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

Trends in quality-adjusted skill premia in the United States, 1960-2000

This paper presents new evidence that increases in college enrollment lead to a decline in the […]

Pedro Carneiro, Sokbae (Simon) Lee
23 January 2009 | CWP02/09

Latest version

Trends in quality-adjusted skill premia in the United States, 1960-2000
Pedro Carneiro, Sokbae (Simon) Lee
30 October 2011 | Journal Article
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
22 January 2009 | CWP01/09
Nonparametric tests of conditional treatment effects

This paper presents a new estimator for the mixed proportional hazard model that allows for a […]

Sokbae (Simon) Lee, Yoon-Jae Whang
1 January 2009 | 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 October 2008 | Journal Article

Previous version

Estimating panel data duration models with censored data
Sokbae (Simon) Lee
1 September 2003 | CWP13/03
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, Yoon-Jae Whang
31 July 2008 | CWP21/08

Latest version

Testing for stochastic monotonicity
Sokbae (Simon) Lee, Oliver Linton
1 March 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
1 December 2007 | Journal Article

Previous version

Nonparametric instrumental variables estimation of a quantile regression model

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

Joel L. Horowitz, Sokbae (Simon) Lee
1 July 2007 | Journal Article

Previous version

Nonparametric instrumental variables estimation of a quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
8 June 2006 | CWP09/06
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 February 2007 | CWP02/07

Latest version

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
1 December 2006 | Journal Article

Previous version

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 under […]

Hidehiko Ichimura, Sokbae (Simon) Lee
6 August 2006 | CWP15/06

Latest version

Characterization of the asymptotic distribution of semiparametric M-estimators
Hidehiko Ichimura, Sokbae (Simon) Lee
31 December 2010 | Journal Article