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 estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15

Latest version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16
Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930

The vast majority of immigrants to the United States at the beginning of the 20th century […]

Pedro Carneiro, Sokbae (Simon) Lee, Hugo Reis
24 June 2015 | CWP28/15
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are […]

Le-Yu Chen, Sokbae (Simon) Lee
18 June 2015 | CWP26/15
Recombinant innovation and the boundaries of the firm

There is considerable interest in understanding how important market frictions are in stiffing the transmission of […]

Rachel Griffith, Sokbae (Simon) Lee, Bas Straathof
16 September 2014 | CWP40/14
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent

Using the Reinhart-Rogoff dataset, we find a debt threshold not around 90 percent but around 30 […]

Sokbae (Simon) Lee, Hyunmin Park, Myung Hwan Seo, Youngki Shin
1 September 2014 | CWP39/14
Maximum score estimation with nonparametrically generated regressors

The estimation problem in this paper is motivated by maximum score estimation of preference parameters in […]

Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
28 May 2014 | CWP27/14

Latest version

Maximum score estimation with nonparametrically generated regressors
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
1 October 2014 | Journal Article

Previous version

Maximum score estimation of preference parameters for a binary choice model under uncertainty
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
23 April 2013 | CWP14/13
The lasso for high-dimensional regression with a possible change-point

We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and […]

Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
28 May 2014 | CWP26/14
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14

Latest version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 March 2015 | Journal Article

Previous version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 August 2013 | CWP38/13
The identification power of smoothness assumptions in models with counterfactual outcomes

In this paper, we investigate what can be learned about average counterfactual outcomes when it is […]

Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon, Sokbae (Simon) Lee
26 March 2014 | CWP17/14
International trends in technological progress: stylized facts from patent citations, 1980-2011

We analyze cross-country trends in technological progress over the period of 1980-2011 by examining citations data […]

Soonwoo Kwon, Jihong Lee, Sokbae (Simon) Lee
26 March 2014 | CWP16/14