Edit Profile (opens in new tab) Whang, Yoon-Jae Co-Author Distance Author ID: whang.yoon-jae Published as: Whang, Yoon-Jae; Whang, Yoon Jae; Whang, Y.-J. more...less Documents Indexed: 33 Publications since 1993, including 1 Book and 1 Additional arXiv Preprint 1 Contribution as Editor Co-Authors: 23 Co-Authors with 28 Joint Publications 388 Co-Co-Authors all top 5 Co-Authors 6 single-authored 15 Linton, Oliver Bruce 5 Lee, Sokbae 4 Song, Kyungchul 3 Otsu, Taisuke 3 Park, Joon Y. 2 Seo, Myunghwan 2 Yen, Yu-Min 1 Adusumilli, Karun 1 Andrews, Donald Wilfrid Kao 1 Chang, Minsu 1 Han, Heejoon 1 Hong, Han 1 Kim, Jinho 1 Kuan, Chung-Ming 1 Kurisu, Daisuke 1 Lee, Ji Hyung 1 Lee, Kyungho 1 Maasoumi, Esfandiar 1 Oka, Tatsushi 1 Pittau, Maria Grazia 1 Post, Thierry 1 Shin, Kwanho 1 Zelli, Roberto all top 5 Serials 16 Journal of Econometrics 6 Econometric Theory 3 The Econometrics Journal 2 Econometric Reviews 2 Economics Letters 1 Econometrica 1 The Review of Economic Studies 1 Studies in Nonlinear Dynamics and Econometrics 1 Themes in Modern Econometrics all top 5 Fields 34 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 3 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 446 times in 356 Documents Cited by ▼ Year ▼ Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031 Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae 88 2005 Smoothed empirical likelihood methods for quantile regression models. Zbl 1138.62017 Whang, Yoon-Jae 50 2006 An improved bootstrap test of stochastic dominance. Zbl 1431.62190 Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae 46 2010 Tests of specification for parametric and semiparametric models. Zbl 0786.62029 Whang, Yoon-Jae; Andrews, Donald W. K. 27 1993 Consistent bootstrap tests of parametric regression functions. Zbl 0966.62018 Whang, Yoon-Jae 24 2000 Testing for stochastic monotonicity. Zbl 1161.62080 Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae 24 2009 The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338 Linton, O.; Whang, Yoon-Jae 24 2007 The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380 Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae 23 2016 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503 Whang, Yoon-Jae; Linton, Oliver 18 1999 Testing functional inequalities. Zbl 1443.62101 Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae 18 2013 Consistent specification testing for conditional moment restrictions. Zbl 1028.62030 Whang, Y.-J. 13 2001 Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079 Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae 13 2012 Testing for a general class of functional inequalities. Zbl 1400.62096 Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae 13 2018 Nonparametric estimation with aggregated data. Zbl 1109.62312 Linton, Oliver; Whang, Yoon-Jae 11 2002 Econometric analysis of stochastic dominance: concepts, methods, tools, and applications. Zbl 1409.62010 Whang, Yoon-Jae 9 2019 A test of autocorrelation in the presence of heteroskedasticity of unknown form. Zbl 1419.62255 Whang, Yoon-Jae 7 1998 Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements. Zbl 1521.62068 Chang, Minsu; Lee, Sokbae; Whang, Yoon-Jae 7 2015 Testing for nonnested conditional moment restrictions via conditional empirical likelihood. Zbl 1207.62100 Otsu, Taisuke; Whang, Yoon-Jae 5 2011 Random walk or chaos: a formal test on the Lyapunov exponent. Zbl 1443.62234 Park, Joon Y.; Whang, Yoon-Jae 5 2012 A multiple variance ratio test using subsampling. Zbl 1255.62390 Whang, Yoon-Jae; Kim, Jinho 5 2003 Inference on distribution functions under measurement error. Zbl 1456.62057 Adusumilli, Karun; Kurisu, Daisuke; Otsu, Taisuke; Whang, Yoon-Jae 5 2020 Testing for the stochastic dominance efficiency of a given portfolio. Zbl 1521.62197 Linton, Oliver; Post, Thierry; Whang, Yoon-Jae 5 2014 A test of the martingale hypothesis. Zbl 1082.62075 Park, Joon Y.; Whang, Yoon-Jae 2 2005 A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480 Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min 2 2016 A test of normality using nonparametric residuals. Zbl 1115.62325 Whang, Yoon-Jae 1 1998 The lower regression function and testing expectation dependence dominance hypotheses. Zbl 1490.62109 Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min 1 2021 The lower regression function and testing expectation dependence dominance hypotheses. Zbl 1490.62109 Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min 1 2021 Inference on distribution functions under measurement error. Zbl 1456.62057 Adusumilli, Karun; Kurisu, Daisuke; Otsu, Taisuke; Whang, Yoon-Jae 5 2020 Econometric analysis of stochastic dominance: concepts, methods, tools, and applications. Zbl 1409.62010 Whang, Yoon-Jae 9 2019 Testing for a general class of functional inequalities. Zbl 1400.62096 Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae 13 2018 The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380 Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae 23 2016 A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480 Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min 2 2016 Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements. Zbl 1521.62068 Chang, Minsu; Lee, Sokbae; Whang, Yoon-Jae 7 2015 Testing for the stochastic dominance efficiency of a given portfolio. Zbl 1521.62197 Linton, Oliver; Post, Thierry; Whang, Yoon-Jae 5 2014 Testing functional inequalities. Zbl 1443.62101 Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae 18 2013 Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079 Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae 13 2012 Random walk or chaos: a formal test on the Lyapunov exponent. Zbl 1443.62234 Park, Joon Y.; Whang, Yoon-Jae 5 2012 Testing for nonnested conditional moment restrictions via conditional empirical likelihood. Zbl 1207.62100 Otsu, Taisuke; Whang, Yoon-Jae 5 2011 An improved bootstrap test of stochastic dominance. Zbl 1431.62190 Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae 46 2010 Testing for stochastic monotonicity. Zbl 1161.62080 Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae 24 2009 The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338 Linton, O.; Whang, Yoon-Jae 24 2007 Smoothed empirical likelihood methods for quantile regression models. Zbl 1138.62017 Whang, Yoon-Jae 50 2006 Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031 Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae 88 2005 A test of the martingale hypothesis. Zbl 1082.62075 Park, Joon Y.; Whang, Yoon-Jae 2 2005 A multiple variance ratio test using subsampling. Zbl 1255.62390 Whang, Yoon-Jae; Kim, Jinho 5 2003 Nonparametric estimation with aggregated data. Zbl 1109.62312 Linton, Oliver; Whang, Yoon-Jae 11 2002 Consistent specification testing for conditional moment restrictions. Zbl 1028.62030 Whang, Y.-J. 13 2001 Consistent bootstrap tests of parametric regression functions. Zbl 0966.62018 Whang, Yoon-Jae 24 2000 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503 Whang, Yoon-Jae; Linton, Oliver 18 1999 A test of autocorrelation in the presence of heteroskedasticity of unknown form. Zbl 1419.62255 Whang, Yoon-Jae 7 1998 A test of normality using nonparametric residuals. Zbl 1115.62325 Whang, Yoon-Jae 1 1998 Tests of specification for parametric and semiparametric models. Zbl 0786.62029 Whang, Yoon-Jae; Andrews, Donald W. K. 27 1993 all cited Publications top 5 cited Publications all top 5 Cited by 560 Authors 15 Whang, Yoon-Jae 12 Linton, Oliver Bruce 11 Escanciano, Juan Carlos 7 Hsu, Yu-Chin 7 Otsu, Taisuke 7 Post, Thierry 7 Topaloglou, Nikolas 7 Wang, Lei 6 Bouzebda, Salim 6 Li, Qi 6 Song, Kyungchul 6 Wong, Wing-Keung 5 Corradi, Valentina 5 Fan, Yanqin 5 Maasoumi, Esfandiar 5 Swanson, Norman Rasmus 4 Andrews, Donald Wilfrid Kao 4 Aradillas-Lopez, Andres 4 Arvanitis, Stelios 4 Dette, Holger 4 Donald, Stephen G. 4 Lee, Sokbae 4 Serletis, Apostolos 4 Shintani, Mototsugu 4 Zhang, Ting 4 Zhu, Lixing 3 Armstrong, Timothy B. 3 Bravo, Francesco 3 Chetverikov, Denis 3 Escot, Lorenzo 3 Galvao, Antonio F. jun. 3 Guo, Xu 3 Hallin, Marc 3 He, Xuming 3 Hušková, Marie 3 Kaplan, David M. 3 Kato, Kengo 3 Kley, Tobias 3 Lafuente-Rego, Borja 3 Lee, Tae-Hwy 3 Li, Tong 3 Lv, Xiaofeng 3 Ma, Wei 3 Meister, Alexander 3 Montes-Rojas, Gabriel V. 3 Nemouchi, Boutheina 3 Pittau, Maria Grazia 3 Sandubete, Julio E. 3 Scaillet, Olivier 3 Stengos, Thanasis 3 Ullah, Aman 3 Van Keilegom, Ingrid 3 Velasco, Carlos 3 Vilar, José Antonio 3 Volgushev, Stanislav 3 Wang, Dewei 3 Wang, Huixia Judy 3 You, Jinhong 3 Zelli, Roberto 3 Zitikis, Ričardas 2 Álvarez-Esteban, Pedro César 2 Angelov, Angel G. 2 Bai, Zhi-Dong 2 Barrett, Garry F. 2 Bask, Mikael 2 Chen, Le-Yu 2 Chen, Songxi 2 Chen, Xiaohui 2 Clark, Ephraim 2 Ćmiel, Bogdan 2 Cuesta-Albertos, Juan Antonio 2 Dai, Maozhu 2 del Barrio, Eustasio 2 Delaigle, Aurore 2 Delgado, Miguel Ángel 2 Domínguez, Manuel A. 2 Dufour, Jean-Marie 2 D’Urso, Pierpaolo 2 Ekström, Magnus 2 Fang, Zheng 2 Guggenberger, Patrik 2 Hall, Peter Gavin 2 Henry, Marc 2 Horowitz, Joel Lawrence 2 Jun, Sung Jae 2 Kopa, Miloš 2 Kristensen, Dennis 2 Kurisu, Daisuke 2 Ledwina, Teresa 2 Lee, Ji Hyung 2 Leo, Teng Wah 2 Li, Rui 2 Liang, Hanying 2 Liesiö, Juuso 2 Lu, Wenbin 2 Luo, Shuanghua 2 Matrán, Carlos 2 McAleer, Michael 2 Meintanis, Simos G. 2 Nishiyama, Yoshihiko ...and 460 more Authors all top 5 Cited in 82 Serials 99 Journal of Econometrics 22 Econometric Theory 20 Econometric Reviews 13 Computational Statistics and Data Analysis 12 Economics Letters 10 European Journal of Operational Research 9 Statistical Papers 8 The Annals of Statistics 8 Journal of Statistical Planning and Inference 7 Communications in Statistics. Theory and Methods 6 Journal of Multivariate Analysis 6 Journal of Nonparametric Statistics 5 Chaos, Solitons and Fractals 5 Statistics & Probability Letters 5 The Econometrics Journal 5 Quantitative Finance 5 AStA. Advances in Statistical Analysis 4 Annals of the Institute of Statistical Mathematics 4 Metron 4 Journal of Economic Dynamics & Control 4 Test 4 Bernoulli 4 Journal of the Korean Statistical Society 4 Electronic Journal of Statistics 3 Journal of the American Statistical Association 3 Insurance Mathematics & Economics 3 Annals of Operations Research 3 Journal of Statistical Computation and Simulation 3 Studies in Nonlinear Dynamics and Econometrics 3 Macroeconomic Dynamics 2 The Canadian Journal of Statistics 2 International Economic Review 2 Journal of Time Series Analysis 2 Statistics 2 Asia-Pacific Journal of Operational Research 2 Computational Statistics 2 Statistica Sinica 2 International Journal of Theoretical and Applied Finance 2 Communications in Nonlinear Science and Numerical Simulation 2 Statistical Methodology 2 Journal of Business and Economic Statistics 2 Journal of Econometric Methods 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 Physica A 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Computation 1 Biometrics 1 Fuzzy Sets and Systems 1 Journal of Mathematical Psychology 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Operations Research 1 Opsearch 1 Physica D 1 Social Choice and Welfare 1 Probability Theory and Related Fields 1 Statistical Science 1 Communications in Statistics. Simulation and Computation 1 Stochastic Processes and their Applications 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Computational Economics 1 Mathematical Methods of Statistics 1 International Transactions in Operational Research 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of Applied Statistics 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Journal of Economic Growth 1 Journal of Machine Learning Research (JMLR) 1 OR Spectrum 1 Journal of Applied Mathematics and Computing 1 Analysis and Applications (Singapore) 1 Advances in Data Analysis and Classification. ADAC 1 Advances in Decision Sciences 1 Sankhyā. Series A 1 Random Matrices: Theory and Applications 1 Journal of Time Series Econometrics 1 Journal of Statistical Distributions and Applications 1 Open Mathematics 1 Japanese Journal of Statistics and Data Science all top 5 Cited in 13 Fields 313 Statistics (62-XX) 106 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Probability theory and stochastic processes (60-XX) 30 Numerical analysis (65-XX) 10 Operations research, mathematical programming (90-XX) 7 Dynamical systems and ergodic theory (37-XX) 3 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 Functional analysis (46-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year