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 1 1 65
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 1 1 1 4
Complete Subset Averaging for Quantile Regressions 0 0 0 3 1 2 4 21
Complete Subset Averaging for Quantile Regressions 0 0 0 33 0 0 0 44
Complete Subset Averaging with Many Instruments 0 0 0 20 10 16 18 70
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 0 0 4 58
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 0 2 10
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 0 0 0 51
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 0 1 44
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 0 3 24
Earnings Dynamics and Returns to Skills 0 0 0 12 0 1 3 48
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 16 0 1 4 45
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 0 0 1 25
Factor-Driven Two-Regime Regression 0 0 0 59 0 1 1 111
Factor-Driven Two-Regime Regression 0 0 0 12 1 2 4 50
Factor-Driven Two-Regime Regression 0 0 0 6 1 1 2 49
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 0 0 3 17
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 1 4 40
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 1 1 3 10
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 1 1 2 7
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 13 36 41 89
Optimal Wage Band for Job Matching with Signaling 0 0 0 1 0 0 2 5
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 0 3 30
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 0 1 3 13
SGMM: Stochastic Approximation to Generalized Method of Moments 0 0 0 24 2 2 13 39
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 1 2 43
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 15 0 1 3 64
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 1 2 9
Statistical Treatment Rules under Social Interaction 0 0 0 2 0 1 2 11
Testing for threshold effects in regression models 0 0 2 210 0 0 7 563
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 0 20 0 0 1 99
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 1 10 10 0 1 9 9
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 11 11 0 0 23 23
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 0 2 227
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 2 64
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 1 2 35 0 2 4 124
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 0 1 4 98
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 0 0 1 19
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 0 0 0 66
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 0 1 1 16
Total Working Papers 0 2 25 899 31 78 189 2,574

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 1 1 2 11
Correction 0 0 0 1 0 1 3 32
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 1 1 6 0 2 6 50
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 0 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 2 108
Misspecified Markov Switching Model 0 0 0 62 0 0 1 176
Monotone equilibrium in matching markets with signaling 0 0 0 2 1 2 6 9
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 0 2 1 1 3 27
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 1 2 0 0 3 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 2 242
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 3 3 6 64
Testing for Threshold Effects in Regression Models 0 0 2 57 0 0 8 180
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 0 1 4 42
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 0 3 71
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 0 1 3 33
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 0 0 2 11
Total Journal Articles 0 1 4 481 6 13 57 1,757

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Statistics updated 2025-09-05