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Youngki Shin
Youngki Shin
Professor of Economics, McMaster University
Verified email at mcmaster.ca - Homepage
Title
Cited by
Cited by
Year
The lasso for high dimensional regression with a possible change point
S Lee, MH Seo, Y Shin
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016
1152016
Testing for threshold effects in regression models
S Lee, MH Seo, Y Shin
Journal of the American Statistical Association 106 (493), 220-231, 2011
1042011
Testing for a Debt‐threshold Effect on Output Growth
S Lee, H Park, MH Seo, Y Shin
Fiscal Studies, 2017
592017
Understanding earnings dynamics: Identifying and estimating the changing roles of unobserved ability, permanent and transitory shocks
L Lochner, Y Shin
National Bureau of Economic Research, 2014
482014
Oracle Estimation of a Change Point in High Dimensional Quantile Regression
S Lee, Y Liao, MH Seo, Y Shin
Journal of the American Statistical Association, 2017
362017
Factor-driven two-regime regression
S Lee, Y Liao, MH Seo, Y Shin
The Annals of Statistics 49 (3), 1656-1678, 2021
272021
Wage dynamics and returns to unobserved skill
L Lochner, Y Park, Y Shin
National Bureau of Economic Research, 2018
27*2018
Fast and robust online inference with stochastic gradient descent via random scaling
S Lee, Y Liao, MH Seo, Y Shin
Proceedings of the AAAI Conference on Artificial Intelligence 36 (7), 7381-7389, 2022
242022
Sparse HP filter: Finding kinks in the COVID-19 contact rate
S Lee, Y Liao, MH Seo, Y Shin
Journal of Econometrics 220 (1), 158-180, 2020
212020
Rank estimation of partially linear index models
J Abrevaya, Y Shin
The Econometrics Journal 14 (3), 409-437, 2011
152011
Semiparametric estimation of the Box–Cox transformation model
Y Shin
The Econometrics Journal 11 (3), 517-537, 2008
152008
Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach
SJ Jun, Y Lee, Y Shin
Journal of Business & Economic Statistics, 00-00, 2015
12*2015
Local rank estimation of transformation models with functional coefficients
Y Shin
Econometric Theory 26 (6), 1807-1819, 2010
112010
Heteroscedastic transformation models with covariate dependent censoring
S Khan, Y Shin, E Tamer
Journal of Business & Economic Statistics 29 (1), 40-48, 2011
102011
Fast Inference for Quantile Regression with Tens of Millions of Observations
S Lee, Y Liao, MH Seo, Y Shin
arXiv preprint arXiv:2209.14502, 2022
82022
Complete subset averaging with many instruments
S Lee, Y Shin
The Econometrics Journal 24 (2), 290-314, 2021
8*2021
Complete subset averaging for quantile regressions
JH Lee, Y Shin
Econometric Theory 39 (1), 146-188, 2023
62023
Desperate times call for desperate measures: government spending multipliers in hard times
S Lee, Y Liao, MH Seo, Y Shin
Economic Inquiry 58 (4), 1949-1957, 2020
62020
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
R Fan, JH Lee, Y Shin
Journal of Econometrics, 2023
5*2023
Length-bias correction in transformation models with supplementary data
Y Shin
Econometric Reviews 28 (6), 658-681, 2009
32009
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