Details about Sokbae (Simon) Lee

Access statistics for papers by Sokbae (Simon) Lee.

Last updated 2019-02-09. Update your information in the RePEc Author Service.

Short-id: ple107

Working Papers

2019

1. Factor-Driven Two-Regime Regression
   Papers, arXiv.org
   Also in Department of Economics Working Papers, McMaster University (2018)

2018

2. Best Subset Binary Prediction
   Papers, arXiv.org View citations (6)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
   See also Journal Article in Journal of Econometrics (2018)
3. High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization
   Papers, arXiv.org
4. Identifying Effects of Multivalued Treatments
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (4)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
   See also Journal Article in Econometrica (2018)
5. Identifying the Effect of Persuasion
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)

2017

6. Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (3)
7. Doubly robust uniform confidence band for the conditional average treatment effect function
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (13)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
   Papers, arXiv.org (2016)
   KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (1)
   See also Journal Article in Journal of Applied Econometrics (2017)
8. Exact computation of GMM estimators for instrumental variable quantile regression models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
   See also Journal Article in Journal of Applied Econometrics (2018)
9. Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
10. Optimal data collection for randomized control trials
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in Papers, arXiv.org (2016)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)

2016

11. Nonparametric estimation and inference under shape restrictions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (3)
    See also Journal Article in Journal of Econometrics (2017)
12. Oracle Estimation of a Change Point in High Dimensional Quantile Regression
    Papers, arXiv.org View citations (2)
    See also Journal Article in Journal of the American Statistical Association (2018)
13. Please Call Me John: Name Choice and the Assimilation of Immigrants in the United States, 1900-1930
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
    CReAM Discussion Paper Series, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London (2016) View citations (2)

2014

14. A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
15. Implementing intersection bounds in Stata
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (1)
    See also Journal Article in Stata Journal (2015)
16. International trends in technological progress: stylized facts from patent citations, 1980-2011
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
17. Maximum score estimation with nonparametrically generated regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    See also Journal Article in Econometrics Journal (2014)
18. Recombinant innovation and the boundaries of the firm
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in International Journal of Industrial Organization (2017)
19. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (4)
    See also Journal Article in Econometric Theory (2018)
20. The identification power of smoothness assumptions in models with counterfactual outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in Quantitative Economics (2018)
21. The lasso for high-dimensional regression with a possible change-point
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2016)

2013

22. Do Institutions Affect Social Preferences? Evidence from Divided Korea
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (2)
    See also Journal Article in Journal of Comparative Economics (2017)
23. Maximum score estimation of preference parameters for a binary choice model under uncertainty
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2012

24. Intersection bounds: estimation and inference
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (46)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)
    See also Journal Article in Econometrica (2013)
25. Local Identification of Nonparametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (3)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (4)
    See also Journal Article in Econometrica (2014)

2011

26. Does It Matter Who Responded to the Survey? Trends in the U.S. Gender Earnings Gap Revisited
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)
    See also Journal Article in ILR Review (2012)
27. Is distance dying at last? Falling home bias in fixed effects models of patent citations
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (29)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (17)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (9)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (8)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2007) View citations (14)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (14)
    See also Journal Article in Quantitative Economics (2011)
28. Nonparametric Identification of Accelerated Failure Time Competing Risks Models
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)
    See also Journal Article in Econometric Theory (2013)
29. Testing functional inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
    See also Journal Article in Journal of Econometrics (2013)

2010

30. Characterization of the asymptotic distribution of semiparametric M-estimators
    Post-Print, HAL View citations (20)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2006) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2006) View citations (8)
    See also Journal Article in Journal of Econometrics (2010)
31. Testing for threshold effects in regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    See also Journal Article in Journal of the American Statistical Association (2011)
32. Trends in Quality Adjusted Skill Premia in the US, 1960-2000
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
33. Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (11)
    See also Journal Article in American Economic Review (2011)
34. Uniform confidence bands for functions estimated nonparametrically with instrumental variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (2)
    See also Journal Article in Journal of Econometrics (2012)

2009

35. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (41)
    See also Journal Article in Journal of Econometrics (2009)
36. Nonparametric Tests of Conditional Treatment Effects
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (14)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (14)

2008

37. Is Distance Dying at Last?
    CentrePiece - The Magazine for Economic Performance, Centre for Economic Performance, LSE View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) View citations (1)
38. Testing for stochastic monotonicity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2006)
    See also Journal Article in Econometrica (2009)

2007

39. SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)
    See also Journal Article in Journal of Econometrics (2008)
40. Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in Journal of Econometrics (2009)

2006

41. 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 in Econometrica (2007)

2005

42. Ability, sorting and wage inequality
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
43. 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 in Biometrika (2006)
44. 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 (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005) View citations (10)
    See also Journal Article in Journal of Business & Economic Statistics (2009)

2004

45. Endogeneity in Quantile Regression Models: A Control Function Approach
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (17)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (17)
    See also Journal Article in Journal of Econometrics (2007)
46. Nonparametric Estimation of an Additive Quantile Regression Model
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (6)
    See also Journal Article in Journal of the American Statistical Association (2005)

2003

47. Estimating panel data duration models with censored data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    See also Journal Article in Econometric Theory (2008)

2002

48. 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)
    See also Journal Article in Journal of Econometrics (2004)

Journal Articles

2018

1. Best subset binary prediction
   Journal of Econometrics, 2018, 206, (1), 39-56 View citations (1)
   See also Working Paper (2018)
2. Exact computation of GMM estimators for instrumental variable quantile regression models
   Journal of Applied Econometrics, 2018, 33, (4), 553-567 View citations (2)
   See also Working Paper (2017)
3. Identifying Effects of Multivalued Treatments
   Econometrica, 2018, 86, (6), 1939-1963
   See also Working Paper (2018)
4. Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
   Journal of the American Statistical Association, 2018, 113, (523), 1184-1194 View citations (2)
   See also Working Paper (2016)
5. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
   Econometric Theory, 2018, 34, (05), 1018-1064 View citations (3)
   See also Working Paper (2014)
6. The identification power of smoothness assumptions in models with counterfactual outcomes
   Quantitative Economics, 2018, 9, (2), 617-642
   See also Working Paper (2014)

2017

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

2016

14. 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 (7)
    See also Working Paper (2014)

2015

15. Implementing intersection bounds in Stata
    Stata Journal, 2015, 15, (1)
    Also in Stata Journal, 2015, 15, (1), 21-44 (2015)
    See also Working Paper (2014)
16. 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 (3)

2014

17. Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz
    Econometrics Journal, 2014, 17, (2), Si-Sii
18. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 View citations (20)
    See also Working Paper (2012)
19. Maximum score estimation with nonparametrically generated regressors
    Econometrics Journal, 2014, 17, (3), 271-300 View citations (2)
    See also Working Paper (2014)

2013

20. Intersection Bounds: Estimation and Inference
    Econometrica, 2013, 81, (2), 667-737 View citations (82)
    See also Working Paper (2012)
21. NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
    Econometric Theory, 2013, 29, (05), 905-919 View citations (11)
    See also Working Paper (2011)
22. Testing functional inequalities
    Journal of Econometrics, 2013, 172, (1), 14-32 View citations (21)
    See also Working Paper (2011)

2012

23. 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 (1)
    See also Working Paper (2011)
24. Uniform confidence bands for functions estimated nonparametrically with instrumental variables
    Journal of Econometrics, 2012, 168, (2), 175-188 View citations (26)
    See also Working Paper (2010)

2011

25. Is distance dying at last? Falling home bias in fixed‐effects models of patent citations
    Quantitative Economics, 2011, 2, (2), 211-249 View citations (29)
    See also Working Paper (2011)
26. Testing for Threshold Effects in Regression Models
    Journal of the American Statistical Association, 2011, 106, (493), 220-231 View citations (18)
    See also Working Paper (2010)
27. Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000
    American Economic Review, 2011, 101, (6), 2309-49 View citations (35)
    See also Working Paper (2010)

2010

28. Characterization of the asymptotic distribution of semiparametric M-estimators
    Journal of Econometrics, 2010, 159, (2), 252-266 View citations (29)
    See also Working Paper (2010)

2009

29. 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 (38)
    See also Working Paper (2009)
30. 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 (14)
    See also Working Paper (2005)
31. 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 (3)
    See also Working Paper (2007)
32. Testing for Stochastic Monotonicity
    Econometrica, 2009, 77, (2), 585-602 View citations (26)
    See also Working Paper (2008)

2008

33. ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
    Econometric Theory, 2008, 24, (05), 1254-1276 View citations (6)
    See also Working Paper (2003)
34. 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 (5)
    See also Working Paper (2007)

2007

35. Endogeneity in quantile regression models: A control function approach
    Journal of Econometrics, 2007, 141, (2), 1131-1158 View citations (98)
    See also Working Paper (2004)
36. Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
    Econometrica, 2007, 75, (4), 1191-1208 View citations (67)
    See also Working Paper (2006)

2006

37. Identification of a competing risks model with unknown transformations of latent failure times
    Biometrika, 2006, 93, (4), 996-1002 View citations (7)
    See also Working Paper (2005)

2005

38. Nonparametric Estimation of an Additive Quantile Regression Model
    Journal of the American Statistical Association, 2005, 100, 1238-1249 View citations (44)
    See also Working Paper (2004)

2004

39. Semiparametric estimation of a panel data proportional hazards model with fixed effects
    Journal of Econometrics, 2004, 119, (1), 155-198 View citations (20)
    See also Working Paper (2002)

2003

40. EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
    Econometric Theory, 2003, 19, (01), 1-31 View citations (39)

Software Items

2014

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