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 2 2 3 67
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 3 4 5 8
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 2 6 23
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 1 1 45
Complete Subset Averaging with Many Instruments 0 0 0 20 3 3 21 73
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 2 4 7 62
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 4 26
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 4 4 55
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 1 2 3 46
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 4 6 14
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 1 1 2 26
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 16 1 1 5 46
Factor-Driven Two-Regime Regression 0 0 0 6 0 0 2 49
Factor-Driven Two-Regime Regression 0 0 0 59 1 2 3 113
Factor-Driven Two-Regime Regression 0 1 1 13 0 2 4 52
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 0 4 6 21
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 0 4 40
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 2 3 6 13
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 2 2 4 9
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 2 2 42 91
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 2 3 3 38
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 1 1 4 31
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 0 0 3 13
SGMM: Stochastic Approximation to Generalized Method of Moments 1 1 1 25 1 2 11 41
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 7 7 8 50
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 1 1 3 65
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 0 1 2 3 11
Statistical Treatment Rules under Social Interaction 0 0 0 2 0 2 3 13
Testing for threshold effects in regression models 0 1 2 211 1 4 8 567
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 1 1 1 21 2 6 7 105
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 10 10 0 5 14 14
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 2 2 3 229
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 0 5 5 5
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 0 1 3 36 2 4 8 128
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 17 1 3 4 87
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 1 1 4 99
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 1 1 2 20
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 3 4 4 70
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 0 0 1 16
Total Working Papers 2 5 29 904 49 100 269 2,674

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 1 1 1 9
Complete subset averaging with many instruments 0 0 0 2 2 2 3 13
Correction 0 0 0 1 0 0 3 32
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 1 1 6 51
Exact computation of maximum rank correlation estimator 0 0 0 3 1 4 4 8
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 1 1 2 17
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 1 1 1 199
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 0 1 1 179
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 0 0 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 3 3 9 12
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 1 1 3 1 2 4 29
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 0 1 1 82
Rank estimation of partially linear index models 0 0 0 48 0 2 2 211
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 1 1 1 243
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 1 7 65
Testing for Threshold Effects in Regression Models 0 1 2 58 0 2 7 182
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 4 5 9 47
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 7 9 78
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 2 2 4 35
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 0 0 0 11
Total Journal Articles 0 2 5 483 18 37 79 1,794

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Statistics updated 2025-12-06