Y O U N G K I S H I N

Professor
Department of Economics
McMaster University

Curriculum Vitae

[pdf]

Publications

  1. Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Proceedings of the 36th AAAI Conference on Artificial Intelligence, 36(7), 2022, pp. 7381-7389 [Journal Link], [WP version]

  2. Complete Subset Averaging for Quantile Regression, (with Ji Hyung Lee), forthcoming in Econometric Theory, July 2021 [Journal Link (open access)], [WP version]

  3. Exact Computation of Maximum Rank Correlation Estimator, (with Zvezdomir Todorov), Econometrics Journal, 24(3), 2021, pp. 589-607 [Journal Link], [WP version]

  4. Factor-Driven Two-Regime Regression, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Annals of Statistics, 49(3), 2021, pp. 1656-1678, [Journal Link (open access)], [WP version]

  5. Complete Subset Averaging with Many Instruments, (with Seojeong Lee), Econometrics Journal, 24(2), 2021, pp. 290-314 [Journal Link], [WP version]

  6. Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Journal of Econometrics, 220(1), 2021, pp. 158-180 [Journal Link (open access)], [WP version]

  7. Desperate times call for desperate measures: government spending multipliers in hard times, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Economic Inquiry, 58(4) October 2020, pp. 1949-1957 [Journal Link (open access)], [WP version]

  8. Oracle Estimation of a Change Point in High Dimensional Quantile Regression, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Journal of the American Statistical Association, 113(523), 2018, pp. 1184-1194 [Journal Link (open access)], [WP version]

  9. Testing for a Debt-threshold Effect on Output Growth, (with Sokbae Lee, Hyunmin Park, and Myung Hwan Seo), Fiscal Studies, 38(4), 2017, pp. 701-717 [Journal Link (open access)], [WP version]

  10. Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach, (with Sung Jae Jun and Yoonseok Lee), Journal of Business and Economic Statistics, 34(2), 2016, pp. 302-311 [Journal Link], [WP version]

  11. The Lasso for High-dimensional Regression with a Possible Change-point, (with Sokbae Lee and Myung Hwan Seo), Journal of the Royal Statistical Society: Series B, 78(1), 2016, pp. 193-210 [Journal Link (open access)], [WP version]

  12. Rank Estimation of Partially Linear Index Models, (with Jason Abrevaya), Econometrics Journal, 14(3), 2011, pp. 409-437 [Journal Link], [WP version]

  13. Testing for Threshold Effects in Regression Models, (with Sokbae Lee and Myung Hwan Seo), Journal of the American Statistical Association, 106(493), 2011, pp.220-231 [Journal Link], [WP version]

    • Correction to "Testing for Threshold Effects in Regression Models", (with Sokbae Lee and Myung Hwan Seo), Journal of the American Statistical Association, 112(518), 2017, p. 883 [Journal Link (open access)]

  14. Heteroskedastic Transformation Models with Covariate Dependent Censoring, (with Shakeeb Khan and Elie Tamer), Journal of Business and Economic Statistics, 29(1), 2011, pp. 40-48 [Journal Link], [WP version]

  15. Local Rank Estimation of Transformation Models with Functional Coefficients, Econometric Theory, 26(6), 2010, pp.1807-1819 [Journal Link], [WP version]

  16. Length-bias Correction in Transformation Models with Supplementary Data, Econometric Reviews, 28(6), 2009, pp.658-681 [Journal Link], [WP version]

  17. Misspecified Markov Switching Model, Economics Bulletin, 29(2), 2009, pp.957-963 [Journal Link]

  18. Semiparametric estimation of the Box-Cox transformation model, Econometrics Journal, 11(3), 2008, pp.517-537 [Journal Link], [WP version]

  19. Rank estimation of monotone hazard models, Economics Letters, 100(1), 2008, pp.80-82 [Journal Link], [WP version]

Working Papers

  1. Fast Inference for Quantile Regression with Millions of Observations, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), September 2022 [pdf]

  2. Statistical Treatment Rules under Social Interaction, with Seungjin Han and Julius Owusu), September 2022 [pdf]

  3. csa2sls: A complete subset approach for many instruments using Stata, with Seojeong Lee, Siha Lee, and Julius Owusu), July 2022 [pdf]

  4. Designing a Competitive Monotone Signaling Equilibrium, (with Seungjin Han and Alex Sam), July 2022 [pdf]

  5. Predictive Quantile Regression with Mixed Roots and Increasing Dimensions, (with Rui Fan and Ji Hyung Lee), R&R, August 2022 [pdf]

  6. Returns to Skill and the Evolution of Skills for Older Men, (with Qian Liu, Lance Lochner, and Youngmin Park), August 2020 [pdf]

  7. Wage Dynamics and Returns to Unobserved Skill, (with Lance Lochner and Youngmin Park), November 2017 [pdf]

  8. Understanding Income Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks, (with Lance Lochner), April 2014 [pdf]

Contact Information

Address:
Department of Economics
McMaster University
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4M4

Email: yshin12@gmail.com or shiny11@mcmaster.ca

Phone: +1 905.525.9140 x23672


Last Update: September 19, 2022