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 3 11 75
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 2 11 25 28
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 2 10 54
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 5 12 31
Complete Subset Averaging with Many Instruments 0 0 0 20 2 3 23 77
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 0 4 13 71
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 0 5 17 68
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 1 10 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 13 37
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 1 7 17
Earnings Dynamics and Returns to Skills 0 0 0 12 1 7 13 60
Exact Computation of Maximum Rank Correlation Estimator 0 0 1 17 0 3 7 51
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 0 2 10 35
Factor-Driven Two-Regime Regression 0 0 1 13 0 0 16 64
Factor-Driven Two-Regime Regression 0 0 0 59 0 1 11 121
Factor-Driven Two-Regime Regression 0 0 0 6 8 10 15 63
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 0 6 17 34
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 1 4 7 46
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 0 2 7 16
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 1 3 7 13
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 0 2 42 95
Optimal Wage Band for Job Matching with Signaling 0 0 0 1 0 1 8 13
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 4 10 45
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 1 2 6 36
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 0 2 7 19
SGMM: Stochastic Approximation to Generalized Method of Moments 0 0 2 26 0 5 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 16 0 1 13 55
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 2 8 71
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 3 4 11 19
Statistical Treatment Rules under Social Interaction 0 0 0 2 0 4 13 23
Testing for threshold effects in regression models 0 0 1 211 3 5 19 582
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 21 1 2 12 111
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 1 1 2 11 2 8 22 30
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 1 1 1 12 1 3 6 29
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 1 6 17 17
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 1 3 10 237
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach 0 0 0 31 0 4 14 77
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 0 7 13 110
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 2 36 1 6 22 144
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 3 20 1 5 17 101
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 1 2 11 30
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 2 5 27 93
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 0 1 9 24
Total Working Papers 2 2 14 911 35 160 595 3,091

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 2 6 11 19
Complete subset averaging with many instruments 0 0 0 2 0 1 9 19
Correction 0 0 0 1 0 2 5 36
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 1 12 60
Exact computation of maximum rank correlation estimator 0 0 0 3 0 1 13 17
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 1 3 9 25
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 0 3 9 207
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 2 3 7 185
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 1 3 6 113
Misspecified Markov Switching Model 0 0 0 62 0 2 5 181
Monotone equilibrium in matching markets with signaling 0 0 0 2 1 5 17 24
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 0 3 13 39
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 0 1 2 9
Rank estimation of monotone hazard models 0 0 0 32 0 4 9 90
Rank estimation of partially linear index models 0 0 0 48 1 2 8 217
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 0 2 5 247
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 1 11 72
Testing for Threshold Effects in Regression Models 0 0 1 58 0 2 4 184
Testing for a Debt‐Threshold Effect on Output Growth 0 1 1 9 0 2 14 55
The lasso for high dimensional regression with a possible change point 0 0 0 18 1 2 15 86
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 0 3 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 4 484 9 52 202 1,946

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Statistics updated 2026-06-04