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Information about:
Yoon-Jae Whang

Personal Details | Affiliation | Works
This is information that was supplied by Yoon-Jae Whang in registering through RePEc. If you are Yoon-Jae Whang , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Yoon-Jae
Middle Name:
Last Name: Whang
Suffix:

RePEc Short-ID: pwh7

Email:
Homepage: http://plaza.snu.ac.kr/~whang
Postal Address: School of Economics Seoul National University Seoul 151-742 Korea
Phone: +82-2-880-6362

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," Economics Working Papers we095130, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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  2. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation, Yale University. [Downloadable!]
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  3. Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  4. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation, Yale University. [Downloadable!]

  5. Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006. "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers dp568, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

  6. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006. "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series /2006/504, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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    Published as:

  7. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation, Yale University. [Downloadable!]

  8. Post, G.T. & Linton, O. & Whang, Y-J., 2005. "Testing for Stochastic Dominance Efficiency," Research Paper ERS-2005-033-F&A Revision, 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 Uni. [Downloadable!]

  9. Park, Joon Y. & Whang, Yoon-Jae, 2004. "A Test of the Martingale Hypothesis," Working Papers 2004-11, Rice University, Department of Economics. [Downloadable!]

  10. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, EconWPA. [Downloadable!]
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    Published as:

  11. Oliver Linton & Yoon-Jae Whang, 2003. "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series /2003/463, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:

  12. Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation, Yale University, revised Mar 2002. [Downloadable!]
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  13. Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series /2000/397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Published as:

  14. Joon Y. Park & Yoon-Jae Whang, 1999. "Random Walk or Chaos: A Formal Test on the Lyapunov Exponent," Working Paper Series no9, Institute of Economic Research, Seoul National University. [Downloadable!]

  15. Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  16. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  17. Donald W.K. Andrews & Yoon-Jae Whang, 1989. "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Cowles Foundation Discussion Papers 925, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

Articles

  1. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, 03. [Downloadable!] (restricted)
    Other versions:

  2. Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007. "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 736-755, December. [Downloadable!] (restricted)
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  3. Linton, O. & Whang, Yoon-Jae, 2007. "The quantilogram: With an application to evaluating directional predictability," Journal of Econometrics, Elsevier, vol. 141(1), pages 250-282, November. [Downloadable!] (restricted)

  4. Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(02), pages 173-205, April. [Downloadable!]
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  5. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2005. "Consistent Testing for Stochastic Dominance under General Sampling Schemes," Review of Economic Studies, Blackwell Publishing, vol. 72(3), pages 735-765, 07. [Downloadable!] (restricted)

  6. Whang, Yoon-Jae & Kim, Jinho, 2003. "A multiple variance ratio test using subsampling," Economics Letters, Elsevier, vol. 79(2), pages 225-230, May. [Downloadable!] (restricted)

  7. Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(02), pages 420-468, April. [Downloadable!]
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  8. Whang, Yoon-Jae, 2001. "Consistent specification testing for conditional moment restrictions," Economics Letters, Elsevier, vol. 71(3), pages 299-306, June. [Downloadable!] (restricted)

  9. Whang, Yoon-Jae, 2000. "Consistent bootstrap tests of parametric regression functions," Journal of Econometrics, Elsevier, vol. 98(1), pages 27-46, September. [Downloadable!] (restricted)

  10. Whang, Yoon-Jae & Linton, Oliver, 1999. "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, vol. 91(1), pages 1-42, July. [Downloadable!] (restricted)
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  11. Yoon-Jae Whang, 1998. "A test of normality using nonparametrlic residuals," Econometric Reviews, Taylor and Francis Journals, vol. 17(3), pages 301-327. [Downloadable!] (restricted)

  12. Whang, Yoon-Jae, 1998. "A Test Of Autocorrelation In The Presence Of Heteroskedasticity Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 14(01), pages 87-122, February. [Downloadable!]

  13. Whang, Yoon-Jae, 1998. "Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-Section And Time Series Models," Econometric Theory, Cambridge University Press, vol. 14(03), pages 369-374, June. [Downloadable!]

  14. Whang, Yoon-Jae & Andrews, Donald W. K., 1993. "Tests of specification for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 277-318. [Downloadable!] (restricted)
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  15. Yoon-Jae Whang, 1993. "A Semiparametric Analysis Of The Life Cycle-Permanent Income Hypothesis," International Economic Journal, Korean International Economic Association, vol. 7(4), pages 89-108, December. [Downloadable!] (restricted)

  16. Whang, Yoon-Jae, 1990. "A Matrix Inequality," Econometric Theory, Cambridge University Press, vol. 6(01), pages 120-121, March. [Downloadable!]

  17. Andrews, Donald W.K. & Whang, Yoon-Jae, 1990. "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Econometric Theory, Cambridge University Press, vol. 6(04), pages 466-479, December. [Downloadable!]
    Other versions:

  18. RePEc:bep:sndecm:9:2005:2:1163-1163 is not listed on IDEAS

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (14) 1999-08-04 2000-06-29 2003-11-03 2003-11-03 2003-11-23 2004-03-14 2004-03-14 2005-09-29 2006-10-28 2008-03-08 2008-05-31 2008-08-21 2009-07-28 2009-07-28 Author is listed
  2. NEP-ETS: Econometric Time Series (3) 1999-07-28 2000-06-29 2006-10-28
  3. NEP-FIN: Finance (2) 2003-11-23 2004-03-14
  4. NEP-LTV: Unemployment, Inequality & Poverty (2) 2009-08-16 2009-08-22
  5. NEP-MFD: Microfinance (2) 2003-11-03 2003-11-03
  6. NEP-ORE: Operations Research (3) 2008-03-08 2008-08-21 2009-07-28
  7. NEP-RMG: Risk Management (2) 2003-11-23 2004-03-14
  8. NEP-SEA: South East Asia (1) 2006-11-25
  9. NEP-TRA: Transition Economics (1) 2009-07-28
Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-11-16.

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