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 2 3 67
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 3 7 8 11
Complete Subset Averaging for Quantile Regressions 0 0 0 3 2 4 8 25
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 2 2 46
Complete Subset Averaging with Many Instruments 0 0 0 20 0 3 21 73
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 1 5 8 63
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 3 5 7 58
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 2 4 6 28
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 3 7 15
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 4 5 7 50
Earnings Dynamics and Returns to Skills 0 0 0 12 0 0 3 48
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 4 5 6 30
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 16 0 1 4 46
Factor-Driven Two-Regime Regression 0 1 1 13 5 7 9 57
Factor-Driven Two-Regime Regression 0 0 0 6 1 1 3 50
Factor-Driven Two-Regime Regression 0 0 0 59 2 4 5 115
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 1 4 7 22
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 0 3 40
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 0 3 5 13
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 0 2 4 9
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 0 2 42 91
Optimal Wage Band for Job Matching with Signaling 0 0 0 1 4 4 4 9
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 2 3 38
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 1 2 5 32
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 2 2 4 15
SGMM: Stochastic Approximation to Generalized Method of Moments 0 1 1 25 4 6 14 45
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 1 3 65
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 1 8 9 51
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 1 1 1 52
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 2 4 5 13
Statistical Treatment Rules under Social Interaction 0 0 0 2 2 4 5 15
Testing for threshold effects in regression models 0 0 2 211 4 5 11 571
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 10 10 2 6 16 16
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 1 1 21 0 5 7 105
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 11 11 1 1 24 24
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 1 6 6 6
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 2 3 229
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach 0 0 0 31 0 2 4 66
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 3 3 3 20 3 5 7 90
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 0 1 3 99
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 3 36 3 5 11 131
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 3 4 5 23
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 0 4 4 70
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 2 2 3 18
Total Working Papers 3 6 32 907 66 151 325 2,740

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 4 12
Complete subset averaging with many instruments 0 0 0 2 0 2 3 13
Correction 0 0 0 1 1 1 3 33
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 1 6 51
Exact computation of maximum rank correlation estimator 0 0 0 3 1 4 5 9
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 1 2 3 18
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 1 2 2 200
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 0 0 1 179
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 1 1 3 109
Misspecified Markov Switching Model 0 0 0 62 0 0 1 176
Monotone equilibrium in matching markets with signaling 0 0 0 2 0 3 9 12
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 1 2 5 30
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 1 2 0 0 2 7
Rank estimation of monotone hazard models 0 0 0 32 2 3 3 84
Rank estimation of partially linear index models 0 0 0 48 2 4 4 213
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 0 1 1 243
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 1 6 66
Testing for Threshold Effects in Regression Models 0 0 2 58 0 0 6 182
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 1 6 9 48
The lasso for high dimensional regression with a possible change point 0 0 0 18 1 8 10 79
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 0 2 4 35
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 4 4 4 15
Total Journal Articles 0 0 5 483 20 51 94 1,814

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Statistics updated 2026-01-09