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Yoon-Jae Whang

Selected publications

  

All available outputs

Doubly robust uniform confidence band for the conditional average treatment effect function, August 2017, (with Sokbae Lee Ryo Okui ), Wiley, Journal Article
A nonparametric test of a strong leverage hypothesis, September 2016, (with Oliver Linton , Yu-Min Yen), Journal of Econometrics, Vol. 194, No. 1, pp. 153--186, Elsevier, Journal Article
Previous version:
Oliver Linton, Yoon-Jae Whang and Yu-Min Yen July 2013, A nonparametric test of a strong leverage hypothesis, cemmap Working Paper , CWP28/13
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, July 2016, (with Heejoon Han Oliver Linton , Tatsushi Oka ), Journal of Econometrics, Vol. 193, No. 1, pp. 251--270, Elsevier, Journal Article
Previous version:
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang February 2014, The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, cemmap Working Paper , CWP06/14
Doubly robust uniform confidence band for the conditional average treatment effect function, January 2016, (with Sokbae Lee Ryo Okui ), Working Paper, CWP03/16, Institute for Fiscal Studies
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements, October 2015, (with Minsu Chang Sokbae Lee ), Econometrics Journal, Vol. 18, No. 3, pp. 307--346, Wiley Online Library, Journal Article
Previous version:
Sokbae Lee and Yoon-Jae Whang December 2009, Nonparametric tests of conditional treatment effects, cemmap Working Paper , CWP36/09
Testing for the stochastic dominance efficiency of a given portfolio, June 2014, (with Oliver Linton Thierry Post ), Econometrics Journal, Vol. 17, No. 2, pp. S59--S74, Wiley Online Library, Journal Article
Previous version:
Oliver Linton and Yoon-Jae Whang September 2012, Testing for the stochastic dominance efficiency of a given portfolio, cemmap Working Paper , CWP27/12
Testing for the stochastic dominance efficiency of a given portfolio, May 2014, (with Oliver Linton Thierry Post ), Econometrics Journal, Vol. 17, No. 2, pp. S59-S74, Wiley, Journal Article
Testing for a general class of functional inequalities, March 2014, (with Sokbae Lee Kyungchui (Kevin) Song ), Working Paper, CWP09/14
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, February 2014, (with Heejoon Han Oliver Linton , Tatsushi Oka ), Working Paper, CWP06/14
Now published:
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang July 2016, The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, Journal Article Journal of Econometrics
A nonparametric test of a strong leverage hypothesis, July 2013, (with Oliver Linton , Yu-Min Yen), Working Paper, CWP28/13
Now published:
Oliver Linton, Yoon-Jae Whang and Yu-Min Yen September 2016, A nonparametric test of a strong leverage hypothesis, Journal Article Journal of Econometrics
Previous version:
Oliver Linton, Yoon-Jae Whang and Yu-Min Yen September 2012, A nonparametric test of the leverage hypothesis, cemmap Working Paper , CWP24/12
Testing functional inequalities, January 2013, (with Sokbae Lee Song, Kyungchul ), Journal of Econometrics, Vol. 172, No. 1, pp. 14--32, Elsevier, Journal Article
Previous version:
Sokbae Lee, Kyungchui (Kevin) Song and Yoon-Jae Whang February 2011, Testing functional inequalities, cemmap Working Paper , CWP12/11
Testing for the stochastic dominance efficiency of a given portfolio, September 2012, (with Oliver Linton ), Working Paper, CWP27/12, Institute for Fiscal Studies
Now published:
Oliver Linton, Thierry Post and Yoon-Jae Whang June 2014, Testing for the stochastic dominance efficiency of a given portfolio, Journal Article Econometrics Journal
A nonparametric test of the leverage hypothesis, September 2012, (with Oliver Linton , Yu-Min Yen), Working Paper, CWP24/12
New version:
Oliver Linton, Yoon-Jae Whang and Yu-Min Yen July 2013, A nonparametric test of a strong leverage hypothesis, cemmap Working Paper , CWP28/13
Testing functional inequalities, February 2011, (with Sokbae Lee Kyungchui (Kevin) Song ), Working Paper, CWP12/11
Now published:
Sokbae Lee, Song, Kyungchul and Yoon-Jae Whang January 2013, Testing functional inequalities, Journal Article Journal of Econometrics
Nonparametric tests of conditional treatment effects, December 2009, (with Sokbae Lee ), Working Paper, CWP36/09
Now published:
Nonparametric estimation of a polarization measure, June 2009, (with Gordon Anderson Oliver Linton ), Working Paper, CWP14/09
Nonparametric tests of conditional treatment effects, January 2009, (with Sokbae Lee ), Journal Article
Testing for stochastic monotonicity, July 2008, (with Sokbae Lee Oliver Linton ), Working Paper, CWP21/08
Now published:
Sokbae Lee and Oliver Linton March 2009, Testing for stochastic monotonicity, Journal Article Econometrica
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary, March 2008, (with Oliver Linton Kyungchui (Kevin) Song ), Working Paper, CWP08/08
Now published:
Oliver Linton, Song, Kyungchul and Yoon-Jae Wang February 2010, An improved bootstrap test of stochastic dominance, Journal Article Journal of Econometrics
Testing for stochastic monotonicity, August 2006, (with Sokbae Lee Oliver Linton ), External publications, STICERD

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