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

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

Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data

Economic theory suggests that an extension of the maximum length of entitlement for unemployment benefits increases […]

Sokbae (Simon) Lee, Ralf A. Wilke Wilke
1 April 2009 | Journal Article

Previous version

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
1 April 2009 | Journal Article
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
1 March 2009 | Journal Article

Previous version

Testing for stochastic monotonicity
Sokbae (Simon) Lee, Oliver Linton, Yoon-Jae Whang
31 July 2008 | CWP21/08
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
Nonparametric tests of conditional treatment effects

This paper presents a new estimator for the mixed proportional hazard model that allows for a […]

Sokbae (Simon) Lee, Yoon-Jae Whang
1 January 2009 | Journal Article
Estimating panel data duration models with censored data

This paper presents a method for estimating a class of panel data duration models, under which […]

Sokbae (Simon) Lee
1 October 2008 | Journal Article

Previous version

Estimating panel data duration models with censored data
Sokbae (Simon) Lee
1 September 2003 | CWP13/03