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 with an application to single-sex schooling on academic achievements

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider… Continue reading.

Minsu Chang, Sokbae (Simon) Lee, Yoon-Jae Whang
30 October 2015 | Journal Article

Previous version

Nonparametric tests of conditional treatment effects
Sokbae (Simon) Lee, Yoon-Jae Whang
6 December 2009 | CWP36/09
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.

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… Continue reading.

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… Continue reading.

Le-Yu Chen, Sokbae (Simon) Lee
18 June 2015 | CWP26/15
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds… Continue reading.

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
28 May 2014 | CWP25/14
Maximum score estimation with nonparametrically generated regressors

The estimation problem in this paper is motivated by the maximum score estimation of preference parameters… Continue reading.

Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
1 October 2014 | Journal Article

Previous version

Maximum score estimation with nonparametrically generated regressors
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
28 May 2014 | CWP27/14
Recombinant innovation and the boundaries of the firm

There is considerable interest in understanding how important market frictions are in stiffing the transmission of… Continue reading.

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… Continue reading.

Sokbae (Simon) Lee, Hyunmin Park, Myung Hwan Seo, Youngki Shin
1 September 2014 | CWP39/14
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds… Continue reading.

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 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… Continue reading.

Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
28 May 2014 | CWP26/14