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 0 10 75
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 0 3 26 29
Complete Subset Averaging for Quantile Regressions 0 0 0 33 0 2 11 55
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 0 11 31
Complete Subset Averaging with Many Instruments 0 0 0 20 0 2 17 77
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 0 1 8 18
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 7 1 1 18 69
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 2 3 15 39
Earnings Dynamics and Returns to Skills 0 0 0 12 0 1 12 60
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 0 0 10 35
Exact Computation of Maximum Rank Correlation Estimator 0 0 1 17 0 1 7 52
Factor-Driven Two-Regime Regression 0 0 1 13 1 1 16 65
Factor-Driven Two-Regime Regression 0 0 0 59 0 0 10 121
Factor-Driven Two-Regime Regression 0 0 0 6 0 9 16 64
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 0 0 17 34
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 2 7 47
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 1 1 8 17
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 0 1 7 13
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 0 0 19 95
Optimal Wage Band for Job Matching with Signaling 1 1 1 2 1 2 10 15
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 0 1 6 36
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 1 25 62
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 0 12 55
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 5 0 1 4 55
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 3 10 19
Statistical Treatment Rules under Social Interaction 0 0 0 2 0 0 12 23
Testing for threshold effects in regression models 0 0 1 211 1 7 23 586
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 1 1 12 0 1 6 29
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 1 1 11 0 2 21 30
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 21 1 2 13 112
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 0 2 18 18
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 1 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 0 56 0 1 13 111
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 1 36 0 3 22 146
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 3 20 0 1 17 101
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 0 1 11 30
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 0 2 27 93
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 0 1 9 25
Total Working Papers 1 3 13 912 9 64 577 3,120

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 2 11 19
Complete subset averaging with many instruments 0 0 0 2 0 0 9 19
Correction 0 0 0 1 0 0 4 36
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 0 6 0 0 10 60
Exact computation of maximum rank correlation estimator 0 0 0 3 1 1 14 18
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 1 1 10 208
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 0 1 9 25
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 0 2 7 185
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 1 2 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 1 16 24
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 1 1 14 40
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 0 0 2 9
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 0 1 8 217
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 4 4 9 251
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 0 11 72
Testing for Threshold Effects in Regression Models 0 0 1 58 2 3 7 187
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 1 2 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 0 0 3 484 11 21 207 1,958

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Statistics updated 2026-08-07