 56-1, Silim-dong, Kwanak-ku

Seoul 151-742

Korea

http://plaza.snu.ac.kr/~whang

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 24,323

SSRN RANKINGS

Top 24,323

in Total Papers Downloads

2,100

SSRN CITATIONS
Rank 5,745

SSRN RANKINGS

Top 5,745

in Total Papers Citations

43

CROSSREF CITATIONS

157

Scholarly Papers (22)

1.

Testing for Stochastic Dominance Efficiency

ERIM Report Series Reference No. ERS-2005-033-F&A
Number of pages: 29 Posted: 13 May 2005
Oliver B. Linton, Thierry Post and Yoon-Jae Whang
University of Cambridge, Graduate School of Business of Nazarbayev University and Seoul National University - School of Economics
Downloads 305 (106,761)

Abstract:

Loading...

stochastic dominance, portfolio diversification, asset pricing, portfolio analysis

Consistent Testing for Stochastic Dominance: A Subsampling Approach

Cowles Foundation Discussion Paper No. 1356
Number of pages: 42 Posted: 05 Mar 2002
Oliver B. Linton, Esfandiar Maasoumi and Yoon-Jae Whang
University of Cambridge, Southern Methodist University (SMU) - Department of Economics and Seoul National University - School of Economics
Downloads 180 (179,401)

Abstract:

Loading...

Bootstrap, Prospect Theory, Stochastic Dominance

Consistent Testing for Stochastic Dominance: A Subsampling Approach

LSE STICERD Research Paper No. EM433
Number of pages: 50 Posted: 21 Jul 2008
Oliver B. Linton, Esfandiar Maasoumi and Yoon-Jae Whang
University of Cambridge, Emory University and Seoul National University - School of Economics
Downloads 39 (467,612)
Citation 2

Abstract:

Loading...

3.

The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series

Number of pages: 57 Posted: 11 Oct 2013 Last Revised: 16 Jan 2014
Kyung-Hee University - Department of Economics, University of Cambridge, Monash University - Department of Econometrics and Business Statistics and Seoul National University - School of Economics
Downloads 195 (166,977)
Citation 7

Abstract:

Loading...

Quantile, Correlogram, Dependence, Predictability, Systemic risk

4.

Smoothed Empirical Likelihood Methods for Quantile Regression Models

Cowles Foundation Discussion Paper No. 1453
Number of pages: 45 Posted: 24 Mar 2004
Yoon-Jae Whang
Seoul National University - School of Economics
Downloads 180 (179,437)

Abstract:

Loading...

Bartlett correction, Bootstrap, Edgeworth expansion, Empirical likelihood, Quantile regression model, Censored quantile regression model

5.

Quantilograms under Strong Dependence

Number of pages: 34 Posted: 27 Mar 2017 Last Revised: 15 Jul 2019
Ji Hyung Lee, Oliver B. Linton and Yoon-Jae Whang
University of Illinois at Urbana-Champaign - Department of Economics, University of Cambridge and Seoul National University - School of Economics
Downloads 153 (206,325)
Citation 2

Abstract:

Loading...

Long Memory, Moving Block Bootstrap, Nonlinear Dependence, Quantilogram and Cross-Quantilgoram, Uniform Reduction Principle

A Quantilogram Approach to Evaluating Directional Predictability

Cowles Foundation Discussion Paper No. 1454
Number of pages: 25 Posted: 10 Jan 2004
Oliver B. Linton and Yoon-Jae Whang
University of Cambridge and Seoul National University - School of Economics
Downloads 106 (274,423)

Abstract:

Loading...

Correlogram, Dependence, Efficient Markets, Empirical Process, Portmanteau, Quantiles

A Quantilogram Approach to Evaluating Directional Predictability

LSE STICERD Research Paper No. EM463
Number of pages: 27 Posted: 21 Jul 2008
Oliver B. Linton and Yoon-Jae Whang
University of Cambridge and Seoul National University - School of Economics
Downloads 42 (454,338)
Citation 3

Abstract:

Loading...

7.

Nonparametric Tests of Conditional Treatment Effects

Cowles Foundation Discussion Paper No. 1740
Number of pages: 68 Posted: 14 Nov 2009
Sokbae Lee and Yoon-Jae Whang
University College London and Seoul National University - School of Economics
Downloads 136 (226,904)
Citation 2

Abstract:

Loading...

average treatment effect, conditional stochastic dominance, poissionization, programme evaluation

Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary

PIER Working Paper No. 08-006
Number of pages: 44 Posted: 26 Feb 2008
Oliver B. Linton, Kyungchul Song and Yoon-Jae Whang
University of Cambridge, University of British Columbia (UBC) - Department of Economics and Seoul National University - School of Economics
Downloads 89 (308,282)

Abstract:

Loading...

Set estimation, Size of test, Unbiasedness, Similarity, Bootstrap, Subsampling

Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary

LSE STICERD Research Paper No. EM527
Number of pages: 47 Posted: 13 May 2009
Oliver B. Linton, Kyungchul Song and Yoon-Jae Whang
University of Cambridge, University of British Columbia (UBC) - Department of Economics and Seoul National University - School of Economics
Downloads 37 (476,728)

Abstract:

Loading...

9.

Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function

Number of pages: 52 Posted: 13 Jan 2016 Last Revised: 01 Nov 2016
Sokbae Lee, Ryo Okui and Yoon-Jae Whang
Seoul National University, Seoul National University and Seoul National University - School of Economics
Downloads 85 (314,705)
Citation 6

Abstract:

Loading...

average treatment effect conditional on covariates, uniform confidence band, double robustness, Gaussian approximation

Nonparametric Estimation of a Polarization Measure

LSE STICERD Research Paper No. EM534
Number of pages: 51 Posted: 08 Feb 2010
Gordon Anderson, Oliver B. Linton and Yoon-Jae Whang
University of Toronto, University of Cambridge and Seoul National University - School of Economics
Downloads 85 (317,456)

Abstract:

Loading...

Nonparametric Estimation of a Polarization Measure

Cowles Foundation Discussion Paper No. 1714
Posted: 20 Jul 2009
Gordon Anderson, Oliver B. Linton and Yoon-Jae Whang
University of Toronto, University of Cambridge and Seoul National University - School of Economics

Abstract:

Loading...

kernel estimation, inequality, overlap coefficient, poissonization

11.

A Nonparametric Test of a Strong Leverage Hypothesis

Number of pages: 89 Posted: 13 Sep 2012 Last Revised: 26 May 2015
Oliver B. Linton, Yoon-Jae Whang and Yumin Yen
University of Cambridge, Seoul National University - School of Economics and Academia Sinica
Downloads 78 (331,247)
Citation 3

Abstract:

Loading...

Distribution function, Leverage Effect, Gaussian Process

12.

Somewhere between Utopia and Dystopia: Choosing from Incomparable Prospects

Number of pages: 34 Posted: 09 Nov 2016 Last Revised: 25 Feb 2017
Gordon Anderson, Thierry Post and Yoon-Jae Whang
University of Toronto, Graduate School of Business of Nazarbayev University and Seoul National University - School of Economics
Downloads 73 (344,089)
Citation 2

Abstract:

Loading...

Almost Stochastic Dominance, Convex Stochastic Dominance, subsampling, wellbeing analysis, portfolio choice.

13.

Testing for Non-Nested Conditional Moment Restrictions Via Conditional Empirical Likelihood

Cowles Foundation Discussion Paper No. 1533
Number of pages: 35 Posted: 20 Sep 2005
Taisuke Otsu and Yoon-Jae Whang
Yale University - Cowles Foundation and Seoul National University - School of Economics
Downloads 70 (352,157)

Abstract:

Loading...

Empirical likelihood, Non-nested tests, Encompassing tests, Cox-type tests, Conditional moment restrictions

14.

An Improved Bootstrap Test of Stochastic Dominance

Cowles Foundation Discussion Paper No. 1713
Number of pages: 44 Posted: 20 Jul 2009
Oliver B. Linton, Kyungchul Song and Yoon-Jae Whang
University of Cambridge, University of British Columbia (UBC) - Department of Economics and Seoul National University - School of Economics
Downloads 63 (372,224)
Citation 6

Abstract:

Loading...

set estimation, size of test, similarity, bootstrap, subsampling

15.

Consistent Testing for Stochastic Dominance Under General Sampling Schemes

LSE STICERD Research Paper No. EM466
Number of pages: 54 Posted: 21 Jul 2008
Oliver B. Linton, Esfandiar Maasoumi and Yoon-Jae Whang
University of Cambridge, Emory University and Seoul National University - School of Economics
Downloads 58 (387,662)
Citation 10

Abstract:

Loading...

16.

Testing for Stochastic Monotonicity

LSE STICERD Research Paper No. EM504
Number of pages: 26 Posted: 21 Jul 2008
Sokbae Lee, Oliver B. Linton and Yoon-Jae Whang
University College London, University of Cambridge and Seoul National University - School of Economics
Downloads 46 (429,538)

Abstract:

Loading...

17.

Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood

Cowles Foundation Discussion Paper No. 1660
Number of pages: 30 Posted: 23 May 2008
Taisuke Otsu, Myung Hwan Seo and Yoon-Jae Whang
Yale University - Cowles Foundation, Seoul National University - School of Economics and Seoul National University - School of Economics
Downloads 41 (449,328)
Citation 1

Abstract:

Loading...

Empirical likelihood, Non-nested tests, Conditional moment restrictions

18.

Nonparametric Estimation with Aggregated Data

LSE STICERD Research Paper No. EM397
Number of pages: 52 Posted: 21 Jul 2008
Oliver B. Linton and Yoon-Jae Whang
University of Cambridge and Seoul National University - School of Economics
Downloads 21 (551,191)

Abstract:

Loading...

19.

Testing Stochastic Dominance with Many Conditioning Variables

Number of pages: 55 Posted: 07 Mar 2020
Oliver B. Linton, Myunghwan Seo and Yoon-Jae Whang
University of Cambridge, affiliation not provided to SSRN and Seoul National University - School of Economics
Downloads 18 (570,058)

Abstract:

Loading...

Bootstrap; Empirical process; Home bias; LASSO; Power boosting; Sparsity

20.

Nonparametric Tests of Conditional Treatment Effects with an Application to Single‐Sex Schooling on Academic Achievements

The Econometrics Journal, Vol. 18, Issue 3, pp. 307-346, 2015
Number of pages: 40 Posted: 19 Jan 2016
Minsu Chang, Sokbae Lee and Yoon-Jae Whang
University of Pennsylvania, Seoul National University and Seoul National University - School of Economics
Downloads 0 (711,666)
  • Add to Cart

Abstract:

Loading...

Average treatment effect, Conditional stochastic dominance, Poissionization, Programme evaluation

21.

Testing for the Stochastic Dominance Efficiency of a Given Portfolio

The Econometrics Journal, Vol. 17, Issue 2, pp. S59-S74, 2014
Number of pages: 16 Posted: 05 Jun 2014
Oliver B. Linton, Thierry Post and Yoon-Jae Whang
University of Cambridge, Graduate School of Business of Nazarbayev University and Seoul National University - School of Economics
Downloads 0 (711,666)
Citation 1
  • Add to Cart

Abstract:

Loading...

Linear programming, Portfolio choice, Stochastic dominance, Subsampling

22.

An Empirical Analysis of the Demand for Fixed and Mobile Telecommunications Services

International Telecommunications Policy Review, Vol. 19, No. 4, 2012
Posted: 03 Jan 2013 Last Revised: 10 Jan 2013
Yongkyu Kim, Jin-Soo Yoo, Seonghoon Jeon and Yoon-Jae Whang
Hanyang University - Department of Economics, Sookmyung Women's University - Department of Economics, Sogang University - Department of Economics and Seoul National University - School of Economics

Abstract:

Loading...

Fixed and mobile telephone demand, Own-price elasticity, Cross-price elasticity, AIDS, SMS