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

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 […]

Hidehiko Ichimura, Sokbae (Simon) Lee
31 December 2010 | Journal Article

Previous version

Characterization of the asymptotic distribution of semiparametric M-estimators
Hidehiko Ichimura, Sokbae (Simon) Lee
6 August 2006 | CWP15/06
Testing for threshold effects in regression models

In this article, we develop a general method for testing threshold effects in regression models, using […]

Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
3 December 2010 | CWP36/10

Latest version

Testing for threshold effects in regression models
Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
31 December 2011 | Journal Article
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
11 July 2010 | CWP19/10

Latest version

Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Joel L. Horowitz, Sokbae (Simon) Lee
30 June 2012 | Journal Article

Previous 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 […]

Hidehiko Ichimura, Sokbae (Simon) Lee
3 July 2010 | Journal Article
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
5 June 2010 | CWP14/10

Latest version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
30 October 2013 | Journal Article
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
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 October 2009 | Journal Article

Previous version

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