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

Maximum score estimation with nonparametrically generated regressors

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

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… Continue reading.

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

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

Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon, Sokbae (Simon) Lee
26 March 2014 | CWP17/14
Testing for a general class of functional inequalities

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our… Continue reading.

Sokbae (Simon) Lee, Kyungchui (Kevin) Song, Yoon-Jae Whang
6 March 2014 | CWP09/14
Local identification of nonparametric and semiparametric models

In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and… Continue reading.

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
1 March 2014 | Journal Article

Previous version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.

Sokbae (Simon) Lee, Arthur Lewbel
30 October 2013 | Journal Article

Previous version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov… Continue reading.

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 August 2013 | CWP38/13

Latest version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14
Do institutions affect social preferences? Evidence from divided Korea

The Cold War division of Korea, regarded as a natural experiment in institutional change, provides a… Continue reading.

Kyunghui Choi, Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae (Simon) Lee
1 August 2013 | CWP35/13
Maximum score estimation of preference parameters for a binary choice model under uncertainty

This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty… Continue reading.

Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
23 April 2013 | CWP14/13

Latest version

Maximum score estimation with nonparametrically generated regressors
Le-Yu Chen, Sokbae (Simon) Lee, Myung Jae Sung
28 May 2014 | CWP27/14