Youngki Shin
Selected Publications
Testing for a debt-threshold effect on output growth
Using the Reinhart–Rogoff dataset, we find a debt threshold not around 90 per cent but around […]
Oracle estimation of a change point in high dimensional quantile regression
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ […]
The lasso for high dimensional regression with a possible change point
We consider a high dimensional regression model with a possible change point due to a covariate […]
Testing for threshold effects in regression models
In this article, we develop a general method for testing threshold effects in regression models, using […]