no code implementations • 25 Aug 2023 • Xiaohong Chen, Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin, Myunghyun Song
We introduce a new class of algorithms, Stochastic Generalized Method of Moments (SGMM), for estimation and inference on (overidentified) moment restriction models.
no code implementations • 16 Mar 2023 • Seungjin Han, Alex Sam, Youngki Shin
This paper studies a delegation problem faced by the planner who wants to regulate receivers' reaction choices in markets for matching between receivers and senders with signaling.
no code implementations • 29 Sep 2022 • Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
Big data analytics has opened new avenues in economic research, but the challenge of analyzing datasets with tens of millions of observations is substantial.
no code implementations • 19 Sep 2022 • Seungjin Han, Julius Owusu, Youngki Shin
In this paper we study treatment assignment rules in the presence of social interaction.
no code implementations • 4 Jul 2022 • Seojeong Lee, Siha Lee, Julius Owusu, Youngki Shin
We develop a Stata command $\texttt{csa2sls}$ that implements the complete subset averaging two-stage least squares (CSA2SLS) estimator in Lee and Shin (2021).
no code implementations • 7 Sep 2021 • Seungjin Han, Alex Sam, Youngki Shin
We introduce a notion of competitive signaling equilibrium (CSE) in one-to-one matching markets with a continuum of heterogeneous senders and receivers.
1 code implementation • 6 Jun 2021 • Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms.
no code implementations • 27 Jan 2021 • Rui Fan, Ji Hyung Lee, Youngki Shin
In this paper we propose the adaptive lasso for predictive quantile regression (ALQR).
no code implementations • 8 Sep 2020 • Youngki Shin, Zvezdomir Todorov
In this paper we provide a computation algorithm to get a global solution for the maximum rank correlation estimator using the mixed integer programming (MIP) approach.
no code implementations • 6 Mar 2020 • Ji Hyung Lee, Youngki Shin
We propose a novel conditional quantile prediction method based on complete subset averaging (CSA) for quantile regressions.