Sokbae (Simon) Lee
Contact Details
Professor, Department of Economics, Columbia University
Mailing Address:
Department of Economics
Columbia University
1022 International Affairs Building
420 West 118th Street
New York, NY 10027, USA
Research Staff, Cemmap, Institute for Fiscal Studies
Mailing Address:
Institute for Fiscal Studies
7 Ridgmount Street
London WC1E 7AE
UK
Email: sokbae at gmail.com
Curriculum Vitae
Research
- Research Interests: Econometrics, Applied Microeconomics, Statistics
- Forthcoming and Recent Publications
- "Oracle Estimation of a Change Point in High Dimensional Quantile Regression" (with Yuan Liao, Myung Hwan Seo and Youngki Shin), Journal of the American Statistical Association, forthcoming.
- "Best Subset Binary Prediction" (with Le-Yu Chen), Journal of Econometrics, forthcoming.
- "The Identification Power of Smoothness Assumptions in Models with Counterfactual Outcomes" (with Wooyoung Kim, Koohyun Kwon, and Soonwoo Kwon), Quantitative Economics, forthcoming.
- "Testing for a General Class of Functional Inequalities" (with Kyungchul Song and Yoon-Jae Whang), Econometric Theory, forthcoming.
- "Exact Computation of GMM Estimators for Instrumental Variable Quantile Regression Models" (with Le-Yu Chen), Journal of Applied Econometrics, forthcoming.
- Links to Working Papers and Publications
Research Profiles