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Youngki Shin

Personal Details

First Name:Youngki
Middle Name:
Last Name:Shin
Suffix:
RePEc Short-ID:psh180
[This author has chosen not to make the email address public]
https://YoungkiShin.com

Affiliation

Department of Economics
McMaster University

Hamilton, Canada
http://www.mcmaster.ca/economics/
RePEc:edi:demcmca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.
  2. Seungjin Han & Alex Sam & Youngki Shin, 2023. "Optimal Delegation in Markets for Matching with Signaling," Papers 2303.09415, arXiv.org.
  3. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
  4. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org, revised Apr 2023.
  5. Seungjin Han & Julius Owusu & Youngki Shin, 2022. "Statistical Treatment Rules under Social Interaction," Papers 2209.09077, arXiv.org, revised Nov 2022.
  6. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021. "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers 2106.03156, arXiv.org, revised Oct 2021.
  7. Rui Fan & Ji Hyung Lee & Youngki Shin, 2021. "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers 2101.11568, arXiv.org, revised Dec 2022.
  8. Seungjin Han & Alex Sam & Youngki Shin, 2021. "Designing a Competitive Monotone Signaling Equilibrium," Department of Economics Working Papers 2021-08, McMaster University.
  9. Seungjin Han & Alex Sam & Youngki Shin, 2021. "Monotone Equilibrium in Matching Markets with Signaling," Papers 2109.03370, arXiv.org, revised Jan 2024.
  10. Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Papers 2003.03299, arXiv.org, revised Jul 2021.
  11. Qian Liu & Lance Lochner & Youngmin Park & Youngki Shin, 2020. "Returns to Skill and the Evolution of Skills for Older Men," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20205, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  12. Youngki Shin & Zvezdomir Todorov, 2020. "Exact Computation of Maximum Rank Correlation Estimator," Papers 2009.03844, arXiv.org, revised Jan 2021.
  13. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.
  14. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019. "Desperate times call for desperate measures: government spending multipliers in hard times," Papers 1909.09824, arXiv.org, revised May 2020.
  15. Seojeong Lee & Youngki Shin, 2018. "Complete Subset Averaging with Many Instruments," Papers 1811.08083, arXiv.org, revised Aug 2020.
  16. Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
  17. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Papers 1810.11109, arXiv.org, revised Sep 2020.
  18. Lance Lochner & Youngmin Park & Youngki Shin, 2017. "Wage Dynamics and Returns to Unobserved Skill," Staff Working Papers 17-61, Bank of Canada.
  19. Youngmin Park & Youngki Shin & Lance Lochner, 2017. "Earnings Dynamics and Returns to Skills," 2017 Meeting Papers 166, Society for Economic Dynamics.
  20. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
  21. Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014. "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers 169, Center for Policy Research, Maxwell School, Syracuse University.
  22. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014. "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers 39/14, Institute for Fiscal Studies.
  23. Lance Lochner & Youngki Shin, 2014. "Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks," NBER Working Papers 20068, National Bureau of Economic Research, Inc.
  24. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers 26/14, Institute for Fiscal Studies.
  25. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2010. "Testing for threshold effects in regression models," CeMMAP working papers CWP36/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. Han, Seungjin & Sam, Alex & Shin, Youngki, 2024. "Monotone equilibrium in matching markets with signaling," Journal of Economic Theory, Elsevier, vol. 216(C).
  2. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2023. "csa2sls: A complete subset approach for many instruments using Stata," Stata Journal, StataCorp LP, vol. 23(4), pages 932-941, December.
  3. Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
  4. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
  5. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
  6. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
  7. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
  8. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1949-1957, October.
  9. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
  10. Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2017. "Testing for a Debt‐Threshold Effect on Output Growth," Fiscal Studies, Institute for Fiscal Studies, vol. 38, pages 701-717, December.
  11. Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
  12. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016. "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
  13. Khan, Shakeeb & Shin, Youngki & Tamer, Elie, 2011. "Heteroscedastic Transformation Models With Covariate Dependent Censoring," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 40-48.
  14. Jason Abrevaya & Youngki Shin, 2011. "Rank estimation of partially linear index models," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 409-437, October.
  15. Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki, 2011. "Testing for Threshold Effects in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 220-231.
  16. Shin, Youngki, 2010. "Local Rank Estimation Of Transformation Models With Functional Coefficients," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1807-1819, December.
  17. Youngki Shin, 2009. "Misspecified Markov Switching Model," Economics Bulletin, AccessEcon, vol. 29(2), pages 957-963.
  18. Youngki Shin, 2009. "Length-bias Correction in Transformation Models with Supplementary Data," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 658-681.
  19. Youngki Shin, 2008. "Semiparametric estimation of the Box--Cox transformation model," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 517-537, November.
  20. Shin, Youngki, 2008. "Rank estimation of monotone hazard models," Economics Letters, Elsevier, vol. 100(1), pages 80-82, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers 2020-06, McMaster University.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health > Measurement

Working papers

  1. Seungjin Han & Julius Owusu & Youngki Shin, 2022. "Statistical Treatment Rules under Social Interaction," Papers 2209.09077, arXiv.org, revised Nov 2022.

    Cited by:

    1. Julius Owusu, 2023. "Randomization Inference of Heterogeneous Treatment Effects under Network Interference," Papers 2308.00202, arXiv.org, revised Jan 2024.

  2. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021. "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers 2106.03156, arXiv.org, revised Oct 2021.

    Cited by:

    1. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org, revised Apr 2023.

  3. Seungjin Han & Alex Sam & Youngki Shin, 2021. "Monotone Equilibrium in Matching Markets with Signaling," Papers 2109.03370, arXiv.org, revised Jan 2024.

    Cited by:

    1. Seungjin Han & Alex Sam & Youngki Shin, 2023. "Optimal Delegation in Markets for Matching with Signaling," Papers 2303.09415, arXiv.org.

  4. Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Papers 2003.03299, arXiv.org, revised Jul 2021.

    Cited by:

    1. Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Jia, Zhimin, 2023. "Complete subset averaging methods in corporate bond return prediction," Finance Research Letters, Elsevier, vol. 54(C).
    2. Victoria Stack & Lana L. Narine, 2022. "Sustainability at Auburn University: Assessing Rooftop Solar Energy Potential for Electricity Generation with Remote Sensing and GIS in a Southern US Campus," Sustainability, MDPI, vol. 14(2), pages 1-14, January.
    3. Islam, M.S. & Das, Barun K. & Das, Pronob & Rahaman, Md Habibur, 2021. "Techno-economic optimization of a zero emission energy system for a coastal community in Newfoundland, Canada," Energy, Elsevier, vol. 220(C).

  5. Youngki Shin & Zvezdomir Todorov, 2020. "Exact Computation of Maximum Rank Correlation Estimator," Papers 2009.03844, arXiv.org, revised Jan 2021.

    Cited by:

    1. Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao, 2021. "Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1," Papers 2110.04388, arXiv.org, revised Feb 2023.
    2. Xu, Wenchao & Zhang, Xinyu & Liang, Hua, 2024. "Linearized maximum rank correlation estimation when covariates are functional," Journal of Multivariate Analysis, Elsevier, vol. 202(C).

  6. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.

    Cited by:

    1. Fernández-Villaverde, Jesús & Arias, Jonas & Rubio-Ramírez, Juan Francisco & Shin, Minchul, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CEPR Discussion Papers 15951, C.E.P.R. Discussion Papers.
    2. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 21-18, Federal Reserve Bank of Philadelphia.
    3. Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023. "The spread of COVID-19 in London: Network effects and optimal lockdowns," Journal of Econometrics, Elsevier, vol. 235(2), pages 2125-2154.
    4. Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
    5. Hartl, Tobias, 2021. "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242380, Verein für Socialpolitik / German Economic Association.
    6. Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin, 2021. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," NBER Working Papers 28617, National Bureau of Economic Research, Inc.
    7. Ziwei Mei & Zhentao Shi & Peter C. B. Phillips, 2022. "The boosted HP filter is more general than you might think," Cowles Foundation Discussion Papers 2348, Cowles Foundation for Research in Economics, Yale University.
    8. Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye, 2024. "Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach," Papers 2405.12180, arXiv.org.
    9. Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024. "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
    10. Saulius Jokubaitis & Dmitrij Celov, 2022. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Papers 2206.14128, arXiv.org.
    11. Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023. "Sparse Trend Estimation," Staff Reports 1049, Federal Reserve Bank of New York.
    12. Soo Beom Choi & Insung Ahn, 2020. "Forecasting imported COVID-19 cases in South Korea using mobile roaming data," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-10, November.
    13. Otilia Boldea & Adriana Cornea-Madeira & João Madeira, 2023. "Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 444-466.
    14. Tobias Hartl, 2021. "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers 2102.10067, arXiv.org.
    15. Cai, Junyang & Zhou, Jian, 2022. "How many asymptomatic cases were unconfirmed in the US COVID-19 pandemic? The evidence from a serological survey," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).

  7. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019. "Desperate times call for desperate measures: government spending multipliers in hard times," Papers 1909.09824, arXiv.org, revised May 2020.

    Cited by:

    1. Hugo S. Gonçalves & Sérgio Moro, 2023. "On the economic impacts of COVID‐19: A text mining literature analysis," Review of Development Economics, Wiley Blackwell, vol. 27(1), pages 375-394, February.
    2. Baihua Yuan & Wang Leiling & Hayot Berk Saydaliev & Vishal Dagar & Ángel Acevedo-Duque, 2022. "Testing the impact of fiscal policies for economic recovery: does monetary policy act as catalytic tool for economic Survival," Economic Change and Restructuring, Springer, vol. 55(4), pages 2215-2235, November.
    3. Li, Rong & Wei, Ning, 2022. "Economic policy uncertainty and government spending multipliers," Economics Letters, Elsevier, vol. 217(C).
    4. Rubana Mahjabeen & Praopan Pratoomchat, 2021. "How effective is the 2020 stimulus check in Minnesota and Wisconsin counties?," Economics Bulletin, AccessEcon, vol. 41(3), pages 1655-1665.

  8. Seojeong Lee & Youngki Shin, 2018. "Complete Subset Averaging with Many Instruments," Papers 1811.08083, arXiv.org, revised Aug 2020.

    Cited by:

    1. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
    2. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org, revised Apr 2023.
    3. Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023. "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, vol. 226(C).
    4. Islam, M.S. & Das, Barun K. & Das, Pronob & Rahaman, Md Habibur, 2021. "Techno-economic optimization of a zero emission energy system for a coastal community in Newfoundland, Canada," Energy, Elsevier, vol. 220(C).

  9. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Papers 1810.11109, arXiv.org, revised Sep 2020.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019. "Desperate times call for desperate measures: government spending multipliers in hard times," Department of Economics Working Papers 2019-11, McMaster University.
    2. Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
    3. Youngki Shin & Zvezdomir Todorov, 2021. "Exact Computation of Maximum Rank Correlation Estimator," Department of Economics Working Papers 2021-03, McMaster University.
    4. Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
    5. Wayne Yuan Gao & Sheng Xu & Kan Xu, 2020. "Two-Stage Maximum Score Estimator," Papers 2009.02854, arXiv.org, revised Sep 2022.

  10. Lance Lochner & Youngmin Park & Youngki Shin, 2017. "Wage Dynamics and Returns to Unobserved Skill," Staff Working Papers 17-61, Bank of Canada.

    Cited by:

    1. Lance Lochner & Youngmin Park, 2020. "Earnings Dynamics and Intergenerational Transmission of Skill," Working Papers 2020-075, Human Capital and Economic Opportunity Working Group.
    2. Galassi, Gabriela & Koll, David & Mayr, Lukas, 2019. "The Intergenerational Correlation of Employment: Is There a Role for Work Culture?," IZA Discussion Papers 12595, Institute of Labor Economics (IZA).
    3. Gabriela Galassi & David Koll & Lukas Mayr, 2019. "The Intergenerational Correlation of Employment: Is There a Role for Work Culture?," Staff Working Papers 19-33, Bank of Canada.
    4. Nicolas A. Roys & Christopher R. Taber, 2019. "Skill Prices, Occupations, and Changes in the Wage Structure for Low Skilled Men," NBER Working Papers 26453, National Bureau of Economic Research, Inc.

  11. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.

    Cited by:

    1. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    2. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
    3. Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
    4. Gabriela Ciuperca & Matúš Maciak, 2020. "Change‐point detection in a linear model by adaptive fused quantile method," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 425-463, June.
    5. Carlos Lamarche & Thomas Parker, 2022. "Wild Bootstrap Inference For Penalized Quantile Regression For Longitudinal Data," Working Papers 22003 Classification-C15,, University of Waterloo, Department of Economics.
    6. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Department of Economics Working Papers 2018-14, McMaster University.
    7. Wayne Yuan Gao & Sheng Xu & Kan Xu, 2020. "Two-Stage Maximum Score Estimator," Papers 2009.02854, arXiv.org, revised Sep 2022.

  12. Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014. "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers 169, Center for Policy Research, Maxwell School, Syracuse University.

    Cited by:

    1. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    2. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
    3. Pablo Lavado & Gonzalo Rivera, 2016. "Identifying Treatment Effects with Data Combination and Unobserved Heterogeneity," Working Papers 79, Peruvian Economic Association.
    4. Shosei Sakaguchi, 2017. "Estimation of Average Treatment Effects Using Panel Data when Treatment Effects Are Heterogeneous by Unobserved Fixed Effects," KIER Working Papers 970, Kyoto University, Institute of Economic Research.
    5. Pablo Lavado & Gonzalo Rivera, 2015. "Identifying treatment effects and counterfactual distributions using data combination with unobserved heterogeneity," Working Papers 15-14, Centro de Investigación, Universidad del Pacífico.

  13. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014. "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers 39/14, Institute for Fiscal Studies.

    Cited by:

    1. Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.

  14. Lance Lochner & Youngki Shin, 2014. "Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks," NBER Working Papers 20068, National Bureau of Economic Research, Inc.

    Cited by:

    1. Lippi, Francesco & Perri, Fabrizio, 2023. "Unequal growth," Journal of Monetary Economics, Elsevier, vol. 133(C), pages 1-18.
    2. Eric Bartelsman & Sabien Dobbelaere & Bettina Peters, 2013. "Allocation of Human Capital and Innovation at the Frontier: Firm-level Evidence on Germany and the Netherlands," Tinbergen Institute Discussion Papers 13-095/VII, Tinbergen Institute.
    3. Thierry Magnac & Sébastien Roux, 2021. "Heterogeneity and wage inequalities over the life cycle," Post-Print hal-04532017, HAL.
    4. Lance Lochner & Todd Stinebrickner & Utku Suleymanoglu, 2018. "Parental Support, Savings and Student Loan Repayment," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20182, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    5. Lance Lochner & Alexander Monge-Naranjo, 2015. "Student Loans and Repayment: Theory, Evidence and Policy," Working Paper series 15-11, Rimini Centre for Economic Analysis.
    6. Guido Matias Cortes & Manuel Alejandro Hidalgo, 2015. "Changes in the Return to Skills and the Variance of Unobserved Ability," Working Paper series 15-45, Rimini Centre for Economic Analysis.
    7. Michael Kaganovich & Xuejuan Su, 2015. "College Expansion and Curriculum Choice," CESifo Working Paper Series 5299, CESifo.
    8. Philip Armour & Melanie A. Zaber, 2020. "Does Student Loan Forgiveness Drive Disability Application?," NBER Working Papers 26787, National Bureau of Economic Research, Inc.
    9. Nicholas W. Papageorge & Kevin Thom, 2018. "Genes, Education, and Labor Market Outcomes: Evidence from the Health and Retirement Study," Working Papers 2018-076, Human Capital and Economic Opportunity Working Group.
    10. Youngmin Park & Youngki Shin & Lance Lochner, 2017. "Earnings Dynamics and Returns to Skills," 2017 Meeting Papers 166, Society for Economic Dynamics.
    11. Gustafsson, Johan & Holmberg, Johan, 2022. "Permanent and transitory earnings dynamics and lifetime income inequality in Sweden," Umeå Economic Studies 1005, Umeå University, Department of Economics.
    12. Mirko Felchner, 2015. "Einkommensdynamik bei Selbständigen als Freie Berufe und abhängig Beschäftigte Eine dynamische Paneldatenschätzung mit Daten des Sozio-oekonomischen Panels," FFB-Discussionpaper 101, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)), LEUPHANA University Lüneburg.
    13. Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
    14. Gueorgui Kambourov & Aloysius Siow & Laura Turner, 2015. "Relationship Skills in the Labor and Marriage Markets," Working Papers tecipa-543, University of Toronto, Department of Economics.
    15. Michael Kaganovich & Xuejuan Su, 2016. "College Curriculum, Diverging Selectivity, and Enrollment Expansion," CESifo Working Paper Series 6122, CESifo.
    16. Brant Abbott & Giovanni Gallipoli, 2018. "Human Capital Inequality: Empirical Evidence," Working Papers 2018-085, Human Capital and Economic Opportunity Working Group.
    17. Juan Sanchez & Alexander Monge-Naranjo & Lance Lochner, 2016. "Designing Efficient Student Loan Programs in the U.S," 2016 Meeting Papers 343, Society for Economic Dynamics.
    18. Salvador Navarro & Jin Zhou, 2017. "Identifying Agent's Information Sets: an Application to a Lifecycle Model of Schooling, Consumption, and Labor Supply," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 58-92, April.
    19. Gustafsson, Johan & Holmberg, Johan, 2023. "Permanent and transitory earnings dynamics and lifetime income inequality in Sweden," Labour Economics, Elsevier, vol. 85(C).
    20. Gustafsson, Johan & Holmberg, Johan, 2019. "Earning dynamics in Sweden: The recent evolution of permanent inequality and earnings volatility," Umeå Economic Studies 963, Umeå University, Department of Economics.
    21. Arabage, Amanda Cappellazzo & Souza, André Portela Fernandes de, 2015. "Labor earnings dynamics in post-stabilization Brazil," Textos para discussão 390, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    22. Lance Lochner & Youngmin Park & Youngki Shin, 2018. "Wage Dynamics and Returns to Unobserved Skill," NBER Working Papers 24220, National Bureau of Economic Research, Inc.

  15. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers 26/14, Institute for Fiscal Studies.

    Cited by:

    1. Yang, Xinfeng & Yan, Xiaodong & Huang, Jian, 2019. "High-dimensional integrative analysis with homogeneity and sparsity recovery," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
    2. Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
    3. Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021. "Estimating multiple breaks in nonstationary autoregressive models," Journal of Econometrics, Elsevier, vol. 221(1), pages 277-311.
    4. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022. "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series 626, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019. "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series 601, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
    7. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    8. Gabriela Ciuperca, 2018. "Test by adaptive LASSO quantile method for real-time detection of a change-point," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 689-720, August.
    9. Daiqing Xi & Tianxiao Pang, 2021. "Estimating multiple breaks in mean sequentially with fractionally integrated errors," Statistical Papers, Springer, vol. 62(1), pages 451-494, February.
    10. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, Department of Economics and Business Economics, Aarhus University.
    11. Chen, Likai & Wang, Weining & Wu, Wei Biao, 2019. "Inference of Break-Points in High-Dimensional Time Series," IRTG 1792 Discussion Papers 2019-013, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    12. Alessandro Casini & Pierre Perron, 2020. "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series WP2020-013, Boston University - Department of Economics.
    13. Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
    14. Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017. "Structural change in non-stationary AR(1) models," MPRA Paper 80510, University Library of Munich, Germany.
    15. Lixiong Yang, 2023. "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, vol. 65(1), pages 189-202, July.
    16. A. Gibberd & S. Roy, 2021. "Consistent multiple changepoint estimation with fused Gaussian graphical models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(2), pages 283-309, April.
    17. Kapetanios, George & Zikes, Filip, 2018. "Time-varying Lasso," Economics Letters, Elsevier, vol. 169(C), pages 1-6.
    18. Zhao, Wenbiao & Zhu, Lixing, 2024. "Detecting change structures of nonparametric regressions," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
    19. Cui, Junfeng & Wang, Guanghui & Zou, Changliang & Wang, Zhaojun, 2023. "Change-point testing for parallel data sets with FDR control," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    20. Liu, Bin & Zhang, Xinsheng & Liu, Yufeng, 2022. "High dimensional change point inference: Recent developments and extensions," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    21. Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi, 2022. "Change point inference in high-dimensional regression models under temporal dependence," LIDAM Discussion Papers ISBA 2022027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

  16. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2010. "Testing for threshold effects in regression models," CeMMAP working papers CWP36/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Silvia Jencova & Igor Petruska & Marta Lukacova, 2021. "Relationship Between ROA and Total Indebtedness by Threshold Regression Model," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 17(2), pages 37-46.
    2. Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi, 2015. "Threshold effect test in censored quantile regression," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 149-156.
    3. Young-Joo Kim & Myung Hwan Seo, 2017. "Is There a Jump in the Transition?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 241-249, April.
    4. Chung-Ming Kuan & Christos Michalopoulos & Zhijie Xiao, 2017. "Quantile Regression on Quantile Ranges – A Threshold Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 99-119, January.
    5. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers 26/14, Institute for Fiscal Studies.
    6. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    7. Feipeng Zhang & Qunhua Li, 2023. "Segmented correspondence curve regression for quantifying covariate effects on the reproducibility of high‐throughput experiments," Biometrics, The International Biometric Society, vol. 79(3), pages 2272-2285, September.
    8. Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
    9. Junho Lee & Ying Sun & Huixia Judy Wang, 2021. "Spatial cluster detection with threshold quantile regression," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
    10. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
    11. Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.
    12. Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
    13. Olaoye, Olumide O. & Eluwole, Oluwatosin O. & Ayesha, Aziz & Afolabi, Olugbenga O., 2020. "Government spending and economic growth in ECOWAS: An asymmetric analysis," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    14. Bruce E. Hansen, 2017. "Regression Kink With an Unknown Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 228-240, April.
    15. Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
    16. Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
    17. Youyi Fong & Chongzhi Di & Ying Huang & Peter B. Gilbert, 2017. "Model-robust inference for continuous threshold regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 452-462, June.
    18. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014. "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers 39/14, Institute for Fiscal Studies.
    19. Woosik Gong & Myung Hwan Seo, 2022. "Bootstraps for Dynamic Panel Threshold Models," Papers 2211.04027, arXiv.org, revised Sep 2024.
    20. Zhang, Yonghui & Zhou, Qiankun & Jiang, Li, 2017. "Panel kink regression with an unknown threshold," Economics Letters, Elsevier, vol. 157(C), pages 116-121.
    21. Myung Hwan Seo & Yongcheol Shin, 2014. "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series 577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    22. Zhang, Feipeng & Li, Qunhua, 2017. "A continuous threshold expectile model," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 49-66.
    23. Liwen Zhang & Huixia Judy Wang & Zhongyi Zhu, 2017. "Composite change point estimation for bent line quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 145-168, February.
    24. Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024. "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, vol. 135(C).
    25. Li, Kunpeng, 2022. "Threshold spatial autoregressive model," MPRA Paper 113568, University Library of Munich, Germany.
    26. Shuyu Li & Qiang Wang & Rongrong Li, 2024. "How aging impacts environmental sustainability—insights from the effects of social consumption and labor supply," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-16, December.
    27. David Todem & Wei‐Wen Hsu & KyungMann Kim, 2023. "Nonparametric scanning tests of homogeneity for hierarchical models with continuous covariates," Biometrics, The International Biometric Society, vol. 79(3), pages 2063-2075, September.
    28. Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017. "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series 590, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    29. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Department of Economics Working Papers 2018-14, McMaster University.
    30. Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014. "Testing linearity against threshold effects: uniform inference in quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 413-439, April.
    31. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Yanyang Yan & Feipeng Zhang & Xiaoying Zhou, 2017. "A note on estimating the bent line quantile regression model," Computational Statistics, Springer, vol. 32(2), pages 611-630, June.

Articles

  1. Han, Seungjin & Sam, Alex & Shin, Youngki, 2024. "Monotone equilibrium in matching markets with signaling," Journal of Economic Theory, Elsevier, vol. 216(C).
    See citations under working paper version above.
  2. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
    See citations under working paper version above.
  3. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
    See citations under working paper version above.
  4. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
    See citations under working paper version above.
  5. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
    See citations under working paper version above.
  6. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1949-1957, October.
    See citations under working paper version above.
  7. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
    See citations under working paper version above.
  8. Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2017. "Testing for a Debt‐Threshold Effect on Output Growth," Fiscal Studies, Institute for Fiscal Studies, vol. 38, pages 701-717, December.

    Cited by:

    1. Oguzhan Bozatli & Seref Can Serin & Murat Demir, 2024. "The causal relationship between public debt and economic growth in G7 countries: new evidence from time and frequency domain approaches," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-27, June.
    2. Gopal Prasad Bhatta, PhD & Anu Mishra, 2020. "Estimating Optimum Growth-Maximizing Public Debt Threshold for Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 32(2), pages 1-28, October.
    3. Chowdhury, Mohammad Ashraful Ferdous & Prince, Ehsanur Rauf & Shoyeb, Mohammad & Abdullah, Mohammad, 2024. "The threshold effect of institutional quality on sovereign debt and economic stability," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 39-59.
    4. Kassouri, Yacouba & Altıntaş, Halil & Alancioğlu, Erdal & Kacou, Kacou Yves Thierry, 2021. "New insights on the debt-growth nexus: A combination of the interactive fixed effects and panel threshold approach," International Economics, Elsevier, vol. 168(C), pages 40-55.
    5. Chen, Zhihong & Xia, Huizhu, 2020. "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, vol. 93(C), pages 595-604.
    6. Breuer, Christian & Colombier, Carsten, 2020. "Debt and growth: Historical evidence," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge 20-04, University of Cologne, FiFo Institute for Public Economics.
    7. Narayan, Laxmi, 2017. "Growth of Public Debt in Haryana – Dynamism or Misplaced Priorities," MPRA Paper 79431, University Library of Munich, Germany, revised 05 May 2017.
    8. Alfonso Mendoza-Velazquez & Heidi J. Smith & Diego Mendoza-Martinez, 2022. "Subnational Regional Growth, Debt Thresholds and Sustainability," Working Paper Series Sobre México 2022001, Sobre México. Temas en economía.
    9. Charles O Manasseh & Felicia C Abada & Ebelechukwu L Okiche & Ogochukwu Okanya & Ifeoma C Nwakoby & Peter Offu & Anuli R Ogbuagu & Chiedozie O Okafor & Paul C Obidike & Nnenna G Nwonye, 2022. "External debt and economic growth in Sub-Saharan Africa: Does governance matter?," PLOS ONE, Public Library of Science, vol. 17(3), pages 1-28, March.
    10. Alfonso Mendoza-Velázquez & Heidi J. Smith & Diego Mendoza-Martínez, 2023. "Regional Growth, Debt Thresholds and Subnational Sustainability," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-23, Abril - J.
    11. Ryota Nakatani, 2021. "Fiscal Rules for Natural Disaster- and Climate Change-Prone Small States," Sustainability, MDPI, vol. 13(6), pages 1-26, March.
    12. Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," LSE Research Online Documents on Economics 100333, London School of Economics and Political Science, LSE Library.
    13. Yang, Lixiong & Su, Jen-Je, 2018. "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 133-143.
    14. Philipp Heimberger, 2021. "Do Higher Public Debt Levels Reduce Economic Growth?," wiiw Working Papers 211, The Vienna Institute for International Economic Studies, wiiw.
    15. Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    16. Abdul Jalil, 2020. "Debt Sustainability: Economic Growth is the Panacea," PIDE Knowledge Brief 2020:19, Pakistan Institute of Development Economics.
    17. Guillaume Cléaud & Francisco de Castro Fernández & Jorge Durán Laguna & Lucia Granelli & Martin Hallet & Anne Jaubertie & Carlos Maravall Rodriguez & Diana Ognyanova & Balazs Palvolgyi & Tsvetan Tsali, 2019. "Cruising at Different Speeds: Similarities and Divergences between the German and the French Economies," European Economy - Discussion Papers 103, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

  9. Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
    See citations under working paper version above.
  10. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016. "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
    See citations under working paper version above.
  11. Khan, Shakeeb & Shin, Youngki & Tamer, Elie, 2011. "Heteroscedastic Transformation Models With Covariate Dependent Censoring," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 40-48.

    Cited by:

    1. Kloodt, Nick, 2021. "Identification in a fully nonparametric transformation model with heteroscedasticity," Statistics & Probability Letters, Elsevier, vol. 170(C).
    2. Luo, Yao & Perrigne, Isabelle & Vuong, Quang, 2014. "Structural Analysis of Nonlinear Pricing," Working Papers 14-003, Rice University, Department of Economics.

  12. Jason Abrevaya & Youngki Shin, 2011. "Rank estimation of partially linear index models," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 409-437, October.

    Cited by:

    1. Fan, Yanqin & Han, Fang & Li, Wei & Zhou, Xiao-Hua, 2020. "On rank estimators in increasing dimensions," Journal of Econometrics, Elsevier, vol. 214(2), pages 379-412.
    2. Chen, Songnian & Zhou, Yahong & Ji, Yuanyuan, 2018. "Nonparametric identification and estimation of sample selection models under symmetry," Journal of Econometrics, Elsevier, vol. 202(2), pages 148-160.
    3. Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," Post-Print hal-03399882, HAL.
    4. Youngki Shin & Zvezdomir Todorov, 2021. "Exact Computation of Maximum Rank Correlation Estimator," Department of Economics Working Papers 2021-03, McMaster University.
    5. Yanqin Fan & Fang Han & Wei Li & Xiao-Hua Zhou, 2019. "On rank estimators in increasing dimensions," Papers 1908.05255, arXiv.org.
    6. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
    7. Xu, Wenchao & Zhang, Xinyu & Liang, Hua, 2024. "Linearized maximum rank correlation estimation when covariates are functional," Journal of Multivariate Analysis, Elsevier, vol. 202(C).

  13. Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki, 2011. "Testing for Threshold Effects in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 220-231.
    See citations under working paper version above.
  14. Shin, Youngki, 2010. "Local Rank Estimation Of Transformation Models With Functional Coefficients," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1807-1819, December.

    Cited by:

    1. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
    2. Jiaming Luan & Hongwei Wang & Kangning Wang & Benle Zhang, 2022. "Robust distributed estimation and variable selection for massive datasets via rank regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 435-450, June.

  15. Youngki Shin, 2008. "Semiparametric estimation of the Box--Cox transformation model," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 517-537, November.

    Cited by:

    1. Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
    2. Samb, R. & Heuchenne, C. & Van Keilegom, I., 2011. "Estimation of the error density in a semiparametric transformation model," LIDAM Discussion Papers ISBA 2011023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Benjamin Colling & Cédric Heuchenne & Rawane Samb & Ingrid Van Keilegom, 2015. "Estimation of the error density in a semiparametric transformation model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 1-18, February.
    4. Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.

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This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Korean Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (12) 2010-12-18 2014-09-25 2016-02-29 2018-01-22 2018-11-05 2018-12-03 2020-03-16 2020-09-28 2021-02-22 2021-06-21 2022-10-31 2023-09-25. Author is listed
  2. NEP-ORE: Operations Research (9) 2018-12-10 2019-11-18 2020-03-16 2020-07-20 2020-07-20 2020-09-28 2021-02-08 2021-02-22 2021-06-21. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2018-11-05 2020-07-20 2021-02-22 2023-09-25
  4. NEP-DES: Economic Design (3) 2021-09-13 2023-04-24 2023-09-25
  5. NEP-LMA: Labor Markets - Supply, Demand, and Wages (3) 2014-05-17 2018-01-08 2018-02-19
  6. NEP-CMP: Computational Economics (2) 2019-11-18 2021-06-21
  7. NEP-ISF: Islamic Finance (2) 2021-09-13 2021-09-13
  8. NEP-LAB: Labour Economics (2) 2014-05-17 2014-05-24
  9. NEP-MAC: Macroeconomics (2) 2019-10-07 2019-11-18
  10. NEP-MIC: Microeconomics (2) 2021-09-13 2023-04-24
  11. NEP-CTA: Contract Theory and Applications (1) 2021-09-13
  12. NEP-FDG: Financial Development and Growth (1) 2015-08-13
  13. NEP-GTH: Game Theory (1) 2021-09-13
  14. NEP-HIS: Business, Economic and Financial History (1) 2015-08-13
  15. NEP-RMG: Risk Management (1) 2020-09-28
  16. NEP-UPT: Utility Models and Prospect Theory (1) 2022-10-17

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