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

Bounding treatment effects by pooling limited information across observations

We provide novel bounds on average treatment effects (on the treated) that are valid under an… Continue reading.

Sokbae (Simon) Lee, Martin Weidner
13 December 2021 | CWP43/21
Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are… Continue reading.

Joel L. Horowitz, Sokbae (Simon) Lee
2 August 2021 | CWP33/21

Previous version

Non-asymptotic inference in a class of optimization problems
Joel L. Horowitz, Sokbae (Simon) Lee
17 May 2019 | CWP23/19
Institutions, competitiveness and cognitive ability

We investigate whether growing up in a socialist country affects the development of competitiveness by comparing… Continue reading.

Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae (Simon) Lee
24 June 2020 | CWP31/20
Sparse HP filter: Finding kinks in the COVID-19 contact rate

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our… Continue reading.

Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
24 June 2020 | CWP32/20
Desperate times call for desperate measures: government spending multipliers in hard times

We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether… Continue reading.

Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
24 June 2020 | CWP29/20
Sparse Quantile Regression

We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an… Continue reading.

Le-Yu Chen, Sokbae (Simon) Lee
24 June 2020 | CWP30/20
An econometric perspective on algorithmic subsampling

Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete… Continue reading.

Sokbae (Simon) Lee, Serena Ng
4 May 2020 | CWP18/20
Causal inference in case-control studies

We investigate identification of causal parameters in case-control and related studies. The odds ratio in the… Continue reading.

Sung Jae Jun, Sokbae (Simon) Lee
4 May 2020 | CWP19/20
Identifying the effect of persuasion

We set up an econometric model of persuasion and study identification of key parameters under various… Continue reading.

Sung Jae Jun, Sokbae (Simon) Lee
9 December 2019 | CWP69/19

Previous version

Identifying the effect of persuasion
Sung Jae Jun, Sokbae (Simon) Lee
19 March 2018 | CWP19/18
A tale of two Koreas: property rights and fairness

We compare two groups of the non-student Korean population—native-born South Koreans (SK) and North Korean refugees… Continue reading.

Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae (Simon) Lee
9 December 2019 | CWP70/19