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

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
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
Endogeneity in quantile regression models: a control function approach

This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts […]

Sokbae (Simon) Lee
1 December 2007 | Journal Article

Previous version

Nonparametric instrumental variables estimation of a quantile regression model

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

Joel L. Horowitz, Sokbae (Simon) Lee
1 July 2007 | Journal Article

Previous version

Nonparametric instrumental variables estimation of a quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
8 June 2006 | CWP09/06
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

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
1 December 2006 | 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 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
Nonparametric estimation of an additive quantile regression model

This article is concerned with estimating the additive components of a nonparametric additive quantile regression model. […]

Joel L. Horowitz, Sokbae (Simon) Lee
16 December 2005 | Journal Article

Previous version

Nonparametric estimation of an additive quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
1 April 2004 | CWP07/04