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Yoon-Jae Whang

Global rank #2049 97%

Institution: Seoul National University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/whangyjhomepage/

First Publication: 1990

Most Recent: 2023

RePEc ID: pwh7 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.34 0.00 0.00 2.68
Last 10 Years 0.00 3.69 2.01 0.00 9.38
All Time 0.67 13.07 11.06 0.00 41.39

Publication Statistics

Raw Publications 28
Coauthorship-Adjusted Count 27.94

Publications (28)

Year Article Journal Tier Authors
2023 Testing for time stochastic dominance Journal of Econometrics A 3
2023 Testing stochastic dominance with many conditioning variables Journal of Econometrics A 3
2020 QUANTILOGRAMS UNDER STRONG DEPENDENCE Econometric Theory B 3
2020 Inference on distribution functions under measurement error Journal of Econometrics A 4
2020 Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects Journal of Business & Economic Statistics A 3
2018 TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES Econometric Theory B 3
2017 Doubly robust uniform confidence band for the conditional average treatment effect function Journal of Applied Econometrics B 3
2016 The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series Journal of Econometrics A 4
2016 A nonparametric test of a strong leverage hypothesis Journal of Econometrics A 3
2013 Testing functional inequalities Journal of Econometrics A 3
2012 Nonparametric estimation and inference about the overlap of two distributions Journal of Econometrics A 3
2012 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood Journal of Econometrics A 3
2012 Random walk or chaos: A formal test on the Lyapunov exponent Journal of Econometrics A 2
2011 TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD Econometric Theory B 2
2010 An improved bootstrap test of stochastic dominance Journal of Econometrics A 3
2010 A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving Journal of Econometrics A 3
2007 The quantilogram: With an application to evaluating directional predictability Journal of Econometrics A 2
2006 SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS Econometric Theory B 1
2005 Consistent Testing for Stochastic Dominance under General Sampling Schemes Review of Economic Studies S 3
2003 A multiple variance ratio test using subsampling Economics Letters C 2
2002 NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA Econometric Theory B 2
2001 Consistent specification testing for conditional moment restrictions Economics Letters C 1
2000 Consistent bootstrap tests of parametric regression functions Journal of Econometrics A 1
1999 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series Journal of Econometrics A 2
1998 A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM Econometric Theory B 1
1998 TOPICS IN ADVANCED ECONOMETRICS: ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS Econometric Theory B 1
1993 Tests of specification for parametric and semiparametric models Journal of Econometrics A 2
1990 Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality Econometric Theory B 2