Details about Sokbae (Simon) Lee

E-mail:
Homepage:	https://sites.google.com/site/sokbae
Postal address:	Department of Economics Columbia University 1022 International Affairs Building 420 West 118th Street New York, NY 10027, USA
Workplace:	Centre for Microdata Methods and Practice (CEMMAP), (more information at EDIRC) Department of Economics, School of Arts and Sciences, Columbia University, (more information at EDIRC) Institute for Fiscal Studies (IFS), (more information at EDIRC)

Access statistics for papers by Sokbae (Simon) Lee.

Last updated 2025-03-27. Update your information in the RePEc Author Service.

Short-id: ple107

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Working Papers

2006

Nonparametric instrumental variables estimation of a quantile regression model
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
See also Journal Article Nonparametric Instrumental Variables Estimation of a Quantile Regression Model, Econometrica, Econometric Society (2007) View citations (107) (2007)

2005

Ability, sorting and wage inequality
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
Identification of a competing risks model with unknown transformations of latent failure times
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
See also Journal Article Identification of a competing risks model with unknown transformations of latent failure times, Biometrika, Biometrika Trust (2006) View citations (13) (2006)
Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data
ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (16)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005) View citations (16)
See also Journal Article Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (25) (2009)

2004

Endogeneity in Quantile Regression Models: A Control Function Approach
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (24)
Also in CeMMAP working papers, Institute for Fiscal Studies (2004)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (24)
See also Journal Article Endogeneity in quantile regression models: A control function approach, Journal of Econometrics, Elsevier (2007) View citations (159) (2007)
Nonparametric Estimation of an Additive Quantile Regression Model
Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (11)
Also in CeMMAP working papers, Institute for Fiscal Studies (2004) View citations (2)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (10)
See also Journal Article Nonparametric Estimation of an Additive Quantile Regression Model, Journal of the American Statistical Association, American Statistical Association (2005) View citations (76) (2005)

2003

Estimating panel data duration models with censored data
CeMMAP working papers, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) View citations (4)
See also Journal Article ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA, Econometric Theory, Cambridge University Press (2008) View citations (13) (2008)

2002

Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects
10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (1)
CeMMAP working papers, Institute for Fiscal Studies (2002)
See also Journal Article Semiparametric estimation of a panel data proportional hazards model with fixed effects, Journal of Econometrics, Elsevier (2004) View citations (34) (2004)

Journal Articles

2025

Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds
Journal of Econometrics, 2025, 247, (C)
See also Working Paper Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds, Papers (2024) (2024)

2024

Causal Inference Under Outcome-Based Sampling with Monotonicity Assumptions
Journal of Business & Economic Statistics, 2024, 42, (3), 998-1009
See also Working Paper Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions, Papers (2023) View citations (1) (2023)
North Korean refugees’ implicit bias against South Korea predicts market earnings
Journal of Development Economics, 2024, 169, (C)

2023

Identifying the Effect of Persuasion
Journal of Political Economy, 2023, 131, (8), 2032 - 2058 View citations (3)
See also Working Paper Identifying the Effect of Persuasion, Papers (2022) View citations (1) (2022)
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities
Journal of Business & Economic Statistics, 2023, 41, (3), 927-938 View citations (2)
See also Working Paper Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities, Papers (2022) View citations (1) (2022)
Sparse quantile regression
Journal of Econometrics, 2023, 235, (2), 2195-2217 View citations (1)
See also Working Paper Sparse Quantile Regression, Papers (2023) View citations (1) (2023)
Treatment choice, mean square regret and partial identification
The Japanese Economic Review, 2023, 74, (4), 573-602
See also Working Paper Treatment Choice, Mean Square Regret and Partial Identification, Papers (2023) (2023)

2022

Knowledge spillovers and patent citations: trends in geographic localization, 1976–2015
Economics of Innovation and New Technology, 2022, 31, (3), 123-147 View citations (1)
See also Working Paper Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015, CeMMAP working papers (2019) (2019)

2021

Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
The Econometrics Journal, 2021, 24, (1), 103-120 View citations (1)
Sparse HP filter: Finding kinks in the COVID-19 contact rate
Journal of Econometrics, 2021, 220, (1), 158-180 View citations (18)
See also Working Paper Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate, Working Paper Series (2020) View citations (2) (2020)

2020

A tale of two Koreas: Property rights and fairness
Journal of Economic Behavior & Organization, 2020, 170, (C), 112-130 View citations (6)
See also Working Paper A tale of two Koreas: property rights and fairness, CeMMAP working papers (2019) (2019)
An Econometric Perspective on Algorithmic Subsampling
Annual Review of Economics, 2020, 12, (1), 45-80 View citations (7)
See also Working Paper An Econometric Perspective on Algorithmic Subsampling, Papers (2020) View citations (8) (2020)
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
Economic Inquiry, 2020, 58, (4), 1949-1957 View citations (4)
See also Working Paper Desperate times call for desperate measures: government spending multipliers in hard times, Papers (2020) View citations (4) (2020)
Optimal data collection for randomized control trials
The Econometrics Journal, 2020, 23, (1), 1-31 View citations (2)
See also Working Paper Optimal Data Collection for Randomized Control Trials, CeMMAP working papers (2019) View citations (1) (2019)
Please call me John: Name choice and the assimilation of immigrants in the United States, 1900–1930
Labour Economics, 2020, 62, (C) View citations (8)
See also Working Paper Please Call Me John: Name Choice and the Assimilation of Immigrants in the United States, 1900-1930, IZA Discussion Papers (2016) View citations (2) (2016)

2019

Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Journal of Econometrics, 2019, 210, (2), 482-497
See also Working Paper Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models, CeMMAP working papers (2017) (2017)

2018

Best subset binary prediction
Journal of Econometrics, 2018, 206, (1), 39-56 View citations (13)
See also Working Paper Best Subset Binary Prediction, Papers (2018) View citations (23) (2018)
Exact computation of GMM estimators for instrumental variable quantile regression models
Journal of Applied Econometrics, 2018, 33, (4), 553-567 View citations (16)
See also Working Paper Exact computation of GMM estimators for instrumental variable quantile regression models, CeMMAP working papers (2017) View citations (11) (2017)
Identifying Effects of Multivalued Treatments
Econometrica, 2018, 86, (6), 1939-1963 View citations (34)
See also Working Paper Identifying Effects of Multivalued Treatments, Papers (2018) View citations (34) (2018)
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
Journal of the American Statistical Association, 2018, 113, (523), 1184-1194 View citations (11)
See also Working Paper Oracle Estimation of a Change Point in High Dimensional Quantile Regression, Papers (2016) View citations (3) (2016)
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
Econometric Theory, 2018, 34, (5), 1018-1064 View citations (22)
See also Working Paper TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES, KIER Working Papers (2014) View citations (9) (2014)
The identification power of smoothness assumptions in models with counterfactual outcomes
Quantitative Economics, 2018, 9, (2), 617-642 View citations (8)
See also Working Paper The identification power of smoothness assumptions in models with counterfactual outcomes, CeMMAP working papers (2014) (2014)

2017

Correction
Journal of the American Statistical Association, 2017, 112, (518), 883-883
Do Institutions Affect Social Preferences? Evidence from Divided Korea
Journal of Comparative Economics, 2017, 45, (4), 865-888 View citations (13)
See also Working Paper Do Institutions Affect Social Preferences? Evidence from Divided Korea, IZA Discussion Papers (2013) View citations (2) (2013)
Doubly robust uniform confidence band for the conditional average treatment effect function
Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 View citations (45)
See also Working Paper Doubly robust uniform confidence band for the conditional average treatment effect function, LSE Research Online Documents on Economics (2017) View citations (37) (2017)
International Trends in Technological Progress: Evidence from Patent Citations, 1980–2011
Economic Journal, 2017, 127, (605), F50-F70 View citations (16)
Nonparametric estimation and inference under shape restrictions
Journal of Econometrics, 2017, 201, (1), 108-126 View citations (12)
See also Working Paper Nonparametric estimation and inference under shape restrictions, CeMMAP working papers (2016) View citations (1) (2016)
Recombinant innovation and the boundaries of the firm
International Journal of Industrial Organization, 2017, 50, (C), 34-56 View citations (3)
See also Working Paper Recombinant innovation and the boundaries of the firm, CeMMAP working papers (2014) View citations (1) (2014)
Testing for a Debt‐Threshold Effect on Output Growth
Fiscal Studies, 2017, 38, 701-717 View citations (21)

2016

The lasso for high dimensional regression with a possible change point
Journal of the Royal Statistical Society Series B, 2016, 78, (1), 193-210 View citations (24)
See also Working Paper The lasso for high-dimensional regression with a possible change-point, CeMMAP working papers (2014) (2014)

2015

Implementing intersection bounds in Stata
Stata Journal, 2015, 15, (1), 21-44 View citations (30)
See also Working Paper Implementing intersection bounds in Stata, CeMMAP working papers (2014) (2014)
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements
Econometrics Journal, 2015, 18, (3), 307-346 View citations (10)

2014

Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz
Econometrics Journal, 2014, 17, (2), Si-Sii
Local Identification of Nonparametric and Semiparametric Models
Econometrica, 2014, 82, (2), 785-809 View citations (46)
See also Working Paper Local Identification of Nonparametric and Semiparametric Models, Cowles Foundation Discussion Papers (2012) (2012)
Maximum score estimation with nonparametrically generated regressors
Econometrics Journal, 2014, 17, (3), 271-300 View citations (7)
See also Working Paper Maximum score estimation with nonparametrically generated regressors, CeMMAP working papers (2014) View citations (7) (2014)

2013

Intersection Bounds: Estimation and Inference
Econometrica, 2013, 81, (2), 667-737 View citations (275)
See also Working Paper Intersection bounds: estimation and inference, CeMMAP working papers (2012) (2012)
NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
Econometric Theory, 2013, 29, (5), 905-919 View citations (21)
See also Working Paper Nonparametric Identification of Accelerated Failure Time Competing Risks Models, Boston College Working Papers in Economics (2011) (2011)
Testing functional inequalities
Journal of Econometrics, 2013, 172, (1), 14-32 View citations (53)
See also Working Paper Testing functional inequalities, CeMMAP working papers (2011) View citations (10) (2011)

2012

Does it Matter WHO Responded to the Survey? Trends in the U.S. Gender Earnings Gap Revisited
ILR Review, 2012, 65, (1), 148-160 View citations (6)
See also Working Paper Does It Matter Who Responded to the Survey? Trends in the U.S. Gender Earnings Gap Revisited, IZA Discussion Papers (2011) (2011)
Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Journal of Econometrics, 2012, 168, (2), 175-188 View citations (48)
See also Working Paper Uniform confidence bands for functions estimated nonparametrically with instrumental variables, CeMMAP working papers (2010) (2010)

2011

Is distance dying at last? Falling home bias in fixed‐effects models of patent citations
Quantitative Economics, 2011, 2, (2), 211-249 View citations (90)
See also Working Paper Is distance dying at last? Falling home bias in fixed effects models of patent citations, CeMMAP working papers (2011) View citations (93) (2011)
Testing for Threshold Effects in Regression Models
Journal of the American Statistical Association, 2011, 106, (493), 220-231 View citations (47)
See also Working Paper Testing for threshold effects in regression models, CeMMAP working papers (2010) View citations (11) (2010)
Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000
American Economic Review, 2011, 101, (6), 2309-49 View citations (120)
See also Working Paper Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000, IZA Discussion Papers (2010) View citations (1) (2010)

2010

Characterization of the asymptotic distribution of semiparametric M-estimators
Journal of Econometrics, 2010, 159, (2), 252-266 View citations (49)
See also Working Paper Characterization of the asymptotic distribution of semiparametric M-estimators, Post-Print (2010) View citations (48) (2010)

2009

Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
Journal of Econometrics, 2009, 149, (2), 191-208 View citations (96)
See also Working Paper Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality, CeMMAP working papers (2009) View citations (92) (2009)
Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data
Journal of Business & Economic Statistics, 2009, 27, (2), 193-205 View citations (25)
See also Working Paper Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data, ZEW Discussion Papers (2005) View citations (16) (2005)
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Journal of Econometrics, 2009, 152, (2), 141-152 View citations (5)
See also Working Paper Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, CeMMAP working papers (2007) (2007)
Testing for Stochastic Monotonicity
Econometrica, 2009, 77, (2), 585-602 View citations (64)
See also Working Paper Testing for stochastic monotonicity, CeMMAP working papers (2008) View citations (1) (2008)

2008

ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
Econometric Theory, 2008, 24, (5), 1254-1276 View citations (13)
See also Working Paper Estimating panel data duration models with censored data, CeMMAP working papers (2003) (2003)
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Journal of Econometrics, 2008, 144, (2), 492-499 View citations (9)
See also Working Paper SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD, STICERD - Econometrics Paper Series (2007) (2007)

2007

Endogeneity in quantile regression models: A control function approach
Journal of Econometrics, 2007, 141, (2), 1131-1158 View citations (159)
See also Working Paper Endogeneity in Quantile Regression Models: A Control Function Approach, Econometric Society 2004 North American Summer Meetings (2004) View citations (24) (2004)
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
Econometrica, 2007, 75, (4), 1191-1208 View citations (107)
See also Working Paper Nonparametric instrumental variables estimation of a quantile regression model, CeMMAP working papers (2006) View citations (2) (2006)

2006

Identification of a competing risks model with unknown transformations of latent failure times
Biometrika, 2006, 93, (4), 996-1002 View citations (13)
See also Working Paper Identification of a competing risks model with unknown transformations of latent failure times, CeMMAP working papers (2005) View citations (1) (2005)

2005

Nonparametric Estimation of an Additive Quantile Regression Model
Journal of the American Statistical Association, 2005, 100, 1238-1249 View citations (76)
See also Working Paper Nonparametric Estimation of an Additive Quantile Regression Model, Econometric Society 2004 Far Eastern Meetings (2004) View citations (11) (2004)

2004

Semiparametric estimation of a panel data proportional hazards model with fixed effects
Journal of Econometrics, 2004, 119, (1), 155-198 View citations (34)
See also Working Paper Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects, 10th International Conference on Panel Data, Berlin, July 5-6, 2002 (2002) View citations (2) (2002)

2003

EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
Econometric Theory, 2003, 19, (1), 1-31 View citations (71)

Software Items

2022

PERSUASIO: Stata module to estimate the effect of persuasion and conduct inference
Statistical Software Components, Boston College Department of Economics

2020

DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method
Statistical Software Components, Boston College Department of Economics

2014

CLRBOUND: Stata module to perform estimation and inference on intersection bounds
Statistical Software Components, Boston College Department of Economics