Research Staff
Sokbae (Simon) Lee
Columbia University and IFS
Selected Publications
In this article, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]
We consider a variable selection problem for the prediction of binary outcomes. We study the best […]
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are […]
We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression […]
In a randomized control trial, the precision of an average treatment effect estimator and the power […]
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Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ […]
In a randomized control trial, the precision of an average treatment effect estimator and the power […]
Previous version
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]
Previous version
In a randomized control trial, the precision of an average treatment e ffect estimator can be […]