111 citations · 262 across the 16 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
econ.EM2020★ 7 cited
Exact Computation of Maximum Rank Correlation Estimator
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. We construc…
econ.EM2020★ 22 cited
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on…
econ.EM2020★ 11 cited
Complete Subset Averaging for Quantile Regressions
Ji Hyung Lee, Youngki Shin
We propose a novel conditional quantile prediction method based on complete subset averaging (CSA) for quantile regressions. All models under consideration are potentially misspeci…