centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre

ESRC

Keep in touch

Subscribe to cemmap news

Sokbae (Simon) Lee

Research Fellow
Education

PhD Economics, University of Iowa, 2002
MA Economics, Seoul National University, 1998
BA Economics, Seoul National University, 1996

Biography

Sokbae Lee is a Professor at Seoul National University. His research focuses on theoretical and applied econometrics.

Selected publications

  

All available outputs

Non-asymptotic inference in a class of optimization problems, May 2019, (with Joel L. Horowitz ), Working Paper, CWP23/19, The IFS
Optimal Data Collection for Randomized Control Trials, May 2019, (with Pedro Carneiro , Daniel Wilhelm), Working Paper, CWP21/19, The IFS
Previous version:
Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm October 2017, Optimal data collection for randomized control trials, cemmap Working Paper , CWP45/17
Identifying effects of multivalued treatments, June 2018, (with Bernard Salanie), Working Paper, CWP34/18, The IFS
Previous version:
Sokbae (Simon) Lee and Bernard Salanie December 2015, Identifying effects of multivalued treatments, cemmap Working Paper , CWP72/15
Identifying the effect of persuasion, March 2018, (with Sung Jae Jun ), Working Paper, CWP19/18, The IFS
Testing for a debt-threshold effect on output growth, December 2017, (with Hyunmin Park , Myung Hwan Seo , Youngki Shin), Fiscal Studies, Vol. 38, No. 4, Wiiley, Journal article
Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015, December 2017, (with Hyuk-Soo Kwon Jihong Lee , Ryungha Oh), Working Paper, CWP55/17, The IFS
Testing for a general class of functional inequalities, December 2017, (with Song, Kyungchul , Yoon-Jae Whang), Econometric Theory, Cambridge University Press, Journal article
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models, November 2017, (with Le-Yu Chen ), Working Paper, CWP51/17, The IFS
Best subset binary prediction, November 2017, (with Le-Yu Chen ), Working Paper, CWP50/17, The IFS
Exact computation of GMM estimators for instrumental variable quantile regression models, November 2017, (with Le-Yu Chen ), Working Paper, CWP52/17, The IFS
International trends in technological progress: evidence from patent citations, 1980–2011, October 2017, (with Soonwoo Kwon Jihong Lee ), The Economic Journal, Vol. 127, pp. F50–F70, Wiley, Journal article
International trends in technological progress: evidence from patent citations, 1980-2011, October 2017, (with Soonwoo Kwon Jihong Lee ), The Economic Journal, Vol. 127, pp. 50-70, Wiley, Journal article
Optimal data collection for randomized control trials, October 2017, (with Pedro Carneiro , Daniel Wilhelm), Working Paper, CWP45/17, The IFS
New version:
Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm May 2019, Optimal Data Collection for Randomized Control Trials, cemmap Working Paper , CWP21/19
Previous version:
Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm April 2016, Optimal data collection for randomized control trials, cemmap Working Paper , CWP15/16
Nonparametric estimation and inference under shape restrictions, August 2017, (with Joel L. Horowitz ), Journal of Econometrics, Vol. 201, No. 1, pp. 108-126, Elsevier, Journal article
Oracle estimation of a change point in high dimensional quantile regression, July 2017, (with Yuan Liao , Myung Hwan Seo , Youngki Shin), Journal of the American Statistical Association, Taylor and Francis, Journal article
Doubly robust uniform confidence band for the conditional average treatment effect function, May 2017, (with Ryo Okui , Yoon-Jae Whang), Journal of Applied Econometrics, Vol. 32, No. 7, Wiley, Journal article
Previous version:
Sokbae (Simon) Lee, Ryo Okui and Yoon-Jae Whang January 2016, Doubly robust uniform confidence band for the conditional average treatment effect function, cemmap Working Paper , CWP03/16
Optimal data collection for randomized control trials, March 2017, (with Pedro Carneiro , Daniel Wilhelm), Working Paper, CWP15/17, The IFS
Previous version:
Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm April 2016, Optimal data collection for randomized control trials, cemmap Working Paper , CWP15/16
Recombinant innovation and the boundaries of the firm, January 2017, (with Rachel Griffith , Bas Straathof), International Journal of Industrial Organization, Vol. 50, pp. 34-56, Elsevier, Journal article
Nonparametric estimation and inference under shape restrictions, July 2016, (with Joel L. Horowitz ), Working Paper, CWP29/16, IFS
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee October 2015, Nonparametric estimation and inference under shape restrictions, cemmap Working Paper , CWP67/15
Optimal data collection for randomized control trials, April 2016, (with Pedro Carneiro , Daniel Wilhelm), Working Paper, CWP15/16, Institute for Fiscal Studies
New version:
Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm October 2017, Optimal data collection for randomized control trials, cemmap Working Paper , CWP45/17
Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm March 2017, Optimal data collection for randomized control trials, cemmap Working Paper , CWP15/17
The lasso for high dimensional regression with a possible change point, January 2016, (with Myung Hwan Seo , Youngki Shin), Journal of the Royal Statistical Society: Series B, Vol. 78, No. 1, pp. 193--210, Wiley, Journal article
Doubly robust uniform confidence band for the conditional average treatment effect function, January 2016, (with Ryo Okui , Yoon-Jae Whang), Working Paper, CWP03/16, Institute for Fiscal Studies
Now published:
Identifying effects of multivalued treatments, December 2015, (with Bernard Salanie), Working Paper, CWP72/15, Institute for Fiscal Studies
New version:
Sokbae (Simon) Lee and Bernard Salanie June 2018, Identifying effects of multivalued treatments, cemmap Working Paper , CWP34/18
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements, October 2015, (with Minsu Chang , Yoon-Jae Whang), Econometrics Journal, Vol. 18, No. 3, pp. 307--346, Wiley Online Library, Journal article
Previous version:
Sokbae (Simon) Lee and Yoon-Jae Whang December 2009, Nonparametric tests of conditional treatment effects, cemmap Working Paper , CWP36/09
Nonparametric estimation and inference under shape restrictions, October 2015, (with Joel L. Horowitz ), Working Paper, CWP67/15, cemmap
New version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2016, Nonparametric estimation and inference under shape restrictions, cemmap Working Paper , CWP29/16
Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930, June 2015, (with Pedro Carneiro , Hugo Reis), Working Paper, CWP28/15, Institute for Fiscal Studies
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models, June 2015, (with Le-Yu Chen ), Working Paper, CWP26/15, Institute for Fiscal Studies
Implementing intersection bounds in Stata, March 2015, (with Victor Chernozhukov Wooyoung Kim , Adam Rosen), Stata Journal, Vol. 15, No.1, pp. 21-44, StataCorp LP, Journal article
Previous version:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen May 2014, Implementing intersection bounds in Stata, cemmap Working Paper , CWP25/14
Maximum score estimation with nonparametrically generated regressors, October 2014, (with Le-Yu Chen , Myung Jae Sung), Econometrics Journal, Vol. 17, No. 3, pp. 271–300, Wiley, Journal article
Previous version:
Le-Yu Chen, Sokbae (Simon) Lee and Myung Jae Sung May 2014, Maximum score estimation with nonparametrically generated regressors, cemmap Working Paper , CWP27/14
Recombinant innovation and the boundaries of the firm, September 2014, (with Rachel Griffith , Bas Straathof), Working Paper, CWP40/14, Institute for Fiscal Studies
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent, September 2014, (with Hyunmin Park , Myung Hwan Seo , Youngki Shin), Working Paper, CWP39/14, Institute for Fiscal Studies
The lasso for high-dimensional regression with a possible change-point, May 2014, (with Myung Hwan Seo , Youngki Shin), Working Paper, CWP26/14, Institute for Fiscal Studies
Implementing intersection bounds in Stata, May 2014, (with Victor Chernozhukov Wooyoung Kim , Adam Rosen), Working Paper, CWP25/14, Institute for Fiscal Studies
Now published:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen March 2015, Implementing intersection bounds in Stata, Journal article Stata Journal
Previous version:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen August 2013, Implementing intersection bounds in Stata, cemmap Working Paper , CWP38/13
Maximum score estimation with nonparametrically generated regressors, May 2014, (with Le-Yu Chen , Myung Jae Sung), Working Paper, CWP27/14, Institute for Fiscal Studies
Now published:
Le-Yu Chen, Sokbae (Simon) Lee and Myung Jae Sung October 2014, Maximum score estimation with nonparametrically generated regressors, Journal article Econometrics Journal
Previous version:
Le-Yu Chen, Sokbae (Simon) Lee and Myung Jae Sung April 2013, Maximum score estimation of preference parameters for a binary choice model under uncertainty, cemmap Working Paper , CWP14/13
International trends in technological progress: stylized facts from patent citations, 1980-2011, March 2014, (with Soonwoo Kwon Jihong Lee ), Working Paper, CWP16/14
The identification power of smoothness assumptions in models with counterfactual outcomes, March 2014, (with Wooyoung Kim Koohyun Kwon , Soonwoo Kwon ), Working Paper, CWP17/14
Testing for a general class of functional inequalities, March 2014, (with Kyungchui (Kevin) Song , Yoon-Jae Whang), Working Paper, CWP09/14
Local identification of nonparametric and semiparametric models, March 2014, (with Xiaohong Chen Victor Chernozhukov , Whitney K. Newey), Econometrica, Vol. 82, No. 2, pp. 785--809, Wiley Online Library, Journal article
Previous version:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey November 2012, Local identification of nonparametric and semiparametric models, cemmap Working Paper , CWP37/12
Nonparametric identification of accelerated failure time competing risks models, October 2013, (with Arthur Lewbel), Econometric Theory, Vol. 29, No. 5, pp. 905--919, Cambridge University Press, Journal article
Previous version:
Sokbae (Simon) Lee and Arthur Lewbel June 2010, Nonparametric identification of accelerated failure time competing risks models, cemmap Working Paper , CWP14/10
Implementing intersection bounds in Stata, August 2013, (with Victor Chernozhukov Wooyoung Kim , Adam Rosen), Working Paper, CWP38/13, Cemmap
New version:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen May 2014, Implementing intersection bounds in Stata, cemmap Working Paper , CWP25/14
CLRBOUND: Stata module to perform estimation and inference on intersection bounds, August 2013, (with Adam Rosen Victor Chernozhukov , Wooyoung Kim ), Software
Do institutions affect social preferences? Evidence from divided Korea, August 2013, (with Kyunghui Choi Syngjoo Choi , Byung-Yeon Kim , Jungmin Lee ), Working Paper, CWP35/13, cemmap
Maximum score estimation of preference parameters for a binary choice model under uncertainty, April 2013, (with Le-Yu Chen , Myung Jae Sung), Working Paper, CWP14/13, Cemmap
New version:
Le-Yu Chen, Sokbae (Simon) Lee and Myung Jae Sung May 2014, Maximum score estimation with nonparametrically generated regressors, cemmap Working Paper , CWP27/14
Intersection bounds: estimation and inference, March 2013, (with Victor Chernozhukov , Adam Rosen), Econometrica, Vol. 81, No. 2, pp. 667--737, Wiley, Journal article
Previous version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen October 2012, Intersection bounds: estimation and inference, cemmap Working Paper , CWP33/12
Testing functional inequalities, January 2013, (with Song, Kyungchul , Yoon-Jae Whang), Journal of Econometrics, Vol. 172, No. 1, pp. 14--32, Elsevier, Journal article
Previous version:
Sokbae (Simon) Lee, Kyungchui (Kevin) Song and Yoon-Jae Whang February 2011, Testing functional inequalities, cemmap Working Paper , CWP12/11
Local identification of nonparametric and semiparametric models, November 2012, (with Xiaohong Chen Victor Chernozhukov , Whitney K. Newey), Working Paper, CWP37/12
Now published:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey March 2014, Local identification of nonparametric and semiparametric models, Journal article Econometrica
Previous version:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey May 2011, Local identification of nonparametric and semiparametric models, cemmap Working Paper , CWP17/11
Intersection bounds: estimation and inference, October 2012, (with Victor Chernozhukov , Adam Rosen), Working Paper, CWP33/12, cemmap
Now published:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen March 2013, Intersection bounds: estimation and inference, Journal article Econometrica
Previous version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen November 2011, Intersection bounds: estimation and inference, cemmap Working Paper , CWP34/11
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen July 2009, Intersection Bounds: estimation and inference, cemmap Working Paper , CWP19/09
Uniform confidence bands for functions estimated nonparametrically with instrumental variables, June 2012, (with Joel L. Horowitz ), Journal of Econometrics, Vol. 168, No. 2, pp. 175--188, Elsevier, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2010, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, cemmap Working Paper , CWP19/10
Does it matter who responded to the survey? Trends in the U.S. gender earnings gap revisited, January 2012, (with Jungmin Lee ), Industrial and Labor Relations Review, Vol. 65, No. 1, pp. 148--160, SAGE Publications, Journal article
Previous version:
Jungmin Lee and Sokbae (Simon) Lee February 2011, Does it matter who responded to the survey? Trends in the U.S. gender earnings gap revisited, cemmap Working Paper , CWP05/11
Testing for threshold effects in regression models, December 2011, (with Myung Hwan Seo , Youngki Shin), Journal of the American Statistical Association, Vol. 106, No. 493, pp. 220--231, Taylor & Francis, Journal article
Previous version:
Sokbae (Simon) Lee, Myung Hwan Seo and Youngki Shin December 2010, Testing for threshold effects in regression models, cemmap Working Paper , CWP36/10
Intersection bounds: estimation and inference, November 2011, (with Victor Chernozhukov , Adam Rosen), Working Paper, CWP34/11
New version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen October 2012, Intersection bounds: estimation and inference, cemmap Working Paper , CWP33/12
Previous version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen July 2009, Intersection Bounds: estimation and inference, cemmap Working Paper , CWP19/09
Trends in quality-adjusted skill premia in the United States, 1960-2000, October 2011, (with Pedro Carneiro ), Journal of Econometrics, Vol. 101, No. 6, pp. 2309--2349, American Economic Association, Journal article
Previous version:
Pedro Carneiro and Sokbae (Simon) Lee January 2009, Trends in quality-adjusted skill premia in the United States, 1960-2000, cemmap Working Paper , CWP02/09
Is distance dying at last? Falling home bias in fixed effects models of patent citations, July 2011, (with Rachel Griffith , John Van Reenen), Quantitative Economics, Vol. 2, No. 2, pp. 211-249, Econometric Society, Journal article
Previous version:
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 Paper , CWP18/11
Rachel Griffith, Sokbae (Simon) Lee, Sokbae (Simon) Lee and John Van Reenen September 2007, Is distance dying at last? Falling home bias in fixed effects models of patent citations, External publication
Is distance dying at last? Falling home bias in fixed effects models of patent citations, May 2011, (with Rachel Griffith , John Van Reenen), Working Paper, CWP18/11
Now published:
Rachel Griffith, Sokbae (Simon) Lee and John Van Reenen July 2011, Is distance dying at last? Falling home bias in fixed effects models of patent citations, Journal article Quantitative Economics
Local identification of nonparametric and semiparametric models, May 2011, (with Xiaohong Chen Victor Chernozhukov , Whitney K. Newey), Working Paper, CWP17/11
New version:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey November 2012, Local identification of nonparametric and semiparametric models, cemmap Working Paper , CWP37/12
Testing functional inequalities, February 2011, (with Kyungchui (Kevin) Song , Yoon-Jae Whang), Working Paper, CWP12/11
Now published:
Sokbae (Simon) Lee, Song, Kyungchul and Yoon-Jae Whang January 2013, Testing functional inequalities, Journal article Journal of Econometrics
Characterization of the asymptotic distribution of semiparametric M-estimators, December 2010, (with Hidehiko Ichimura ), Journal of Econometrics, Vol. 159, No. 2, pp. 252--266, Elsevier, Journal article
Previous version:
Hidehiko Ichimura and Sokbae (Simon) Lee August 2006, Characterization of the asymptotic distribution of semiparametric M-estimators, cemmap Working Paper , CWP15/06
Testing for threshold effects in regression models, December 2010, (with Myung Hwan Seo , Youngki Shin), Working Paper, CWP36/10
Now published:
Sokbae (Simon) Lee, Myung Hwan Seo and Youngki Shin December 2011, Testing for threshold effects in regression models, Journal article Journal of the American Statistical Association
A progressive graduate tax after all?, October 2010, (with Haroon Chowdry JA. Swift , Lorraine Dearden , Stephen Machin , David Phillips), Observation
Uniform confidence bands for functions estimated nonparametrically with instrumental variables, July 2010, (with Joel L. Horowitz ), Working Paper, CWP19/10
Now published:
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2009, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, cemmap Working Paper , CWP18/09
Characterization of the asymptotic distribution of semiparametric M-estimators, July 2010, (with Hidehiko Ichimura ), Journal of Econometrics, under revision, Journal article
Nonparametric identification of accelerated failure time competing risks models, June 2010, (with Arthur Lewbel), Working Paper, CWP14/10
Now published:
Sokbae (Simon) Lee and Arthur Lewbel October 2013, Nonparametric identification of accelerated failure time competing risks models, Journal article Econometric Theory
Nonparametric tests of conditional treatment effects, December 2009, (with Yoon-Jae Whang), Working Paper, CWP36/09
Now published:
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, October 2009, (with Joel L. Horowitz ), Journal of Econometrics, Vol. 152, No. 2, pp. 141-152, Elsevier, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee February 2007, Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, cemmap Working Paper , CWP02/07
Intersection Bounds: estimation and inference, July 2009, (with Victor Chernozhukov , Adam Rosen), Working Paper, CWP19/09, The IFS
New version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen October 2012, Intersection bounds: estimation and inference, cemmap Working Paper , CWP33/12
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen November 2011, Intersection bounds: estimation and inference, cemmap Working Paper , CWP34/11
Uniform confidence bands for functions estimated nonparametrically with instrumental variables, July 2009, (with Joel L. Horowitz ), Working Paper, CWP18/09, The IFS
New version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2010, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, cemmap Working Paper , CWP19/10
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data, April 2009, (with Ralf A. Wilke Wilke), Journal of Business & Economic Statistics, Vol. 27, No. 2, pp. 193-205, Journal article
Previous version:
Sokbae (Simon) Lee and Ralf A. Wilke Wilke April 2005, Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data, cemmap Working Paper , CWP02/05
Testing for stochastic monotonicity, March 2009, (with Oliver Linton), Econometrica, Vol. 77, No. 2, pp. 585-602, Journal article
Previous version:
Sokbae (Simon) Lee, Oliver Linton and Yoon-Jae Whang July 2008, Testing for stochastic monotonicity, cemmap Working Paper , CWP21/08
Trends in quality-adjusted skill premia in the United States, 1960-2000, January 2009, (with Pedro Carneiro ), Working Paper, CWP02/09
Now published:
Pedro Carneiro and Sokbae (Simon) Lee October 2011, Trends in quality-adjusted skill premia in the United States, 1960-2000, Journal article Journal of Econometrics
Nonparametric tests of conditional treatment effects, January 2009, (with Yoon-Jae Whang), Journal article
Estimating panel data duration models with censored data, October 2008, Econometric Theory, Vol. 24, No. 5, pp. 1254-1276, Journal article
Previous version:
Sokbae (Simon) Lee September 2003, Estimating panel data duration models with censored data, cemmap Working Paper , CWP13/03
Testing for stochastic monotonicity, July 2008, (with Oliver Linton , Yoon-Jae Whang), Working Paper, CWP21/08
Now published:
Sokbae (Simon) Lee and Oliver Linton March 2009, Testing for stochastic monotonicity, Journal article Econometrica
Endogeneity in quantile regression models: a control function approach, December 2007, Journal of Econometrics, Vol. 141, No. 2, pp. 1131-1158, Journal article
Previous version:
Sokbae (Simon) Lee October 2004, Endogeneity in quantile regression models: a control function approach , cemmap Working Paper , CWP08/04
Is distance dying at last? Falling home bias in fixed effects models of patent citations, September 2007, (with Rachel Griffith , John Van Reenen), External publication, CEPR
Nonparametric instrumental variables estimation of a quantile regression model, July 2007, (with Joel L. Horowitz ), Econometrica, Vol. 75, No. 4, pp. 1191-1208, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee June 2006, Nonparametric instrumental variables estimation of a quantile regression model, cemmap Working Paper , CWP09/06
Identification of a competing risks model with unknown transformations of latent failure times, December 2006, Biometrika, Vol. 93, No. 4, pp. 996-1002, Journal article
Previous version:
Sokbae (Simon) Lee November 2005, Identification of a competing risks model with unknown transformations of latent failure times, cemmap Working Paper , CWP17/05
Testing for stochastic monotonicity, August 2006, (with Oliver Linton , Yoon-Jae Whang), External publication, STICERD
Characterization of the asymptotic distribution of semiparametric M-estimators, August 2006, (with Hidehiko Ichimura ), Working Paper, CWP15/06
Now published:
Hidehiko Ichimura and Sokbae (Simon) Lee December 2010, Characterization of the asymptotic distribution of semiparametric M-estimators, Journal article Journal of Econometrics , 39 pp.
Nonparametric instrumental variables estimation of a quantile regression model, June 2006, (with Joel L. Horowitz ), Working Paper, CWP09/06
Now published:
Joel L. Horowitz and Sokbae (Simon) Lee July 2007, Nonparametric instrumental variables estimation of a quantile regression model, Journal article Econometrica , 34 pp.
Nonparametric estimation of an additive quantile regression model, December 2005, (with Joel L. Horowitz ), Journal of the American Statistical Association, Vol. 100, No. 472, pp.1238-1249 , Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee April 2004, Nonparametric estimation of an additive quantile regression model, cemmap Working Paper , CWP07/04
Nonparametric estimation of an additive quantile regression model, December 2005, (with Joel L. Horowitz ), Journal of American Statistical Association, Vol. 100, No. 472, pp.1238-1249, Journal article
Ability, sorting and wage inequality, November 2005, (with Pedro Carneiro ), Working Paper, CWP16/05
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data, April 2005, (with Ralf A. Wilke Wilke), Working Paper, CWP02/05
Now published:
Endogeneity in quantile regression models: a control function approach , October 2004, Working Paper, CWP08/04
Now published:
Sokbae (Simon) Lee December 2007, Endogeneity in quantile regression models: a control function approach, Journal article Journal of Econometrics , 46 pp.
Nonparametric estimation of an additive quantile regression model, April 2004, (with Joel L. Horowitz ), Working Paper, CWP07/04
Now published:
Joel L. Horowitz and Sokbae (Simon) Lee December 2005, Nonparametric estimation of an additive quantile regression model, Journal article Journal of the American Statistical Association , 35 pp.
Semiparametric estimation of a panel data proportional hazards model with fixed effects, March 2004, (with Joel L. Horowitz ), Journal of Econometrics, Vol. 119, No. 1, pp. 155-198 , Elsevier, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee April 2002, Semiparametric estimation of a panel data proportional hazards model with fixed effects, cemmap Working Paper , CWP21/02
Semiparametric estimation of a panel data proportional hazards model with fixed effects, March 2004, (with Joel L. Horowitz ), Journal of Econometrics, Vol. 119, No. 1, pp. 155-198, Journal article
Estimating panel data duration models with censored data, September 2003, Working Paper, CWP13/03
Now published:
Sokbae (Simon) Lee October 2008, Estimating panel data duration models with censored data, Journal article Econometric Theory , 17 pp.
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 article
Semiparametric estimation of a panel data proportional hazards model with fixed effects, April 2002, (with Joel L. Horowitz ), Working Paper, CWP21/02
Now published:
Joel L. Horowitz and Sokbae (Simon) Lee March 2004, Semiparametric estimation of a panel data proportional hazards model with fixed effects, Journal article Journal of Econometrics , 17 pp.
Semiparametic methods in applied econometrics: do the models fit the data?, April 2002, (with Joel L. Horowitz ), Statistical Modelling, Vol. 2, No. 1, pp. 3-22, Hodder Arnold, Journal article

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us