Sokbae "Simon" Lee
Econometrics, Applied Microeconomics, Statistics
Recently Updated Working Papers
"Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling'' (with Yuan Liao, Myung Hwan Seo and Youngki Shin), October 2021.
"Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities" (with Joel Horowitz), August 2021.
"Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions" (with Sung Jae Jun), June 2021.
"Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability" (with Syngjoo Choi, Byung-Yeon Kim, and Jungmin Lee), June 2021.
"Identifying the Effect of Persuasion" (with Sung Jae Jun), January 2021.
"Powerful Inference" (with Xiaohong Chen and Myung Hwan Seo), January 2021.
"Filtered and Unfiltered Treatment Effects with Targeting Instruments" (with Bernard Salanié), December 2020.
"Sparse Quantile Regression" (with Le-Yu Chen), November 2020.
"Sketching for Two-Stage Least Squares Estimation" (with Serena Ng), July 2020.
Forthcoming and Recent Publications
"Knowledge Spillovers and Patent Citations: Trends in Geographic Localization, 1976-2015" (with Hyuk-Soo Kwon, Jihong Lee and Ryungha Oh), Economics of Innovation and New Technology, forthcoming.
"Factor-Driven Two-Regime Regression'' (with Yuan Liao, Myung Hwan Seo and Youngki Shin), Annals of Statistics, 49:3, 1656-1678.
"Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate" (with Yuan Liao, Myung Hwan Seo and Youngki Shin), Journal of Econometrics, 220:1, 158-180.
"Binary Classification with Covariate Selection through L0-Penalised Empirical Risk Minimisation" (with Le-Yu Chen), Econometrics Journal, 24:1, 103-120.
"An Econometric Perspective on Algorithmic Subsampling" (with Serena Ng), Annual Review of Economics, 12:1, 45-80.
"Optimal Data Collection for Randomized Control Trials" (with Pedro Carneiro and Daniel Wilhelm), Econometrics Journal, 23: 1-31.
"Please Call me John: Name Choice and the Assimilation of Immigrants in the United States, 1900-1930" (with Pedro Carneiro and Hugo Reis), Labour Economics, 62: 101778.
"A Tale of Two Koreas: Property Rights and Fairness" (with Syngjoo Choi, Byung-Yeon Kim and Jungmin Lee), Journal of Economic Behavior and Organization, 170: 112-130.
"Desperate Times Call for Desperate Measures: Government Spending Multipliers in Hard Times" (with Yuan Liao, Myung Hwan Seo and Youngki Shin), Economic Inquiry, 58:4, 1949-1957.
Links to Working Papers and Publications