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

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
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
Local identification of nonparametric and semiparametric models

In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and […]

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
1 March 2014 | Journal Article

Previous version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy […]

Sokbae (Simon) Lee, Arthur Lewbel
30 October 2013 | Journal Article

Previous version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10
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
Intersection bounds: estimation and inference

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]

Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
1 March 2013 | Journal Article

Previous version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
17 October 2012 | CWP33/12
Testing functional inequalities

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a […]

Sokbae (Simon) Lee, Song, Kyungchul, Yoon-Jae Whang
31 January 2013 | Journal Article

Previous version

Testing functional inequalities
Sokbae (Simon) Lee, Kyungchui (Kevin) Song, Yoon-Jae Whang
22 February 2011 | CWP12/11
Local identification of nonparametric and semiparametric models

In parametric models a sufficient condition for local identification is that the vector of moment is […]

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12

Latest version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
1 March 2014 | Journal Article

Previous version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
23 May 2011 | CWP17/11