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

Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic

Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the […]

Xiaohong Chen, Sokbae (Simon) Lee, Myung Hwan Seo, Myunghyun Song
13 December 2024 | CWP26/24
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds

We introduce a novel framework for individual-level welfare analysis. It builds on a parametric model for […]

Junlong Feng, Sokbae (Simon) Lee
13 December 2024 | CWP25/24
Learning the effect of persuasion via difference-in-differences

The persuasion rate is a key parameter for measuring the causal effect of a directional message […]

Sung Jae Jun, Sokbae (Simon) Lee
12 December 2024 | CWP24/24
Treatment effects with targeting instruments

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for […]

Sokbae (Simon) Lee, Bernard Salanie
12 December 2024 | CWP23/24
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
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
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
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