Research Staff

Sokbae (Simon) Lee

Columbia University and IFS

Sokbae is a Professor of Economics at Columbia University. His research focuses on theoretical and applied econometrics.

Selected Publications

Nonparametric instrumental variables estimation of a quantile regression model

We consider nonparametric estimation of a regression function that is identified byrequiring a specified quantile of […]

Joel L. Horowitz, Sokbae (Simon) Lee
8 June 2006 | CWP09/06

Latest version

Nonparametric instrumental variables estimation of a quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
1 July 2007 | Journal Article
Nonparametric estimation of an additive quantile regression model

This article is concerned with estimating the additive components of a nonparametric additive quantile regression model. […]

Joel L. Horowitz, Sokbae (Simon) Lee
16 December 2005 | Journal Article

Previous version

Nonparametric estimation of an additive quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
1 April 2004 | CWP07/04
Nonparametric estimation of an additive quantile regression model

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 December 2005 | Journal Article
Ability, sorting and wage inequality

In this paper we examine the importance of heterogeneity and self-selection into schoolingfor the study of […]

Pedro Carneiro, Sokbae (Simon) Lee
30 November 2005 | CWP16/05
Identification of a competing risks model with unknown transformations of latent failure times

This paper is concerned with identification of a competing risks model with unknown transformations of latent […]

Sokbae (Simon) Lee
30 November 2005 | CWP17/05

Latest version

Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data

Economic theory suggests that an extension of the maximum length of entitlement for unemployment benefits increases […]

Sokbae (Simon) Lee, Ralf A. Wilke Wilke
20 April 2005 | CWP02/05

Latest version

Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data
Sokbae (Simon) Lee, Ralf A. Wilke Wilke
1 April 2009 | Journal Article
Endogeneity in quantile regression models: a control function approach

This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts […]

Sokbae (Simon) Lee
22 October 2004 | CWP08/04

Latest version

Endogeneity in quantile regression models: a control function approach
Sokbae (Simon) Lee
1 December 2007 | Journal Article
Nonparametric estimation of an additive quantile regression model

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 April 2004 | CWP07/04

Latest version

Nonparametric estimation of an additive quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
16 December 2005 | Journal Article
Semiparametric estimation of a panel data proportional hazards model with fixed effects

This paper considers a panel duration model that has a proportional hazards specification with fixed effects. […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 March 2004 | Journal Article
Estimating panel data duration models with censored data

This paper presents a method for estimating a class of panel data duration models, under which […]

Sokbae (Simon) Lee
1 September 2003 | CWP13/03

Latest version

Estimating panel data duration models with censored data
Sokbae (Simon) Lee
1 October 2008 | Journal Article