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 Interests
Econometrics, Applied Microeconomics, Statistics
Recently Updated Working Papers
- "Factor-Driven Two-Regime Regression" (with Yuan Liao, Myung Hwan Seo and Youngki Shin), arXiv working paper, updated: December 2018.
- "Identifying the Effect of Persuasion" (with Sung Jae Jun), arXiv working paper, updated: December 2018.
- "High Dimensional Classification through L0-Penalized Empirical Risk Minimization" (with Le-Yu Chen), arXiv working paper, updated: December 2018.
Forthcoming and Recent Publications
- "Breaking the Curse of Dimensionality in Conditional Moment Inequalities for Discrete Choice Models" (with Le-Yu Chen), Journal of Econometrics, forthcoming.
- "Identifying Effects of Multivalued Treatments" (with Bernard Salanie), Econometrica, 86: 1939--1963, 2018.
- "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, 113: 1184--1194, 2018.
Links to Working Papers and Publications
Research Profiles