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 3 5 8 72
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 2 9 14 17
Complete Subset Averaging for Quantile Regressions 0 0 0 3 1 3 8 26
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 7 8 52
Complete Subset Averaging with Many Instruments 0 0 0 20 1 1 22 74
Designing a Competitive Monotone Signaling Equilibrium 0 0 0 30 1 5 10 67
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 2 7 16
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 9 11 35
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 8 12 63
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 7 10 53
Earnings Dynamics and Returns to Skills 0 0 0 12 2 5 6 53
Exact Computation of Maximum Rank Correlation Estimator 0 0 0 24 0 7 8 33
Exact Computation of Maximum Rank Correlation Estimator 1 1 1 17 1 2 5 48
Factor-Driven Two-Regime Regression 0 0 0 59 2 7 10 120
Factor-Driven Two-Regime Regression 0 0 1 13 2 12 16 64
Factor-Driven Two-Regime Regression 0 0 0 6 1 4 6 53
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 1 7 12 28
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 1 2 3 42
Monotone Equilibrium in Matching Markets with Signaling 0 0 0 2 0 1 6 14
Optimal Delegation in Markets for Matching with Signaling 0 0 0 5 0 1 4 10
Optimal Estimation with Complete Subsets of Instruments 0 0 0 18 0 2 44 93
Optimal Wage Band for Job Matching with Signaling 0 0 0 1 1 7 7 12
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 1 3 6 41
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 0 3 5 34
Returns to Skill and the Evolution of Skills for Older Men 0 0 0 2 0 4 5 17
SGMM: Stochastic Approximation to Generalized Method of Moments 1 1 2 26 3 15 21 56
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 4 12 54
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 2 2 53
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 1 4 7 69
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 4 7 15
Statistical Treatment Rules under Social Interaction 0 0 0 2 0 6 9 19
Testing for threshold effects in regression models 0 0 2 211 5 10 15 577
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 21 1 4 10 109
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 1 11 0 3 6 26
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data 0 0 2 10 1 8 15 22
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 1 6 11 11
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 3 5 7 234
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach 0 0 0 31 1 7 10 73
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 3 3 20 1 9 12 96
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 0 56 1 4 6 103
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks 0 0 3 36 3 10 17 138
Wage Dynamics and Returns to Unobserved Skill 0 0 0 22 2 18 22 88
Wage Dynamics and Returns to Unobserved Skill 0 0 0 1 2 8 10 28
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 4 0 7 8 23
Total Working Papers 2 5 16 909 48 257 460 2,931

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 4 5 13
Complete subset averaging with many instruments 0 0 0 2 2 5 8 18
Correction 0 0 0 1 1 2 4 34
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 1 8 13 59
Exact computation of maximum rank correlation estimator 0 0 0 3 1 8 12 16
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 0 0 5 6 22
Heteroscedastic Transformation Models With Covariate Dependent Censoring 0 0 0 64 1 5 6 204
LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS 0 0 0 71 1 3 4 182
Length-bias Correction in Transformation Models with Supplementary Data 0 0 0 16 0 2 3 110
Misspecified Markov Switching Model 0 0 0 62 0 3 4 179
Monotone equilibrium in matching markets with signaling 0 0 0 2 1 7 13 19
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 0 7 10 36
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 0 1 1 8
Rank estimation of monotone hazard models 0 0 0 32 0 4 5 86
Rank estimation of partially linear index models 0 0 0 48 0 4 6 215
Semiparametric estimation of the Box--Cox transformation model 0 0 0 70 0 2 3 245
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 6 11 71
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 3 6 12 53
The lasso for high dimensional regression with a possible change point 0 0 0 18 2 6 13 84
Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach 0 0 0 6 2 6 9 41
csa2sls: A complete subset approach for many instruments using Stata 0 0 0 2 0 6 6 17
Total Journal Articles 0 0 4 483 16 100 160 1,894

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Statistics updated 2026-03-04