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

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 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
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
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
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
Identifying the effect of persuasion

We set up an econometric model of persuasion and study identification of key parameters under various […]

Sung Jae Jun, Sokbae (Simon) Lee
9 December 2019 | CWP69/19

Previous version

Identifying the effect of persuasion
Sung Jae Jun, Sokbae (Simon) Lee
19 March 2018 | CWP19/18
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
Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015

This paper examines the trends in geographic localization of knowledge spillovers via patent citations, extracting multiple […]

Hyuk-Soo Kwon, Jihong Lee, Sokbae (Simon) Lee, Ryungha Oh
30 October 2019 | CWP58/19

Previous version

Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015
Hyuk-Soo Kwon, Jihong Lee, Sokbae (Simon) Lee, Ryungha Oh
6 December 2017 | CWP55/17
Non-asymptotic inference in a class of optimization problems

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

Joel L. Horowitz, Sokbae (Simon) Lee
17 May 2019 | CWP23/19