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

21

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CITATIONS
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135

Scholarly Papers (21)

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 298 (99,118)
Citation 37

Abstract:

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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 178 (165,019)
Citation 10

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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 32 (458,501)
Citation 10

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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 177 (165,784)

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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 177 (165,784)
Citation 4

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

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 98 (264,627)
Citation 7

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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 38 (431,940)
Citation 8

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6.

Quantilograms under Strong Dependence

Number of pages: 31 Posted: 27 Mar 2017 Last Revised: 30 Nov 2017
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 129 (215,809)

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

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 121 (226,446)
Citation 1

Abstract:

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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 86 (288,029)
Citation 1

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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 35 (444,900)
Citation 1

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9.
Downloads 83 (291,902)
Citation 1

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 83 (294,567)
Citation 1

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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

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kernel estimation, inequality, overlap coefficient, poissonization

10.

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 82 (294,025)

Abstract:

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

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 74 (312,253)

Abstract:

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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 67 (329,727)

Abstract:

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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 67 (329,727)
Citation 3

Abstract:

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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 61 (345,953)
Citation 5

Abstract:

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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 55 (363,800)
Citation 52

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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 41 (411,100)
Citation 2

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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 39 (418,683)
Citation 3

Abstract:

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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 19 (515,412)
Citation 1

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19.

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 (650,650)
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Average treatment effect, Conditional stochastic dominance, Poissionization, Programme evaluation

20.

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 (650,650)
Citation 4
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Linear programming, Portfolio choice, Stochastic dominance, Subsampling

21.

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:

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