Research Staff
Sokbae (Simon) Lee
Columbia University and IFS
Selected Publications
This paper presents a new estimator for the mixed proportional hazard model that allows for a […]
This paper presents a method for estimating a class of panel data duration models, under which […]
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We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in […]
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This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts […]
Previous version
We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile […]
Previous version
This paper is concerned with inference about a function g that is identified by a conditional […]
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This paper is concerned with identification of a competing risks model with unknown transformations of latent […]
Previous version
This paper develops a concrete formula for the asymptotic distribution of two-step,possibly non-smooth semiparametric M-estimators under […]
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We consider nonparametric estimation of a regression function that is identified byrequiring a specified quantile of […]
Latest version
This article is concerned with estimating the additive components of a nonparametric additive quantile regression model. […]