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:	Department of Economics, School of Arts and Sciences, Columbia University, (more information at EDIRC) Centre for Microdata Methods and Practice (CEMMAP), (more information at EDIRC) Institute for Fiscal Studies (IFS), (more information at EDIRC)

Access statistics for papers by Sokbae (Simon) Lee.

Last updated 2022-06-06. Update your information in the RePEc Author Service.

Short-id: ple107

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Working Papers

2022

1. Average Adjusted Association: Efficient Estimation with High Dimensional Confounders
   Papers, arXiv.org
2. Identifying the Effect of Persuasion
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
3. Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities
   Papers, arXiv.org
4. Least Squares Estimation Using Sketched Data with Heteroskedastic Errors
   Papers, arXiv.org View citations (3)
5. Sparse Quantile Regression
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
6. Treatment Choice with Nonlinear Regret
   Papers, arXiv.org

2021

7. Bounding Treatment Effects by Pooling Limited Information across Observations
   Papers, arXiv.org
8. Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions
   Papers, arXiv.org View citations (1)
9. Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
   Papers, arXiv.org View citations (1)
10. Inference in a class of optimization problems: Con?dence regions and ?nite sample bounds on errors in coverage probabilities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
11. Powerful Inference
    Papers, arXiv.org
12. Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability
    Papers, arXiv.org

2020

13. An Econometric Perspective on Algorithmic Subsampling
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (1)
    See also Journal Article in Annual Review of Economics (2020)
14. Causal inference in case-control studies
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
15. Desperate times call for desperate measures: government spending multipliers in hard times
    Papers, arXiv.org View citations (1)
    Also in Working Paper Series, Institute of Economic Research, Seoul National University (2019)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (1)
    Department of Economics Working Papers, McMaster University (2019)
    See also Journal Article in Economic Inquiry (2020)
16. Factor-Driven Two-Regime Regression
    Papers, arXiv.org View citations (1)
    Also in Working Paper Series, Institute of Economic Research, Seoul National University (2019)
    Department of Economics Working Papers, McMaster University (2018) View citations (7)
17. Filtered and Unfiltered Treatment Effects with Targeting Instruments
    Papers, arXiv.org
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
18. Institutions, Competitiveness and Cognitive Ability
    Working Paper Series, Institute of Economic Research, Seoul National University
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
19. Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
    Working Paper Series, Institute of Economic Research, Seoul National University View citations (2)
    Also in Department of Economics Working Papers, McMaster University (2020) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (2)
    Papers, arXiv.org (2020) View citations (2)
    See also Journal Article in Journal of Econometrics (2021)

2019

20. A tale of two Koreas: property rights and fairness
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in Journal of Economic Behavior & Organization (2020)
21. Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015
    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 (2017)
    See also Journal Article in Economics of Innovation and New Technology (2022)
22. 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 CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
    Papers, arXiv.org (2016) View citations (2)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2016) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
    See also Journal Article in The Econometrics Journal (2020)

2018

23. Best Subset Binary Prediction
    Papers, arXiv.org View citations (20)
    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)
24. High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization
    Papers, arXiv.org View citations (3)
25. Identifying Effects of Multivalued Treatments
    Papers, arXiv.org View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (6)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (14)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (5)
    See also Journal Article in Econometrica (2018)
26. Property Rights and Fairness: A Tale of Two Koreas
    Working Paper Series, Institute of Economic Research, Seoul National University

2017

27. 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)
    See also Journal Article in Journal of Econometrics (2019)
28. 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 (28)
    Also in Papers, arXiv.org (2016) View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2017)
29. 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 (11)
    See also Journal Article in Journal of Applied Econometrics (2018)

2016

30. Nonparametric estimation and inference under shape restrictions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    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)
31. Oracle Estimation of a Change Point in High Dimensional Quantile Regression
    Papers, arXiv.org View citations (3)
    See also Journal Article in Journal of the American Statistical Association (2018)
32. 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) View citations (2)
    Also in CReAM Discussion Paper Series, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London (2016) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (6)
    See also Journal Article in Labour Economics (2020)

2014

33. 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)
34. 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 (5)
    See also Journal Article in Stata Journal (2015)
35. 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)
36. Maximum score estimation with nonparametrically generated regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
    See also Journal Article in Econometrics Journal (2014)
37. Recombinant innovation and the boundaries of the firm
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    See also Journal Article in International Journal of Industrial Organization (2017)
38. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (9)
    See also Journal Article in Econometric Theory (2018)
39. 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)
40. 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

41. 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)
42. 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

43. 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 (2011) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (53)
    See also Journal Article in Econometrica (2013)
44. 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)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (6)
    See also Journal Article in Econometrica (2014)

2011

45. 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)
46. 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 (69)
    Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2007) View citations (20)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (24)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (25)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (26)
    See also Journal Article in Quantitative Economics (2011)
47. 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)
48. Testing functional inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
    See also Journal Article in Journal of Econometrics (2013)

2010

49. Characterization of the asymptotic distribution of semiparametric M-estimators
    Post-Print, HAL View citations (40)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2006) View citations (13)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2006) View citations (11)
    See also Journal Article in Journal of Econometrics (2010)
50. Testing for threshold effects in regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
    See also Journal Article in Journal of the American Statistical Association (2011)
51. Trends in Quality Adjusted Skill Premia in the US, 1960-2000
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
52. 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 (13)
    See also Journal Article in American Economic Review (2011)
53. 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 (3)
    See also Journal Article in Journal of Econometrics (2012)

2009

54. 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 (66)
    See also Journal Article in Journal of Econometrics (2009)
55. 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 (22)

2008

56. Is Distance Dying at Last?
    CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) View citations (1)
57. Testing for stochastic monotonicity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2006)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006)
    See also Journal Article in Econometrica (2009)

2007

58. 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)
59. 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

60. 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

61. Ability, sorting and wage inequality
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
62. 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)
63. 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 (15)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005) View citations (16)
    See also Journal Article in Journal of Business & Economic Statistics (2009)

2004

64. Endogeneity in Quantile Regression Models: A Control Function Approach
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (23)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (23)
    See also Journal Article in Journal of Econometrics (2007)
65. Nonparametric Estimation of an Additive Quantile Regression Model
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (8)
    See also Journal Article in Journal of the American Statistical Association (2005)

2003

66. 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

67. 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

2022

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

2021

2. Sparse HP filter: Finding kinks in the COVID-19 contact rate
   Journal of Econometrics, 2021, 220, (1), 158-180 View citations (6)
   See also Working Paper (2020)

2020

3. A tale of two Koreas: Property rights and fairness
   Journal of Economic Behavior & Organization, 2020, 170, (C), 112-130 View citations (2)
   See also Working Paper (2019)
4. An Econometric Perspective on Algorithmic Subsampling
   Annual Review of Economics, 2020, 12, (1), 45-80 View citations (1)
   See also Working Paper (2020)
5. DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
   Economic Inquiry, 2020, 58, (4), 1949-1957 View citations (1)
   See also Working Paper (2020)
6. Optimal data collection for randomized control trials
   (Microcredit impacts: Evidence from a randomized microcredit program placement experiment by Compartamos Banco)
   The Econometrics Journal, 2020, 23, (1), 1-31
   See also Working Paper (2019)
7. Please call me John: Name choice and the assimilation of immigrants in the United States, 1900–1930
   Labour Economics, 2020, 62, (C) View citations (5)
   See also Working Paper (2016)

2019

8. 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 (2017)

2018

9. Best subset binary prediction
   Journal of Econometrics, 2018, 206, (1), 39-56 View citations (10)
   See also Working Paper (2018)
10. Exact computation of GMM estimators for instrumental variable quantile regression models
    Journal of Applied Econometrics, 2018, 33, (4), 553-567 View citations (10)
    See also Working Paper (2017)
11. Identifying Effects of Multivalued Treatments
    Econometrica, 2018, 86, (6), 1939-1963 View citations (8)
    See also Working Paper (2018)
12. Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
    Journal of the American Statistical Association, 2018, 113, (523), 1184-1194 View citations (7)
    See also Working Paper (2016)
13. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
    Econometric Theory, 2018, 34, (5), 1018-1064 View citations (16)
    See also Working Paper (2014)
14. The identification power of smoothness assumptions in models with counterfactual outcomes
    Quantitative Economics, 2018, 9, (2), 617-642 View citations (3)
    See also Working Paper (2014)

2017

15. Do Institutions Affect Social Preferences? Evidence from Divided Korea
    Journal of Comparative Economics, 2017, 45, (4), 865-888 View citations (10)
    See also Working Paper (2013)
16. Doubly robust uniform confidence band for the conditional average treatment effect function
    Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 View citations (27)
    See also Working Paper (2017)
17. International Trends in Technological Progress: Evidence from Patent Citations, 1980–2011
    Economic Journal, 2017, 127, (605), F50-F70 View citations (4)
18. Nonparametric estimation and inference under shape restrictions
    Journal of Econometrics, 2017, 201, (1), 108-126 View citations (12)
    See also Working Paper (2016)
19. Recombinant innovation and the boundaries of the firm
    International Journal of Industrial Organization, 2017, 50, (C), 34-56 View citations (2)
    See also Working Paper (2014)
20. Testing for a Debt‐Threshold Effect on Output Growth
    Fiscal Studies, 2017, 38, 701-717 View citations (13)

2016

21. 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 (17)
    See also Working Paper (2014)

2015

22. Implementing intersection bounds in Stata
    Stata Journal, 2015, 15, (1), 21-44 View citations (16)
    See also Working Paper (2014)
23. 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 (6)

2014

24. Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz
    Econometrics Journal, 2014, 17, (2), Si-Sii
25. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 View citations (31)
    See also Working Paper (2012)
26. Maximum score estimation with nonparametrically generated regressors
    Econometrics Journal, 2014, 17, (3), 271-300 View citations (4)
    See also Working Paper (2014)

2013

27. Intersection Bounds: Estimation and Inference
    Econometrica, 2013, 81, (2), 667-737 View citations (217)
    See also Working Paper (2012)
28. NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
    Econometric Theory, 2013, 29, (5), 905-919 View citations (17)
    See also Working Paper (2011)
29. Testing functional inequalities
    Journal of Econometrics, 2013, 172, (1), 14-32 View citations (45)
    See also Working Paper (2011)

2012

30. 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 (3)
    See also Working Paper (2011)
31. Uniform confidence bands for functions estimated nonparametrically with instrumental variables
    Journal of Econometrics, 2012, 168, (2), 175-188 View citations (40)
    See also Working Paper (2010)

2011

32. Is distance dying at last? Falling home bias in fixed‐effects models of patent citations
    Quantitative Economics, 2011, 2, (2), 211-249 View citations (77)
    See also Working Paper (2011)
33. Testing for Threshold Effects in Regression Models
    Journal of the American Statistical Association, 2011, 106, (493), 220-231 View citations (32)
    See also Working Paper (2010)
34. Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000
    American Economic Review, 2011, 101, (6), 2309-49 View citations (86)
    See also Working Paper (2010)

2010

35. Characterization of the asymptotic distribution of semiparametric M-estimators
    Journal of Econometrics, 2010, 159, (2), 252-266 View citations (40)
    See also Working Paper (2010)

2009

36. 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 (72)
    See also Working Paper (2009)
37. 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 (21)
    See also Working Paper (2005)
38. 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 (4)
    See also Working Paper (2007)
39. Testing for Stochastic Monotonicity
    Econometrica, 2009, 77, (2), 585-602 View citations (57)
    See also Working Paper (2008)

2008

40. ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
    Econometric Theory, 2008, 24, (5), 1254-1276 View citations (10)
    See also Working Paper (2003)
41. 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 (8)
    See also Working Paper (2007)

2007

42. Endogeneity in quantile regression models: A control function approach
    Journal of Econometrics, 2007, 141, (2), 1131-1158 View citations (146)
    See also Working Paper (2004)
43. Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
    Econometrica, 2007, 75, (4), 1191-1208 View citations (90)
    See also Working Paper (2006)

2006

44. Identification of a competing risks model with unknown transformations of latent failure times
    Biometrika, 2006, 93, (4), 996-1002 View citations (10)
    See also Working Paper (2005)

2005

45. Nonparametric Estimation of an Additive Quantile Regression Model
    Journal of the American Statistical Association, 2005, 100, 1238-1249 View citations (68)
    See also Working Paper (2004)

2004

46. Semiparametric estimation of a panel data proportional hazards model with fixed effects
    Journal of Econometrics, 2004, 119, (1), 155-198 View citations (30)
    See also Working Paper (2002)

2003

47. EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
    Econometric Theory, 2003, 19, (1), 1-31 View citations (58)

Software Items

2021

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

2020

2. 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

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