| 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 | 124 | 2016 |
| Testing for threshold effects in regression models S Lee, MH Seo, Y Shin Journal of the American Statistical Association 106 (493), 220-231, 2011 | 108 | 2011 |
| Testing for a Debt‐threshold Effect on Output Growth S Lee, H Park, MH Seo, Y Shin Fiscal Studies, 2017 | 62 | 2017 |
| 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 | 49 | 2014 |
| 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 | 37 | 2017 |
| Factor-driven two-regime regression S Lee, Y Liao, MH Seo, Y Shin The Annals of Statistics 49 (3), 1656-1678, 2021 | 30 | 2021 |
| Wage dynamics and returns to unobserved skill L Lochner, Y Park, Y Shin National Bureau of Economic Research, 2018 | 30* | 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 | 28 | 2022 |
| 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 | 25 | 2020 |
| Rank estimation of partially linear index models J Abrevaya, Y Shin The Econometrics Journal 14 (3), 409-437, 2011 | 16 | 2011 |
| Semiparametric estimation of the Box–Cox transformation model Y Shin The Econometrics Journal 11 (3), 517-537, 2008 | 16 | 2008 |
| 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 | 12 | 2010 |
| Heteroscedastic transformation models with covariate dependent censoring S Khan, Y Shin, E Tamer Journal of Business & Economic Statistics 29 (1), 40-48, 2011 | 10 | 2011 |
| 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 | 9 | 2022 |
| Complete subset averaging with many instruments S Lee, Y Shin The Econometrics Journal 24 (2), 290-314, 2021 | 8* | 2021 |
| 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 | 7 | 2020 |
| Complete subset averaging for quantile regressions JH Lee, Y Shin Econometric Theory 39 (1), 146-188, 2023 | 6 | 2023 |
| Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach R Fan, JH Lee, Y Shin Journal of Econometrics 237 (2), 105372, 2023 | 5* | 2023 |
| Exact computation of maximum rank correlation estimator Y Shin, Z Todorov The Econometrics Journal 24 (3), 589-607, 2021 | 3 | 2021 |
Myung Hwan SeoSeoul National University在 snu.ac.kr 的电子邮件经过验证
