Access Statistics for Youngki Shin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 30 0 0 0 64
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 0 0 0 3
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 1 2 19
Complete Subset Averaging for Quantile Regressions 0 0 1 33 0 0 1 44
Complete Subset Averaging with Many Instruments 0 0 0 20 1 2 2 54
Designing a Competitive Monotone Signaling Equilibrium 0 0 1 30 0 1 4 57
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 1 3 24
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 1 2 10
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 1 22 0 1 2 44
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 0 0 0 51
Earnings Dynamics and Returns to Skills 0 0 0 12 0 2 2 47
Exact Computation of Maximum Rank Correlation Estimator 0 0 1 16 0 1 5 44
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 0 0 1 25
Factor-Driven Two-Regime Regression 0 0 0 6 0 0 0 47
Factor-Driven Two-Regime Regression 0 0 0 12 0 0 2 48
Factor-Driven Two-Regime Regression 0 0 1 59 0 0 1 110
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 0 2 3 17
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 2 4 39
Monotone Equilibrium Design for Matching Markets with Signaling 0 0 1 1 0 0 5 5
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 0 1 2 9
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 0 0 1 6
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 0 0 3 49
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 0 1 35
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 0 2 2 29
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 0 0 4 12
SGMM: Stochastic Approximation to Generalized Method of Moments 0 0 0 24 0 4 17 37
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 1 15 0 1 3 63
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 0 1 51
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 0 1 42
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 0 1 8
Statistical Treatment Rules under Social Interaction 0 0 0 2 0 0 1 10
Testing for threshold effects in regression models 1 1 2 210 1 2 8 563
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 9 9 9 0 8 8 8
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 10 11 11 3 13 23 23
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 20 0 0 5 99
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 1 3 227
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 0 0 0 0
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach 0 0 0 31 0 1 1 63
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 17 0 0 1 84
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 0 0 5 97
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 1 2 34 0 1 4 122
Wage Dynamics and Returns to Unobserved Skill 0 0 1 22 0 0 1 66
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 0 1 1 19
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 0 0 1 15
Total Working Papers 1 21 33 897 6 49 137 2,489

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS 0 0 0 2 0 0 0 8
Complete subset averaging with many instruments 0 0 0 2 0 0 2 10
Correction 0 0 0 1 1 1 4 31
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 0 5 2 2 4 48
Exact computation of maximum rank correlation estimator 0 0 0 3 0 0 0 4
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 0 0 0 198
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 0 1 1 16
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 0 0 0 178
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 0 1 1 107
Misspecified Markov Switching Model 0 0 0 62 1 1 3 176
Monotone equilibrium in matching markets with signaling 0 0 2 2 0 2 7 7
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 0 2 0 0 2 26
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 2 2 0 1 4 7
Rank estimation of monotone hazard models 0 0 0 32 0 0 0 81
Rank estimation of partially linear index models 0 0 0 48 0 0 2 209
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 0 0 3 242
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 1 3 61
Testing for Threshold Effects in Regression Models 0 0 1 56 0 2 6 178
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 0 1 3 41
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 1 4 71
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 0 0 2 32
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 0 0 5 11
Total Journal Articles 0 0 5 479 5 14 56 1,742

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Statistics updated 2025-05-12