Details about Youngki Shin

Access statistics for papers by Youngki Shin.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: psh180

Working Papers

2025

1. The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Staff Working Papers, Bank of Canada (2017) View citations (2)

2024

2. Monotone Equilibrium in Matching Markets with Signaling
   Papers, arXiv.org View citations (1)
   See also Journal Article Monotone equilibrium in matching markets with signaling, Journal of Economic Theory, Elsevier (2024) (2024)

2023

3. Fast Inference for Quantile Regression with Tens of Millions of Observations
   Papers, arXiv.org
4. Optimal Delegation in Markets for Matching with Signaling
   Papers, arXiv.org
5. SGMM: Stochastic Approximation to Generalized Method of Moments
   Papers, arXiv.org View citations (1)
6. csa2sls: A complete subset approach for many instruments using Stata
   Papers, arXiv.org
   See also Journal Article csa2sls: A complete subset approach for many instruments using Stata, Stata Journal, StataCorp LLC (2023) (2023)

2022

7. Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
   Papers, arXiv.org
   See also Journal Article Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach, Journal of Econometrics, Elsevier (2023) View citations (6) (2023)
8. Statistical Treatment Rules under Social Interaction
   Papers, arXiv.org View citations (2)

2021

9. Complete Subset Averaging for Quantile Regressions
   Papers, arXiv.org View citations (2)
   Also in Department of Economics Working Papers, McMaster University (2020) View citations (2)
   See also Journal Article COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS, Econometric Theory, Cambridge University Press (2023) (2023)
10. Designing a Competitive Monotone Signaling Equilibrium
    Department of Economics Working Papers, McMaster University
11. Exact Computation of Maximum Rank Correlation Estimator
    Department of Economics Working Papers, McMaster University View citations (2)
    Also in Papers, arXiv.org (2021) View citations (2)
    See also Journal Article Exact computation of maximum rank correlation estimator, The Econometrics Journal, Royal Economic Society (2021) View citations (2) (2021)
12. Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
    Papers, arXiv.org View citations (1)

2020

13. Complete Subset Averaging with Many Instruments
    Papers, arXiv.org View citations (3)
    See also Journal Article Complete subset averaging with many instruments, The Econometrics Journal, Royal Economic Society (2021) View citations (2) (2021)
14. Desperate times call for desperate measures: government spending multipliers in hard times
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    Also in Papers, arXiv.org (2020) View citations (4)
    Department of Economics Working Papers, McMaster University (2019)
    Working Paper Series, Institute of Economic Research, Seoul National University (2019)
    See also Journal Article DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES, Economic Inquiry, Western Economic Association International (2020) View citations (4) (2020)
15. Factor-Driven Two-Regime Regression
    Papers, arXiv.org View citations (1)
    Also in Working Paper Series, Institute of Economic Research, Seoul National University (2019)
    Department of Economics Working Papers, McMaster University (2018) View citations (7)
16. Returns to Skill and the Evolution of Skills for Older Men
    University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP)
17. Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
    Department of Economics Working Papers, McMaster University View citations (2)
    Also in Papers, arXiv.org (2020) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (2)
    Working Paper Series, Institute of Economic Research, Seoul National University (2020) View citations (2)
    See also Journal Article Sparse HP filter: Finding kinks in the COVID-19 contact rate, Journal of Econometrics, Elsevier (2021) View citations (18) (2021)

2018

18. Optimal Estimation with Complete Subsets of Instruments
    Department of Economics Working Papers, McMaster University
19. Wage Dynamics and Returns to Unobserved Skill
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP) (2017)

2017

20. Earnings Dynamics and Returns to Skills
    2017 Meeting Papers, Society for Economic Dynamics

2016

21. Oracle Estimation of a Change Point in High Dimensional Quantile Regression
    Papers, arXiv.org View citations (3)
    See also Journal Article Oracle Estimation of a Change Point in High-Dimensional Quantile Regression, Journal of the American Statistical Association, Taylor & Francis Journals (2018) View citations (11) (2018)

2015

22. Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
    Also in University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP) (2014) View citations (40)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (40)

2014

23. A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
24. The lasso for high-dimensional regression with a possible change-point
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (4)
    See also Journal Article The lasso for high dimensional regression with a possible change point, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016) View citations (24) (2016)
25. Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    See also Journal Article Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (3) (2016)

2010

26. Testing for threshold effects in regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
    See also Journal Article Testing for Threshold Effects in Regression Models, Journal of the American Statistical Association, American Statistical Association (2011) View citations (47) (2011)

Journal Articles

2024

1. Monotone equilibrium in matching markets with signaling
   Journal of Economic Theory, 2024, 216, (C)
   See also Working Paper Monotone Equilibrium in Matching Markets with Signaling, Papers (2024) View citations (1) (2024)

2023

2. COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
   Econometric Theory, 2023, 39, (1), 146-188
   See also Working Paper Complete Subset Averaging for Quantile Regressions, Papers (2021) View citations (2) (2021)
3. Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
   Journal of Econometrics, 2023, 237, (2) View citations (6)
   See also Working Paper Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach, Papers (2022) (2022)
4. csa2sls: A complete subset approach for many instruments using Stata
   Stata Journal, 2023, 23, (4), 932-941
   See also Working Paper csa2sls: A complete subset approach for many instruments using Stata, Papers (2023) (2023)

2021

5. Complete subset averaging with many instruments
   The Econometrics Journal, 2021, 24, (2), 290-314 View citations (2)
   See also Working Paper Complete Subset Averaging with Many Instruments, Papers (2020) View citations (3) (2020)
6. Exact computation of maximum rank correlation estimator
   The Econometrics Journal, 2021, 24, (3), 589-607 View citations (2)
   See also Working Paper Exact Computation of Maximum Rank Correlation Estimator, Department of Economics Working Papers (2021) View citations (2) (2021)
7. Sparse HP filter: Finding kinks in the COVID-19 contact rate
   Journal of Econometrics, 2021, 220, (1), 158-180 View citations (18)
   See also Working Paper Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate, Department of Economics Working Papers (2020) View citations (2) (2020)

2020

8. DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
   Economic Inquiry, 2020, 58, (4), 1949-1957 View citations (4)
   See also Working Paper Desperate times call for desperate measures: government spending multipliers in hard times, CeMMAP working papers (2020) View citations (4) (2020)

2018

9. Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
   Journal of the American Statistical Association, 2018, 113, (523), 1184-1194 View citations (11)
   See also Working Paper Oracle Estimation of a Change Point in High Dimensional Quantile Regression, Papers (2016) View citations (3) (2016)

2017

10. Correction
    Journal of the American Statistical Association, 2017, 112, (518), 883-883
    Also in Econometric Reviews, 2009, 28, (6), 658-681 (2009)
11. Testing for a Debt‐Threshold Effect on Output Growth
    Fiscal Studies, 2017, 38, 701-717 View citations (21)

2016

12. The lasso for high dimensional regression with a possible change point
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 193-210 View citations (24)
    See also Working Paper The lasso for high-dimensional regression with a possible change-point, CeMMAP working papers (2014) (2014)
13. Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach
    Journal of Business & Economic Statistics, 2016, 34, (2), 302-311 View citations (3)
    See also Working Paper Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach, Center for Policy Research Working Papers (2014) View citations (3) (2014)

2011

14. Heteroscedastic Transformation Models With Covariate Dependent Censoring
    Journal of Business & Economic Statistics, 2011, 29, (1), 40-48 View citations (2)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 40-48 (2011) View citations (2)
15. Rank estimation of partially linear index models
    Econometrics Journal, 2011, 14, (3), 409-437 View citations (11)
16. Testing for Threshold Effects in Regression Models
    Journal of the American Statistical Association, 2011, 106, (493), 220-231 View citations (47)
    See also Working Paper Testing for threshold effects in regression models, CeMMAP working papers (2010) View citations (11) (2010)

2010

17. LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS
    Econometric Theory, 2010, 26, (6), 1807-1819 View citations (2)

2009

18. Misspecified Markov Switching Model
    Economics Bulletin, 2009, 29, (2), 957-963

2008

19. Rank estimation of monotone hazard models
    Economics Letters, 2008, 100, (1), 80-82
20. Semiparametric estimation of the Box--Cox transformation model
    Econometrics Journal, 2008, 11, (3), 517-537 View citations (4)