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Whang, Yoon-Jae

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Author ID: whang.yoon-jae Recent zbMATH articles by "Whang, Yoon-Jae"
Published as: Whang, Y.-J.; Whang, Yoon-Jae
Documents Indexed: 27 Publications since 1993, including 1 Book

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 303 times in 245 Documents Cited by Year
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
62
2005
Smoothed empirical likelihood methods for quantile regression models. Zbl 1138.62017
Whang, Yoon-Jae
33
2006
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
32
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
23
2000
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
17
2007
Testing functional inequalities. Zbl 1443.62101
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
16
2013
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
15
1999
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
14
2009
Consistent specification testing for conditional moment restrictions. Zbl 1028.62030
Whang, Y.-J.
12
2001
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
11
2016
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
10
2002
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
8
2012
Testing for nonnested conditional moment restrictions via conditional empirical likelihood. Zbl 1207.62100
Otsu, Taisuke; Whang, Yoon-Jae
5
2011
Testing for a general class of functional inequalities. Zbl 1400.62096
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
4
2018
A test of autocorrelation in the presence of heteroskedasticity of unknown form. Zbl 1419.62255
Whang, Yoon-Jae
4
1998
A multiple variance ratio test using subsampling. Zbl 1255.62390
Whang, Yoon-Jae; Kim, Jinho
3
2003
Random walk or chaos: a formal test on the Lyapunov exponent. Zbl 1443.62234
Park, Joon Y.; Whang, Yoon-Jae
2
2012
A test of the martingale hypothesis. Zbl 1082.62075
Park, Joon Y.; Whang, Yoon-Jae
2
2005
Econometric analysis of stochastic dominance: concepts, methods, tools, and applications. Zbl 1409.62010
Whang, Yoon-Jae
1
2019
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
1
2016
A test of normality using nonparametric residuals. Zbl 1115.62325
Whang, Yoon-Jae
1
1998
Econometric analysis of stochastic dominance: concepts, methods, tools, and applications. Zbl 1409.62010
Whang, Yoon-Jae
1
2019
Testing for a general class of functional inequalities. Zbl 1400.62096
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
4
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
11
2016
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
1
2016
Testing functional inequalities. Zbl 1443.62101
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
16
2013
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
8
2012
Random walk or chaos: a formal test on the Lyapunov exponent. Zbl 1443.62234
Park, Joon Y.; Whang, Yoon-Jae
2
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
32
2010
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
14
2009
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
17
2007
Smoothed empirical likelihood methods for quantile regression models. Zbl 1138.62017
Whang, Yoon-Jae
33
2006
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
62
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
3
2003
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
10
2002
Consistent specification testing for conditional moment restrictions. Zbl 1028.62030
Whang, Y.-J.
12
2001
Consistent bootstrap tests of parametric regression functions. Zbl 0966.62018
Whang, Yoon-Jae
23
2000
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
15
1999
A test of autocorrelation in the presence of heteroskedasticity of unknown form. Zbl 1419.62255
Whang, Yoon-Jae
4
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 top 5

Cited by 393 Authors

12 Whang, Yoon-Jae
10 Escanciano, Juan Carlos
8 Linton, Oliver Bruce
6 Post, Thierry
6 Wong, Wing-Keung
5 Corradi, Valentina
5 Fan, Yanqin
5 Li, Qi
5 Otsu, Taisuke
5 Swanson, Norman Rasmus
5 Topaloglou, Nikolas
4 Andrews, Donald Wilfrid Kao
4 Hsu, Yu-Chin
4 Lee, Sokbae
4 Maasoumi, Esfandiar
4 Serletis, Apostolos
4 Shintani, Mototsugu
4 Song, Kyungchul
3 Anderson, Gordon A.
3 Armstrong, Timothy B.
3 Arvanitis, Stelios
3 Bai, Zhi-Dong
3 Bravo, Francesco
3 Chetverikov, Denis
3 Dette, Holger
3 Donald, Stephen G.
3 Kaplan, David M.
3 Lee, Tae-Hwy
3 Lv, Xiaofeng
3 McAleer, Michael
3 Meister, Alexander
3 Scaillet, Olivier
3 Stengos, Thanasis
3 Van Keilegom, Ingrid
3 Velasco, Carlos I. Hoyos
3 You, Jinhong
3 Zhu, Lixing
3 Zitikis, Ričardas
2 Álvarez-Esteban, Pedro César
2 Aradillas-Lopez, Andres
2 Barrett, Garry F.
2 Bask, Mikael
2 Bouzebda, Salim
2 Chen, Le-Yu
2 Chen, Song Xi
2 Clark, Ephraim
2 Ćmiel, Bogdan
2 Cuesta-Albertos, Juan Antonio
2 del Barrio, Eustasio
2 Delaigle, Aurore
2 Delgado, Miguel Ángel
2 Domínguez, Manuel A.
2 Galvao, Antonio F. jun.
2 Guggenberger, Patrik
2 Guo, Xu
2 Hall, Peter Gavin
2 Hallin, Marc
2 Hušková, Marie
2 Kley, Tobias
2 Kopa, Miloš
2 Kristensen, Dennis
2 Lafuente-Rego, Borja
2 Ledwina, Teresa
2 Lee, Ji Hyung
2 Leo, Teng Wah
2 Li, Hua
2 Li, Tong
2 Liang, Hanying
2 Luo, Shuanghua
2 Matrán, Carlos
2 Meintanis, Simos G.
2 Nemouchi, Boutheina
2 Nishiyama, Yoshihiko
2 Oka, Tatsushi
2 Park, Joon Y.
2 Park, Sangsoo
2 Pinar, Mehmet
2 Pittau, Maria Grazia
2 Politis, Dimitris Nicolas
2 Shahmoradi, Asghar
2 Shen, Yu
2 Shi, Xiaoxia
2 Stadtmüller, Ulrich
2 Ullah, Aman
2 Vilar, José Antonio
2 Volgushev, Stanislav
2 Wagner, Christian
2 Wang, Dewei
2 Wang, Huixia Judy
2 Zelli, Roberto
2 Zhang, Xibin
1 Aït-Sahalia, Yacine
1 Allison, James S.
1 Anderson, Gordon F.
1 Anderson, Gordon J.
1 Ando, Tomohiro
1 Angelov, Angel G.
1 Bai, Jushan
1 Bandos, Hanna
1 Beare, Brendan K.
...and 293 more Authors
all top 5

Cited in 59 Serials

77 Journal of Econometrics
17 Econometric Theory
11 Economics Letters
10 Computational Statistics and Data Analysis
7 Journal of Statistical Planning and Inference
6 Econometric Reviews
6 European Journal of Operational Research
6 Statistical Papers
6 Quantitative Finance
5 The Annals of Statistics
5 Journal of Multivariate Analysis
5 Statistics & Probability Letters
5 Communications in Statistics. Theory and Methods
5 The Econometrics Journal
4 Chaos, Solitons and Fractals
4 Metron
4 Test
4 Journal of Nonparametric Statistics
3 Annals of the Institute of Statistical Mathematics
3 Bernoulli
3 Macroeconomic Dynamics
3 AStA. Advances in Statistical Analysis
2 International Economic Review
2 Insurance Mathematics & Economics
2 Journal of Economic Dynamics & Control
2 Annals of Operations Research
2 Journal of Statistical Computation and Simulation
2 Statistical Methodology
2 Electronic Journal of Statistics
2 Journal of Econometric Methods
1 The Canadian Journal of Statistics
1 Metrika
1 Scandinavian Journal of Statistics
1 Biometrics
1 Fuzzy Sets and Systems
1 Journal of the American Statistical Association
1 Journal of Mathematical Psychology
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Opsearch
1 Journal of Time Series Analysis
1 Physica D
1 Social Choice and Welfare
1 Probability Theory and Related Fields
1 Statistical Science
1 Computational Statistics
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Computational Economics
1 Mathematical Methods of Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Journal of Economic Growth
1 OR Spectrum
1 Journal of Applied Mathematics and Computing
1 Journal of the Korean Statistical Society
1 Advances in Data Analysis and Classification. ADAC
1 Advances in Decision Sciences
1 Open Mathematics

Citations by Year