Research Staff
Sokbae (Simon) Lee
Columbia University and IFS
Selected Publications
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 […]
Latest version
Previous version
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 […]
Latest version
We consider a high dimensional regression model with a possible change point due to a covariate […]
In this paper, we propose a doubly robust method to present the heterogeneity of the average […]