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

Identifying the effect of persuasion

This paper examines a commonly used measure of persuasion whose precise interpretation has been obscure in […]

Sung Jae Jun, Sokbae (Simon) Lee
14 December 2022 | CWP24/22

Previous version

Identifying the effect of persuasion
Sung Jae Jun, Sokbae (Simon) Lee
9 December 2019 | CWP69/19
Bounding treatment effects by pooling limited information across observations

We provide novel bounds on average treatment effects (on the treated) that are valid under an […]

Sokbae (Simon) Lee, Martin Weidner
13 December 2021 | CWP43/21
Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are […]

Joel L. Horowitz, Sokbae (Simon) Lee
2 August 2021 | CWP33/21

Previous version

Non-asymptotic inference in a class of optimization problems
Joel L. Horowitz, Sokbae (Simon) Lee
17 May 2019 | CWP23/19
Sparse HP filter: Finding kinks in the COVID-19 contact rate

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our […]

Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
24 June 2020 | CWP32/20
Institutions, competitiveness and cognitive ability

We investigate whether growing up in a socialist country affects the development of competitiveness by comparing […]

Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae (Simon) Lee
24 June 2020 | CWP31/20
Sparse Quantile Regression

We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an […]

Le-Yu Chen, Sokbae (Simon) Lee
24 June 2020 | CWP30/20
Desperate times call for desperate measures: government spending multipliers in hard times

We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether […]

Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
24 June 2020 | CWP29/20
Causal inference in case-control studies

We investigate identification of causal parameters in case-control and related studies. The odds ratio in the […]

Sung Jae Jun, Sokbae (Simon) Lee
4 May 2020 | CWP19/20
An econometric perspective on algorithmic subsampling

Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete […]

Sokbae (Simon) Lee, Serena Ng
4 May 2020 | CWP18/20
A tale of two Koreas: property rights and fairness

We compare two groups of the non-student Korean population—native-born South Koreans (SK) and North Korean refugees […]

Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae (Simon) Lee
9 December 2019 | CWP70/19