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

Characterization of the asymptotic distribution of semiparametric M-estimators

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators […]

Hidehiko Ichimura, Sokbae (Simon) Lee
3 July 2010 | Journal Article
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy […]

Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10

Latest version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
30 October 2013 | Journal Article
Nonparametric tests of conditional treatment effects

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider […]

Sokbae (Simon) Lee, Yoon-Jae Whang
6 December 2009 | CWP36/09

Latest version

Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements
Minsu Chang, Sokbae (Simon) Lee, Yoon-Jae Whang
30 October 2015 | Journal Article
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

This paper is concerned with inference about a function g that is identified by a conditional […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 October 2009 | Journal Article

Previous version

Intersection Bounds: estimation and inference

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]

Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
28 July 2009 | CWP19/09

Latest version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
17 October 2012 | CWP33/12
Uniform confidence bands for functions estimated nonparametrically with instrumental variables

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. […]

Joel L. Horowitz, Sokbae (Simon) Lee
27 July 2009 | CWP18/09

Latest version

Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality

This paper extends the method of local instrumental variables developed by Heckman and Vytlacil (1999, 2001, […]

Pedro Carneiro, Sokbae (Simon) Lee
1 April 2009 | Journal Article
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
1 April 2009 | Journal Article

Previous version

Testing for stochastic monotonicity

We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in […]

Sokbae (Simon) Lee, Oliver Linton
1 March 2009 | Journal Article

Previous version

Testing for stochastic monotonicity
Sokbae (Simon) Lee, Oliver Linton, Yoon-Jae Whang
31 July 2008 | CWP21/08