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Details about Youngki Shin

E-mail:
Homepage:http://sites.google.com/site/yshin12
Workplace:Department of Economics, McMaster University, (more information at EDIRC)

Access statistics for papers by Youngki Shin.

Last updated 2021-03-03. Update your information in the RePEc Author Service.

Short-id: psh180


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Working Papers

2021

  1. Complete Subset Averaging for Quantile Regressions
    Papers, arXiv.org Downloads View citations (1)
    Also in Department of Economics Working Papers, McMaster University (2020) Downloads View citations (1)
  2. Exact Computation of Maximum Rank Correlation Estimator
    Department of Economics Working Papers, McMaster University Downloads
    Also in Papers, arXiv.org (2021) Downloads
  3. Predictive Quantile Regression with Mixed Roots and Increasing Dimensions
    Papers, arXiv.org Downloads

2020

  1. Complete Subset Averaging with Many Instruments
    Papers, arXiv.org Downloads View citations (3)
  2. Desperate times call for desperate measures: government spending multipliers in hard times
    Papers, arXiv.org Downloads
    Also in Department of Economics Working Papers, McMaster University (2019) Downloads
    Working Paper Series, Institute of Economic Research, Seoul National University (2019) Downloads

    See also Journal Article in Economic Inquiry (2020)
  3. Factor-Driven Two-Regime Regression
    Papers, arXiv.org Downloads
    Also in Working Paper Series, Institute of Economic Research, Seoul National University (2019) Downloads
    Department of Economics Working Papers, McMaster University (2018) Downloads View citations (4)
  4. Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads
    Also in Papers, arXiv.org (2020) Downloads
    Department of Economics Working Papers, McMaster University (2020) Downloads

    See also Journal Article in Journal of Econometrics (2021)

2018

  1. Optimal Estimation with Complete Subsets of Instruments
    Department of Economics Working Papers, McMaster University Downloads
  2. Wage Dynamics and Returns to Unobserved Skill
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    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) Downloads
    Staff Working Papers, Bank of Canada (2017) Downloads View citations (2)

2017

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

2016

  1. Oracle Estimation of a Change Point in High Dimensional Quantile Regression
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article in Journal of the American Statistical Association (2018)

2015

  1. Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (27)
    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) Downloads View citations (27)

2014

  1. A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
  2. The lasso for high-dimensional regression with a possible change-point
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2016)
  3. Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2016)

2010

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

Journal Articles

2021

  1. Sparse HP filter: Finding kinks in the COVID-19 contact rate
    Journal of Econometrics, 2021, 220, (1), 158-180 Downloads View citations (4)
    See also Working Paper (2020)

2020

  1. DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
    Economic Inquiry, 2020, 58, (4), 1949-1957 Downloads
    See also Working Paper (2020)

2018

  1. Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
    Journal of the American Statistical Association, 2018, 113, (523), 1184-1194 Downloads View citations (4)
    See also Working Paper (2016)

2017

  1. Correction
    Journal of the American Statistical Association, 2017, 112, (518), 883-883 Downloads
  2. Testing for a Debt‐Threshold Effect on Output Growth
    Fiscal Studies, 2017, 38, 701-717 Downloads View citations (8)

2016

  1. The lasso for high dimensional regression with a possible change point
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 193-210 Downloads View citations (14)
    See also Working Paper (2014)
  2. Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach
    Journal of Business & Economic Statistics, 2016, 34, (2), 302-311 Downloads View citations (2)
    See also Working Paper (2014)

2011

  1. Heteroscedastic Transformation Models With Covariate Dependent Censoring
    Journal of Business & Economic Statistics, 2011, 29, (1), 40-48 Downloads View citations (1)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 40-48 (2011) Downloads View citations (2)
  2. Rank estimation of partially linear index models
    Econometrics Journal, 2011, 14, (3), 409-437 Downloads View citations (8)
  3. Testing for Threshold Effects in Regression Models
    Journal of the American Statistical Association, 2011, 106, (493), 220-231 Downloads View citations (21)
    See also Working Paper (2010)

2009

  1. Length-bias Correction in Transformation Models with Supplementary Data
    Econometric Reviews, 2009, 28, (6), 658-681 Downloads
  2. Misspecified Markov Switching Model
    Economics Bulletin, 2009, 29, (2), 957-963 Downloads

2008

  1. Rank estimation of monotone hazard models
    Economics Letters, 2008, 100, (1), 80-82 Downloads
  2. Semiparametric estimation of the Box--Cox transformation model
    Econometrics Journal, 2008, 11, (3), 517-537 Downloads View citations (3)
 
Page updated 2021-05-07