Details about Yoonseok Lee

Access statistics for papers by Yoonseok Lee.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: ple293

Working Papers

2022

1. LASSO for Stochastic Frontier Models with Many Efficient Firms
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
   See also Journal Article LASSO for Stochastic Frontier Models with Many Efficient Firms, Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) View citations (2) (2023)

2021

2. Depth-Weighted Forecast Combination: Application to COVID-19 Cases
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Chapter Depth-weighted Forecast Combination: Application to COVID-19 Cases, Advances in Econometrics, Emerald Group Publishing Limited (2023) (2023)
3. Dynamic and Non-Neutral Productivity Effects of Foreign Ownership: A Nonparametric Approach
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
   See also Journal Article Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) (2023)
4. Threshold Regression with Nonparametric Sample Splitting
   Papers, arXiv.org View citations (1)
   See also Journal Article Threshold regression with nonparametric sample splitting, Journal of Econometrics, Elsevier (2023) View citations (2) (2023)
5. Trimmed Mean Group Estimation
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Chapter Trimmed Mean Group Estimation, Advances in Econometrics, Emerald Group Publishing Limited (2022) View citations (1) (2022)

2020

6. Inference in Threshold Models
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
7. Nonparametric Sample Splitting
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2018

8. Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models
   Working Papers, University of California at Riverside, Department of Economics View citations (8)
   See also Journal Article Nonparametric estimation of the marginal effect in fixed-effect panel data models, Journal of Multivariate Analysis, Elsevier (2019) View citations (6) (2019)

2015

9. A production function estimator with proxy variables and firm fixed effects
   Working Papers, York University, Department of Economics
10. Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
    See also Journal Article Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) View citations (20) (2018)
11. Averaged Instrumental Variables Estimators
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2014

12. Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    See also Journal Article Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (3) (2016)

2013

13. Measuring Social Unrest Based on Income Distribution
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
14. Model Selection in the Presence of Incidental Parameters
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2013) View citations (1)
    See also Journal Article Model selection in the presence of incidental parameters, Journal of Econometrics, Elsevier (2015) View citations (12) (2015)

2009

15. A Specification Test for Instrumental Variables Regression with Many Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
16. Bringing "Honest Capital" to Poor Borrowers: The Passage of the Uniform Small Loan Law, 1907-1930
    Working Papers, Yale University, Department of Economics View citations (2)
    Also in Working Papers, Economic Growth Center, Yale University (2009)
    Center Discussion Papers, Yale University, Economic Growth Center (2009)

Journal Articles

2024

1. Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
   Econometric Reviews, 2024, 43, (5), 238-268
2. TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
   Econometric Theory, 2024, 40, (3), 608-651

2023

3. Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels
   Journal of Multivariate Analysis, 2023, 196, (C) View citations (1)
4. Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach
   Journal of Applied Econometrics, 2023, 38, (1), 24-48
   See also Working Paper Dynamic and Non-Neutral Productivity Effects of Foreign Ownership: A Nonparametric Approach, Center for Policy Research Working Papers (2021) View citations (1) (2021)
5. LASSO for Stochastic Frontier Models with Many Efficient Firms
   Journal of Business & Economic Statistics, 2023, 41, (4), 1132-1142 View citations (2)
   See also Working Paper LASSO for Stochastic Frontier Models with Many Efficient Firms, Center for Policy Research Working Papers (2022) View citations (1) (2022)
6. Threshold regression with nonparametric sample splitting
   Journal of Econometrics, 2023, 235, (2), 816-842 View citations (2)
   See also Working Paper Threshold Regression with Nonparametric Sample Splitting, Papers (2021) View citations (1) (2021)

2019

7. Nonparametric estimation of the marginal effect in fixed-effect panel data models
   Journal of Multivariate Analysis, 2019, 171, (C), 53-67 View citations (6)
   See also Working Paper Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models, Working Papers (2018) View citations (8) (2018)
8. Olley and Pakes‐style Production Function Estimators with Firm Fixed Effects
   Oxford Bulletin of Economics and Statistics, 2019, 81, (1), 79-97 View citations (18)

2018

9. Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
   Journal of Business & Economic Statistics, 2018, 36, (1), 24-46 View citations (20)
   See also Working Paper Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection, Center for Policy Research Working Papers (2015) View citations (2) (2015)

2016

10. Measuring Social Tension from Income Class Segregation
    Journal of Business & Economic Statistics, 2016, 34, (3), 457-471 View citations (2)
11. Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach
    Journal of Business & Economic Statistics, 2016, 34, (2), 302-311 View citations (3)
    See also Working Paper Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach, Center for Policy Research Working Papers (2014) View citations (3) (2014)

2015

12. Model selection in the presence of incidental parameters
    Journal of Econometrics, 2015, 188, (2), 474-489 View citations (12)
    See also Working Paper Model Selection in the Presence of Incidental Parameters, Cowles Foundation Discussion Papers (2013) View citations (1) (2013)

2014

13. NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
    Econometric Theory, 2014, 30, (6), 1315-1347 View citations (12)

2013

14. Social Consequences of Economic Segregation
    Korean Economic Review, 2013, 29, 189-210

2012

15. Bias in dynamic panel models under time series misspecification
    Journal of Econometrics, 2012, 169, (1), 54-60 View citations (24)
16. Hahn–Hausman test as a specification test
    Journal of Econometrics, 2012, 167, (1), 133-139 View citations (21)
17. Mobility-Based Explanation of Crime Incentives
    Korean Economic Review, 2012, 28, 51-67 View citations (1)

Chapters

2023

1. Depth-weighted Forecast Combination: Application to COVID-19 Cases
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 235-260
   See also Working Paper Depth-Weighted Forecast Combination: Application to COVID-19 Cases, Center for Policy Research, Maxwell School, Syracuse University (2021) (2021)

2022

2. Trimmed Mean Group Estimation
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 177-202 View citations (1)
   See also Working Paper Trimmed Mean Group Estimation, Center for Policy Research, Maxwell School, Syracuse University (2021) (2021)