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

A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent

Using the Reinhart-Rogoff dataset, we find a debt threshold not around 90 percent but around 30 […]

Sokbae (Simon) Lee, Hyunmin Park, Myung Hwan Seo, Youngki Shin
1 September 2014 | CWP39/14
The lasso for high-dimensional regression with a possible change-point

We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and […]

Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
28 May 2014 | CWP26/14
Maximum score estimation with nonparametrically generated regressors

The estimation problem in this paper is motivated by maximum score estimation of preference parameters in […]

Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
28 May 2014 | CWP27/14

Latest version

Maximum score estimation with nonparametrically generated regressors
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
1 October 2014 | Journal Article

Previous version

Maximum score estimation of preference parameters for a binary choice model under uncertainty
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
23 April 2013 | CWP14/13
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14

Latest version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 March 2015 | Journal Article

Previous version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 August 2013 | CWP38/13
The identification power of smoothness assumptions in models with counterfactual outcomes

In this paper, we investigate what can be learned about average counterfactual outcomes when it is […]

Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon, Sokbae (Simon) Lee
26 March 2014 | CWP17/14
International trends in technological progress: stylized facts from patent citations, 1980-2011

We analyze cross-country trends in technological progress over the period of 1980-2011 by examining citations data […]

Soonwoo Kwon, Jihong Lee, Sokbae (Simon) Lee
26 March 2014 | CWP16/14
Testing for a general class of functional inequalities

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]

Sokbae (Simon) Lee, Kyungchui (Kevin) Song, Yoon-Jae Whang
6 March 2014 | CWP09/14
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov […]

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 August 2013 | CWP38/13

Latest version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14
Do institutions affect social preferences? Evidence from divided Korea

The Cold War division of Korea, regarded as a natural experiment in institutional change, provides a […]

Kyunghui Choi, Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae (Simon) Lee
1 August 2013 | CWP35/13
Maximum score estimation of preference parameters for a binary choice model under uncertainty

This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty […]

Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
23 April 2013 | CWP14/13

Latest version

Maximum score estimation with nonparametrically generated regressors
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
28 May 2014 | CWP27/14