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 0 1 25 29
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 30 0 0 10 75
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 0 10 31
Complete Subset Averaging for Quantile Regressions 0 0 0 33 0 1 11 55
Complete Subset Averaging with Many Instruments 0 0 0 20 1 1 8 78
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 0 0 13 71
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 9 19
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 2 19 70
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 0 10 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 3 16 40
Earnings Dynamics and Returns to Skills 0 0 0 12 1 1 13 61
Exact Computation of Maximum Rank Correlation Estimator 0 0 1 17 1 2 8 53
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 0 0 10 35
Factor-Driven Two-Regime Regression 0 0 1 13 3 4 18 68
Factor-Driven Two-Regime Regression 0 0 0 59 1 1 11 122
Factor-Driven Two-Regime Regression 0 0 0 6 0 1 15 64
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 1 1 18 35
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 1 2 8 48
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 1 2 8 18
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 1 1 7 14
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 0 0 6 95
Optimal Wage Band for Job Matching with Signaling 0 1 1 2 2 4 12 17
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 2 12 47
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 5 5 11 41
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 0 0 6 19
SGMM: Stochastic Approximation to Generalized Method of Moments 0 0 2 26 1 2 24 63
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 1 8 72
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 1 1 13 56
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 1 4 55
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 0 10 19
Statistical Treatment Rules under Social Interaction 0 0 0 2 1 1 13 24
Testing for threshold effects in regression models 1 1 2 212 2 6 25 588
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 11 0 0 21 30
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 21 0 1 13 112
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 12 1 1 7 30
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 2 3 20 20
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 0 10 237
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach 0 0 0 31 0 1 14 78
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 1 36 4 6 26 150
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 3 20 1 1 18 102
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 1 2 14 112
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 0 0 11 30
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 0 0 27 93
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 1 2 10 26
Total Working Papers 1 2 14 913 36 65 582 3,156

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 11 19
Complete subset averaging with many instruments 0 0 0 2 0 0 8 19
Correction 0 0 0 1 1 1 5 37
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 0 6 1 1 11 61
Exact computation of maximum rank correlation estimator 0 0 0 3 0 1 14 18
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 0 1 10 208
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 0 0 9 25
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 0 0 7 185
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 0 1 6 114
Misspecified Markov Switching Model 0 0 0 62 0 0 5 181
Monotone equilibrium in matching markets with signaling 0 0 0 2 0 0 15 24
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 0 1 13 40
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 1 1 3 10
Rank estimation of monotone hazard models 0 0 0 32 0 0 9 90
Rank estimation of partially linear index models 0 0 0 48 1 1 9 218
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 0 4 9 251
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 2 2 10 74
Testing for Threshold Effects in Regression Models 1 1 2 59 2 5 9 189
Testing for a Debt‐Threshold Effect on Output Growth 0 0 1 9 0 0 13 55
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 1 16 87
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 0 0 11 44
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 0 0 6 17
Total Journal Articles 1 1 4 485 8 20 209 1,966

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Statistics updated 2026-09-10