International Fellows

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

Identifying the effect of persuasion

We set up an econometric model of persuasion and study identification of key parameters under various […]

Sung Jae Jun, Sokbae (Simon) Lee
19 March 2018 | CWP19/18

Latest version

Identifying the effect of persuasion
Sung Jae Jun, Sokbae (Simon) Lee
9 December 2019 | CWP69/19
Testing for a debt-threshold effect on output growth

Using the Reinhart–Rogoff dataset, we find a debt threshold not around 90 per cent but around […]

Sokbae (Simon) Lee, Hyunmin Park, Myung Hwan Seo, Youngki Shin
11 December 2017 | Journal Article
Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015

This paper examines the trends in geographic localization of knowledge spillovers via patent citations, considering US […]

Hyuk-Soo Kwon, Jihong Lee, Sokbae (Simon) Lee, Ryungha Oh
6 December 2017 | CWP55/17

Latest version

Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015
Hyuk-Soo Kwon, Jihong Lee, Sokbae (Simon) Lee, Ryungha Oh
30 October 2019 | CWP58/19
Testing for a general class of functional inequalities

In this article, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]

Sokbae (Simon) Lee, Song, Kyungchul, Yoon-Jae Whang
1 December 2017 | Journal Article
Best subset binary prediction

We consider a variable selection problem for the prediction of binary outcomes. We study the best […]

Le-Yu Chen, Sokbae (Simon) Lee
22 November 2017 | CWP50/17
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are […]

Le-Yu Chen, Sokbae (Simon) Lee
22 November 2017 | CWP51/17
Exact computation of GMM estimators for instrumental variable quantile regression models

We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression […]

Le-Yu Chen, Sokbae (Simon) Lee
22 November 2017 | CWP52/17
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment effect estimator and the power […]

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
23 October 2017 | CWP45/17

Latest version

Optimal Data Collection for Randomized Control Trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
2 May 2019 | CWP21/19

Previous version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
18 August 2017 | Journal Article
Oracle estimation of a change point in high dimensional quantile regression

In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ […]

Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
10 July 2017 | Journal Article