centre for microdata methods and practice
ESRC centre
cemmap is an ESRC research centre
Sokbae 'Simon' Lee
Research economist
Education
Ph.D. University of Iowa, Economics May 2002
M.A. Seoul National University, Economics 1998
B.A. Seoul National University, Economics 1996
Ph.D. University of Iowa, Economics May 2002
M.A. Seoul National University, Economics 1998
B.A. Seoul National University, Economics 1996
Biography
Simon Lee is a senior research economist at the Centre for Microdata Methods and Practice. His research focuses on Theoretical and Applied Econometrics.
Selected publications
All available publications
Maximum score estimation of preference parameters for a binary choice model under uncertainty,
April 2013,
cemmap Working Papers
, CWP14/13
Local identification of nonparametric and semiparametric models,
November 2012,
(with Xiaohong Chen, Victor Chernozhukov and Whitney Newey),
cemmap Working Papers
, CWP37/12
Intersection bounds: estimation and inference,
October 2012,
(with Victor Chernozhukov and Adam Rosen),
cemmap Working Papers
, CWP33/12
Intersection bounds: estimation and inference,
November 2011,
(with Victor Chernozhukov and Adam Rosen),
cemmap Working Papers
, CWP34/11
Is distance dying at last? Falling home bias in fixed effects models of patent citations,
July 2011,
(with Rachel Griffith),
Quantitative Economics,
Vol. 2, No. 2, pp. 211-249,
Econometric Society,
Journal Articles
Previous versions:
Rachel Griffith, Sokbae 'Simon' Lee and John Van Reenen, May 2011,
Is distance dying at last? Falling home bias in fixed effects models of patent citations,
cemmap Working Papers, CWP18/11
Is distance dying at last? Falling home bias in fixed effects models of patent citations,
May 2011,
(with Rachel Griffith),
cemmap Working Papers
, CWP18/11
Local identification of nonparametric and semiparametric models,
May 2011,
(with Xiaohong Chen, Victor Chernozhukov and Whitney Newey),
cemmap Working Papers
, CWP17/11
Testing functional inequalities,
February 2011,
(with Yoon-Jae Whang),
cemmap Working Papers
, CWP12/11
Does it matter who responded to the survey? Trends in the U.S. gender earnings gap revisited,
February 2011,
(with Jungmin Lee),
cemmap Working Papers
, CWP05/11
A progressive graduate tax after all?,
October 2010,
(with Haroon Chowdry, David Phillips, Lorraine Dearden and Steve Machin),
Observations
Uniform confidence bands for functions estimated nonparametrically with instrumental variables,
July 2010,
(with Joel Horowitz),
cemmap Working Papers
, CWP19/10
Characterization of the asymptotic distribution of semiparametric M-estimators,
July 2010,
(with Hidehiko Ichimura),
Journal of Econometrics,
under revision,
Journal Articles
Nonparametric identification of accelerated failure time competing risks models,
June 2010,
(with Arthur Lewbel),
cemmap Working Papers
, CWP14/10
Nonparametric tests of conditional treatment effects,
December 2009,
(with Yoon-Jae Whang),
cemmap Working Papers
, CWP36/09
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative,
October 2009,
(with Joel Horowitz),
Journal of Econometrics,
Vol. 152, No. 2, pp. 141-152,
Journal Articles
Previous versions:
Joel Horowitz and Sokbae 'Simon' Lee, February 2007,
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative,
cemmap Working Papers, CWP02/07
Intersection Bounds: estimation and inference,
July 2009,
(with Victor Chernozhukov and Adam Rosen),
cemmap Working Papers
, CWP19/09
Uniform confidence bands for functions estimated nonparametrically with instrumental variables,
July 2009,
(with Joel Horowitz),
cemmap Working Papers
, CWP18/09
Estimating distributions of potential outcomes using instrumental variables with an application to changes in college enrolment and wage inequality,
April 2009,
(with Pedro Carneiro),
Journal of Econometrics,
Vol. 149, No. 2, pp. 191-208,
Elsevier,
Journal Articles
Previous versions:
Pedro Carneiro and Sokbae 'Simon' Lee, January 2009,
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality,
cemmap Working Papers, CWP01/09
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality,
April 2009,
(with Pedro Carneiro),
Journal of Econometrics,
Vol. 149, No. 2, pp. 191-208,
Journal Articles
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data,
April 2009,
Journal of Business and Economic Statistics,
Vol. 27, No. 2, pp. 193-205,
Journal Articles
Previous versions:
Sokbae 'Simon' Lee and Ralf A. Wilke, April 2005,
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data,
cemmap Working Papers, CWP02/05
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data,
April 2009,
(with Oliver Linton),
Journal of Business and Economic Statistics,
Vol. 27, No. 2, pp. 193-205,
Journal Articles
Testing for stochastic monotonicity,
March 2009,
(with Oliver Linton),
Econometrica,
Vol. 77, No. 2, pp. 585-602,
Journal Articles
Previous versions:
Sokbae 'Simon' Lee, Oliver Linton and Yoon-Jae Whang, July 2008,
Testing for stochastic monotonicity,
cemmap Working Papers, CWP21/08
Trends in quality-adjusted skill premia in the United States, 1960-2000,
January 2009,
(with Pedro Carneiro),
cemmap Working Papers
, CWP02/09
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality,
January 2009,
(with Pedro Carneiro),
cemmap Working Papers
, CWP01/09
Nonparametric tests of conditional treatment effects,
January 2009,
(with Yoon-Jae Whang),
Journal Articles
Estimating panel data duration models with censored data,
October 2008,
Econometric Theory,
Vol. 24, No. 5, pp. 1254-1276,
Journal Articles
Previous versions:
Sokbae 'Simon' Lee, September 2003,
Estimating panel data duration models with censored data,
cemmap Working Papers, CWP13/03
Testing for stochastic monotonicity,
July 2008,
(with Oliver Linton and Yoon-Jae Whang),
cemmap Working Papers
, CWP21/08
Endogeneity in quantile regression models: a control function approach,
December 2007,
Journal of Econometrics,
Vol. 141, No. 2, pp. 1131-1158,
Journal Articles
Previous versions:
Sokbae 'Simon' Lee, October 2004,
Endogeneity in quantile regression models: a control function approach ,
cemmap Working Papers, CWP08/04
Is distance dying at last? Falling home bias in fixed effects models of patent citations ,
September 2007,
(with Rachel Griffith),
External publications
, CEPR
Nonparametric instrumental variables estimation of a quantile regression model,
July 2007,
(with Joel Horowitz),
Econometrica,
Vol. 75, No. 4, pp. 1191-1208,
Journal Articles
Previous versions:
Joel Horowitz and Sokbae 'Simon' Lee, June 2006,
Nonparametric instrumental variables estimation of a quantile regression model,
cemmap Working Papers, CWP09/06
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative,
February 2007,
(with Joel Horowitz),
cemmap Working Papers
, CWP02/07
Identification of a competing risks model with unknown transformations of latent failure times,
December 2006,
Biometrika,
Vol. 93, No. 4, pp. 996-1002,
Journal Articles
Previous versions:
Sokbae 'Simon' Lee, November 2005,
Identification of a competing risks model with unknown transformations of latent failure times,
cemmap Working Papers, CWP17/05
Testing for stochastic monotonicity,
August 2006,
(with Oliver Linton),
External publications
, STICERD
Characterization of the asymptotic distribution of semiparametric M-estimators,
August 2006,
(with Hidehiko Ichimura),
cemmap Working Papers
, CWP15/06
Nonparametric instrumental variables estimation of a quantile regression model,
June 2006,
(with Joel Horowitz),
cemmap Working Papers
, CWP09/06
Nonparametric estimation of an additive quantile regression model,
December 2005,
(with Joel Horowitz),
Journal of the American Statistical Association,
Vol. 100, No. 472, pp.1238-1249,
Journal Articles
Previous versions:
Joel Horowitz and Sokbae 'Simon' Lee, April 2004,
Nonparametric estimation of an additive quantile regression model,
cemmap Working Papers, CWP07/04
Nonparametric estimation of an additive quantile regression model,
December 2005,
(with Joel Horowitz),
Journal of American Statistical Association,
Vol. 100, No. 472, pp.1238-1249,
Journal Articles
Ability, sorting and wage inequality,
November 2005,
(with Pedro Carneiro),
cemmap Working Papers
, CWP16/05
Identification of a competing risks model with unknown transformations of latent failure times,
November 2005,
cemmap Working Papers
, CWP17/05
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data,
April 2005,
cemmap Working Papers
, CWP02/05
Endogeneity in quantile regression models: a control function approach ,
October 2004,
cemmap Working Papers
, CWP08/04
Nonparametric estimation of an additive quantile regression model,
April 2004,
(with Joel Horowitz),
cemmap Working Papers
, CWP07/04
Semiparametric estimation of a panel data proportional hazards model with fixed effects,
March 2004,
(with Joel Horowitz),
Journal of Econometrics,
Vol. 119, No. 1, pp. 155-198,
Elsevier,
Journal Articles
Previous versions:
Joel Horowitz and Sokbae 'Simon' Lee, April 2002,
Semiparametric estimation of a panel data proportional hazards model with fixed effects,
cemmap Working Papers, CWP21/02
Semiparametric estimation of a panel data proportional hazards model with fixed effects,
March 2004,
(with Joel Horowitz),
Journal of Econometrics,
Vol. 119, No. 1, pp. 155-198,
Journal Articles
Estimating panel data duration models with censored data,
September 2003,
cemmap Working Papers
, CWP13/03
Efficient Semiparametric estimation of a partially linear quantile regression model,
February 2003,
Econometric Theory,
Vol. 19, No. 1, pp. 1-31,
Cambridge University Press,
Journal Articles
Semiparametric estimation of a panel data proportional hazards model with fixed effects,
April 2002,
cemmap Working Papers
, CWP21/02
Semiparametic methods in applied econometrics: do the models fit the data?,
April 2002,
(with Joel Horowitz),
Statistical Modelling,
Vol. 2, No. 1, pp. 3-22,
Hodder Arnold,
Journal Articles