Youngki Shin

Names

Identifer

Contact

Affiliations

• McMaster University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Oracle Estimation of a Change Point in High Dimensional Quantile Regression
  Papers, arXiv.org (2016)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, arx:papers:1603.00235)
• Factor-Driven Two-Regime Regression
  Papers, arXiv.org (2018)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, arx:papers:1810.11109)
• Complete Subset Averaging with Many Instruments
  Papers, arXiv.org (2018)
  by Seojeong Lee & Youngki Shin
  (ReDIF-paper, arx:papers:1811.08083)
• Desperate times call for desperate measures: government spending multipliers in hard times
  Papers, arXiv.org (2019)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, arx:papers:1909.09824)
• Complete Subset Averaging for Quantile Regressions
  Papers, arXiv.org (2020)
  by Ji Hyung Lee & Youngki Shin
  (ReDIF-paper, arx:papers:2003.03299)
• Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
  Papers, arXiv.org (2020)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, arx:papers:2006.10555)
• Exact Computation of Maximum Rank Correlation Estimator
  Papers, arXiv.org (2020)
  by Youngki Shin & Zvezdomir Todorov
  (ReDIF-paper, arx:papers:2009.03844)
• Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
  Papers, arXiv.org (2021)
  by Rui Fan & Ji Hyung Lee & Youngki Shin
  (ReDIF-paper, arx:papers:2101.11568)
• Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
  Papers, arXiv.org (2021)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, arx:papers:2106.03156)
• Monotone Equilibrium in Matching Markets with Signaling
  Papers, arXiv.org (2021)
  by Seungjin Han & Alex Sam & Youngki Shin
  (ReDIF-paper, arx:papers:2109.03370)
• csa2sls: A complete subset approach for many instruments using Stata
  Papers, arXiv.org (2022)
  by Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin
  (ReDIF-paper, arx:papers:2207.01533)
• Statistical Treatment Rules under Social Interaction
  Papers, arXiv.org (2022)
  by Seungjin Han & Julius Owusu & Youngki Shin
  (ReDIF-paper, arx:papers:2209.09077)
• Fast Inference for Quantile Regression with Tens of Millions of Observations
  Papers, arXiv.org (2022)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, arx:papers:2209.14502)
• Optimal Delegation in Markets for Matching with Signaling
  Papers, arXiv.org (2023)
  by Seungjin Han & Alex Sam & Youngki Shin
  (ReDIF-paper, arx:papers:2303.09415)
• SGMM: Stochastic Approximation to Generalized Method of Moments
  Papers, arXiv.org (2023)
  by Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song
  (ReDIF-paper, arx:papers:2308.13564)
• The lasso for high-dimensional regression with a possible change-point
  CeMMAP working papers, Institute for Fiscal Studies (2014)
  by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, azt:cemmap:26/14)
• A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
  CeMMAP working papers, Institute for Fiscal Studies (2014)
  by Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, azt:cemmap:39/14)
• The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data
  Staff Working Papers, Bank of Canada (2017)
  by Lance Lochner & Youngmin Park & Youngki Shin
  (ReDIF-paper, bca:bocawp:17-61)
• Testing for Threshold Effects in Regression Models
  Journal of the American Statistical Association, American Statistical Association (2011)
  by Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki
  (ReDIF-article, bes:jnlasa:v:106:i:493:y:2011:p:220-231)
• Heteroscedastic Transformation Models With Covariate Dependent Censoring
  Journal of Business & Economic Statistics, American Statistical Association (2011)
  by Khan, Shakeeb & Shin, Youngki & Tamer, Elie
  (ReDIF-article, bes:jnlbes:v:29:i:1:y:2011:p:40-48)
• Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times
  Economic Inquiry, Western Economic Association International (2020)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-article, bla:ecinqu:v:58:y:2020:i:4:p:1949-1957)
• The lasso for high dimensional regression with a possible change point
  Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016)
  by Sokbae Lee & Myung Hwan Seo & Youngki Shin
  (ReDIF-article, bla:jorssb:v:78:y:2016:i:1:p:193-210)
• Local Rank Estimation Of Transformation Models With Functional Coefficients
  Econometric Theory, Cambridge University Press (2010)
  by Shin, Youngki
  (ReDIF-article, cup:etheor:v:26:y:2010:i:06:p:1807-1819_99)
• Complete Subset Averaging For Quantile Regressions
  Econometric Theory, Cambridge University Press (2023)
  by Lee, Ji Hyung & Shin, Youngki
  (ReDIF-article, cup:etheor:v:39:y:2023:i:1:p:146-188_5)
• Misspecified Markov Switching Model
  Economics Bulletin, AccessEcon (2009)
  by Youngki Shin
  (ReDIF-article, ebl:ecbull:eb-08c10012)
• Semiparametric estimation of the Box--Cox transformation model
  Econometrics Journal, Royal Economic Society (2008)
  by Youngki Shin
  (ReDIF-article, ect:emjrnl:v:11:y:2008:i:3:p:517-537)
• Rank estimation of partially linear index models
  Econometrics Journal, Royal Economic Society (2011)
  by Jason Abrevaya & Youngki Shin
  (ReDIF-article, ect:emjrnl:v:14:y:2011:i:3:p:409-437)
• Rank estimation of monotone hazard models
  Economics Letters, Elsevier (2008)
  by Shin, Youngki
  (ReDIF-article, eee:ecolet:v:100:y:2008:i:1:p:80-82)
• Sparse HP filter: Finding kinks in the COVID-19 contact rate
  Journal of Econometrics, Elsevier (2021)
  by Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki
  (ReDIF-article, eee:econom:v:220:y:2021:i:1:p:158-180)
• Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
  Journal of Econometrics, Elsevier (2023)
  by Fan, Rui & Lee, Ji Hyung & Shin, Youngki
  (ReDIF-article, eee:econom:v:237:y:2023:i:2:s0304407622002111)
• Monotone equilibrium in matching markets with signaling
  Journal of Economic Theory, Elsevier (2024)
  by Han, Seungjin & Sam, Alex & Shin, Youngki
  (ReDIF-article, eee:jetheo:v:216:y:2024:i:c:s0022053124000073)
• The lasso for high-dimensional regression with a possible change-point
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
  by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, ifs:cemmap:26/14)
• 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 (2020)
  by Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, ifs:cemmap:29/20)
• Sparse HP filter: Finding kinks in the COVID-19 contact rate
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
  by Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, ifs:cemmap:32/20)
• Testing for threshold effects in regression models
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)
  by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, ifs:cemmap:36/10)
• 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 (2014)
  by Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, ifs:cemmap:39/14)
• Testing for a Debt‐Threshold Effect on Output Growth
  Fiscal Studies, Institute for Fiscal Studies (2017)
  by Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin
  (ReDIF-article, ifs:fistud:v:38:y:2017:i::p:701-717)
• Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach
  Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014)
  by Yoonseok Lee & Sung Jae Jun & Youngki Shin
  (ReDIF-paper, max:cprwps:169)
• Factor-Driven Two-Regime Regression
  Department of Economics Working Papers, McMaster University (2018)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, mcm:deptwp:2018-14)
• Optimal Estimation with Complete Subsets of Instruments
  Department of Economics Working Papers, McMaster University (2018)
  by Seojeong Lee & Youngki Shin
  (ReDIF-paper, mcm:deptwp:2018-15)
• Desperate times call for desperate measures: government spending multipliers in hard times
  Department of Economics Working Papers, McMaster University (2019)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, mcm:deptwp:2019-11)
• Complete Subset Averaging for Quantile Regressions
  Department of Economics Working Papers, McMaster University (2020)
  by Ji Hyung Lee & Youngki Shin
  (ReDIF-paper, mcm:deptwp:2020-03)
• Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
  Department of Economics Working Papers, McMaster University (2020)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, mcm:deptwp:2020-06)
• Exact Computation of Maximum Rank Correlation Estimator
  Department of Economics Working Papers, McMaster University (2021)
  by Youngki Shin & Zvezdomir Todorov
  (ReDIF-paper, mcm:deptwp:2021-03)
• Designing a Competitive Monotone Signaling Equilibrium
  Department of Economics Working Papers, McMaster University (2021)
  by Seungjin Han & Alex Sam & Youngki Shin
  (ReDIF-paper, mcm:deptwp:2021-08)
• Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Lance Lochner & Youngki Shin
  (ReDIF-paper, nbr:nberwo:20068)
• Wage Dynamics and Returns to Unobserved Skill
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Lance Lochner & Youngmin Park & Youngki Shin
  (ReDIF-paper, nbr:nberwo:24220)
• 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 (2025)
  by Lance Lochner & Youngmin Park & Youngki Shin
  (ReDIF-paper, nbr:nberwo:33407)
• Complete subset averaging with many instruments
  The Econometrics Journal, Royal Economic Society (2021)
  by Seojeong Lee & Youngki Shin
  (ReDIF-article, oup:emjrnl:v:24:y:2021:i:2:p:290-314.)
• Exact computation of maximum rank correlation estimator
  The Econometrics Journal, Royal Economic Society (2021)
  by Youngki Shin & Zvezdomir Todorov
  (ReDIF-article, oup:emjrnl:v:24:y:2021:i:3:p:589-607.)
• Earnings Dynamics and Returns to Skills
  2017 Meeting Papers, Society for Economic Dynamics (2017)
  by Youngmin Park & Youngki Shin & Lance Lochner
  (ReDIF-paper, red:sed017:166)
• Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks
  Working Paper series, Rimini Centre for Economic Analysis (2015)
  by Lance Lochner & Youngki Shin
  (ReDIF-paper, rim:rimwps:15-09)
• Factor-Driven Two-Regime Regression
  Working Paper Series, Institute of Economic Research, Seoul National University (2019)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, snu:ioerwp:no128)
• Desperate times call for desperate measures: government spending multipliers in hard times
  Working Paper Series, Institute of Economic Research, Seoul National University (2019)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, snu:ioerwp:no129)
• Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
  Working Paper Series, Institute of Economic Research, Seoul National University (2020)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-paper, snu:ioerwp:no136)
• Length-bias Correction in Transformation Models with Supplementary Data
  Econometric Reviews, Taylor & Francis Journals (2009)
  by Youngki Shin
  (ReDIF-article, taf:emetrv:v:28:y:2009:i:6:p:658-681)
• Correction
  Journal of the American Statistical Association, Taylor & Francis Journals (2017)
  by Sokbae Lee & Myung Hwan Seo & Youngki Shin
  (ReDIF-article, taf:jnlasa:v:112:y:2017:i:518:p:883-883)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
  Journal of the American Statistical Association, Taylor & Francis Journals (2018)
  by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
  (ReDIF-article, taf:jnlasa:v:113:y:2018:i:523:p:1184-1194)
• Heteroscedastic Transformation Models With Covariate Dependent Censoring
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
  by Shakeeb Khan & Youngki Shin & Elie Tamer
  (ReDIF-article, taf:jnlbes:v:29:y:2011:i:1:p:40-48)
• Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
  by Sung Jae Jun & Yoonseok Lee & Youngki Shin
  (ReDIF-article, taf:jnlbes:v:34:y:2016:i:2:p:302-311)
• csa2sls: A complete subset approach for many instruments using Stata
  Stata Journal, StataCorp LP (2023)
  by Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin
  (ReDIF-article, tsj:stataj:v:23:y:2023:i:4:p:932-941)
• Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks
  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)
  by Lance Lochner & Youngki Shin
  (ReDIF-paper, uwo:hcuwoc:20142)
• Wage Dynamics and Returns to Unobserved Skill
  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)
  by Lance Lochner & Youngmin Park & Youngki Shin
  (ReDIF-paper, uwo:hcuwoc:201726)
• 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) (2020)
  by Qian Liu & Lance Lochner & Youngmin Park & Youngki Shin
  (ReDIF-paper, uwo:hcuwoc:20205)