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 0 8 11 23 26
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 30 1 6 11 75
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 2 9 53
Complete Subset Averaging for Quantile Regressions 0 0 0 3 4 6 12 31
Complete Subset Averaging with Many Instruments 0 0 0 20 1 2 21 75
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 1 5 14 71
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 1 7 17
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 12 36
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 1 1 10 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 3 6 17 68
Earnings Dynamics and Returns to Skills 0 0 0 12 4 8 12 59
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 1 2 10 35
Exact Computation of Maximum Rank Correlation Estimator 0 1 1 17 3 4 7 51
Factor-Driven Two-Regime Regression 0 0 0 59 0 3 11 121
Factor-Driven Two-Regime Regression 0 0 1 13 0 2 16 64
Factor-Driven Two-Regime Regression 0 0 0 6 1 3 8 55
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 6 7 17 34
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 2 4 6 45
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 1 2 7 16
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 2 2 6 12
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 2 2 46 95
Optimal Wage Band for Job Matching with Signaling 0 0 0 1 1 2 8 13
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 3 5 10 45
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 1 1 6 35
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 1 2 7 19
SGMM: Stochastic Approximation to Generalized Method of Moments 0 1 2 26 3 8 24 61
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 1 3 54
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 2 3 8 71
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 1 1 13 55
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 1 1 8 16
Statistical Treatment Rules under Social Interaction 0 0 0 2 2 4 13 23
Testing for threshold effects in regression models 0 0 1 211 2 7 16 579
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 21 0 2 11 110
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 0 11 2 2 5 28
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 10 5 7 20 28
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 3 6 16 16
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 2 5 9 236
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach 0 0 0 31 4 5 14 77
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 2 36 3 8 21 143
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 3 20 2 5 16 100
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 6 8 13 110
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 0 3 10 29
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 3 5 25 91
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 1 1 9 24
Total Working Papers 0 2 12 909 92 173 567 3,056

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 3 4 9 17
Complete subset averaging with many instruments 0 0 0 2 1 3 9 19
Correction 0 0 0 1 0 3 5 36
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 2 12 60
Exact computation of maximum rank correlation estimator 0 0 0 3 0 2 13 17
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 2 4 9 207
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 2 2 8 24
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 1 2 5 183
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 1 2 5 112
Misspecified Markov Switching Model 0 0 0 62 2 2 5 181
Monotone equilibrium in matching markets with signaling 0 0 0 2 3 5 16 23
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 3 3 13 39
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 1 1 2 9
Rank estimation of monotone hazard models 0 0 0 32 3 4 9 90
Rank estimation of partially linear index models 0 0 0 48 1 1 7 216
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 1 2 5 247
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 2 11 72
Testing for Threshold Effects in Regression Models 0 0 2 58 1 2 6 184
Testing for a Debt‐Threshold Effect on Output Growth 0 1 1 9 0 5 14 55
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 3 14 85
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 2 5 12 44
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 0 0 6 17
Total Journal Articles 0 1 5 484 27 59 195 1,937

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Statistics updated 2026-05-06