Sokbae "Simon" Lee
Econometrics, Applied Microeconomics, Statistics
Recently Updated Working Papers
"Fast Inference for Quantile Regression with Tens of Millions of Observations" (with Yuan Liao, Myung Hwan Seo and Youngki Shin), October 2022.
"Treatment Choice with Nonlinear Regret" (with Toru Kitagawa and Chen Qiu), July 2022.
"Sparse Quantile Regression" (with Le-Yu Chen), June 2022.
"Average Adjusted Association: Efficient Estimation with High Dimensional Confounders" (with Sung Jae Jun), May 2022.
"Bounding Treatment Effects by Pooling Limited Information across Observations" (with Martin Weidner), December 2021.
"Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions" (with Sung Jae Jun), November 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.
"Filtered and Unfiltered Treatment Effects with Targeting Instruments" (with Bernard Salanié), December 2020.
Forthcoming and Recent Publications
"Identifying the Effect of Persuasion" (with Sung Jae Jun), accepted for publication in the Journal of Political Economy.
"Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities" (with Joel Horowitz), Journal of Business and Economic Statistics, forthcoming.
"Least Squares Estimation using Sketched Data with Heteroskedastic Errors" (with Serena Ng), Proceedings of the 39th International Conference on Machine Learning (ICML), 162: 12498–12520.
"Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling" (with Yuan Liao, Myung Hwan Seo and Youngki Shin), Proceedings of the AAAI Conference on Artificial Intelligence (AAAI), 36: 7381–7389.
"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, 31: 123-147.
"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.
Links to Working Papers and Publications