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

Nonparametric tests of conditional treatment effects

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider […]

Sokbae (Simon) Lee, Yoon-Jae Whang
6 December 2009 | CWP36/09

Latest version

Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements
Minsu Chang, Sokbae (Simon) Lee, Yoon-Jae Whang
30 October 2015 | Journal Article
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
28 July 2009 | CWP19/09

Latest version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
17 October 2012 | CWP33/12
Uniform confidence bands for functions estimated nonparametrically with instrumental variables

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. […]

Joel L. Horowitz, Sokbae (Simon) Lee
27 July 2009 | CWP18/09

Latest version

Trends in quality-adjusted skill premia in the United States, 1960-2000

This paper presents new evidence that increases in college enrollment lead to a decline in the […]

Pedro Carneiro, Sokbae (Simon) Lee
23 January 2009 | CWP02/09

Latest version

Trends in quality-adjusted skill premia in the United States, 1960-2000
Pedro Carneiro, Sokbae (Simon) Lee
30 October 2011 | Journal Article
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality

This paper extends the method of local instrumental variables developed by Heckman and Vytlacil (1999, 2001, […]

Pedro Carneiro, Sokbae (Simon) Lee
22 January 2009 | CWP01/09
Testing for stochastic monotonicity

We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in […]

Sokbae (Simon) Lee, Oliver Linton, Yoon-Jae Whang
31 July 2008 | CWP21/08

Latest version

Testing for stochastic monotonicity
Sokbae (Simon) Lee, Oliver Linton
1 March 2009 | Journal Article
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

This paper is concerned with inference about a function g that is identified by a conditional […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 February 2007 | CWP02/07

Latest version

Characterization of the asymptotic distribution of semiparametric M-estimators

This paper develops a concrete formula for the asymptotic distribution of two-step,possibly non-smooth semiparametric M-estimators under […]

Hidehiko Ichimura, Sokbae (Simon) Lee
6 August 2006 | CWP15/06

Latest version

Characterization of the asymptotic distribution of semiparametric M-estimators
Hidehiko Ichimura, Sokbae (Simon) Lee
31 December 2010 | Journal Article
Nonparametric instrumental variables estimation of a quantile regression model

We consider nonparametric estimation of a regression function that is identified byrequiring a specified quantile of […]

Joel L. Horowitz, Sokbae (Simon) Lee
8 June 2006 | CWP09/06

Latest version

Nonparametric instrumental variables estimation of a quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
1 July 2007 | Journal Article
Identification of a competing risks model with unknown transformations of latent failure times

This paper is concerned with identification of a competing risks model with unknown transformations of latent […]

Sokbae (Simon) Lee
30 November 2005 | CWP17/05

Latest version