Publications Peer reviewed articles (32) Network and panel quantile effects via distribution regression Author(s): Victor Chernozhukov, Ivan Fernandez-Val, Martin Weidner Published in: Journal of Econometrics, 2020, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2020.08.009 Nonlinear factor models for network and panel data Author(s): Mingli Chen, Ivan Fernandez-Val, Martin Weidner Published in: Journal of Econometrics, 2021, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2020.04.004 Optimal data collection for randomized control trials Author(s): Pedro Carneiro, Sokbae Lee, Daniel Wilhelm Published in: The Econometrics Journal, 2020, ISSN 1368-4221 Publisher: Blackwell Publishing Inc. DOI: 10.1093/ectj/utz020 Low-rank approximations of nonseparable panel models Author(s): Ivan Fernandez-Val, Hugo Freeman, Martin Weinder Published in: The Econometrics Journal, 2021, ISSN 1368-423X Publisher: Royal Economic Society DOI: 10.1093/ectj/utab007 Identifying Effects of Multivalued Treatments Author(s): Sokbae Lee, Bernard Salanie Published in: Econometrica, 2018, ISSN 1468-0262 Publisher: Econometric Society DOI: 10.3982/ecta14269 Desperate Times Call for Desperate Measures: Government Spending Multipliersin Hard Times Author(s): Sokbae Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin Published in: Economic Inquiry, 2020, ISSN 1465-7295 Publisher: John Wiley DOI: 10.1111/ecin.12919 Bias and consistency in three-way gravity models Author(s): Martin Weidner, Thomas Zylkin Published in: Journal of International Economics, 2021, ISSN 0022-1996 Publisher: Elsevier BV DOI: 10.1016/j.jinteco.2021.103513 Sparse HP filter: Finding kinks in the COVID-19 contact rate Author(s): Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin Published in: Journal of Econometrics, 2021, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2020.08.008 Doubly robust uniform confidence band for the conditionalaverage treatment effect function Author(s): Sokbae Lee, Ryo Okui, Yoo-Jae Whang Published in: Journal of Applied Econometrics, Issue Vol 32, Issue 7, 2017, Page(s) 1207-1225, ISSN 1099-1255 Publisher: John Wiley DOI: 10.1002/jae.2574 An Adaptive Test of Stochastic Monotonicity Author(s): Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim Published in: Econometric Theory, 2020, ISSN 0266-4666 Publisher: Cambridge University Press DOI: 10.1017/s0266466620000225 Factor-driven two-regime regression Author(s): Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin Published in: The Annals of Statistics, Issue Vol 49, no 3, 2021, ISSN 0090-5364 Publisher: Institute of Mathematical Statistics DOI: 10.1214/20-aos2017 A Tale of Two Koreas: Property Rights and Fairness Author(s): Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae Lee Published in: Journal of Economic Behavior & Organization, 2020, ISSN 0167-2681 Publisher: Elsevier BV DOI: 10.1016/j.jebo.2019.11.030 Please call me John: Name choice and the assimilation of immigrants in the United States, 1900–1930 Author(s): Pedro Carneiro, Sokbae Lee, Hugo Reis Published in: Labour Economics, 2020, ISSN 0927-5371 Publisher: Elsevier BV DOI: 10.1016/j.labeco.2019.101778 An Econometric Perspective on Algorithmic Subsampling Author(s): Sokbae Lee, Serena Ng Published in: Annual Review of Economics, 2020, ISSN 1941-1383 Publisher: Annual Reviews Inc. DOI: 10.1146/annurev-economics-022720-114138 TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES Author(s): Sokbae Lee, Kyungchul Song, Yoon-Jae Whang Published in: Econometric Theory, 2017, Page(s) 1-47, ISSN 0266-4666 Publisher: Cambridge University Press DOI: 10.1017/S0266466617000329 Nonparametric Instrumental Variable Estimation Under Monotonicity Author(s): Denis Chetverikov, Daniel Wilhelm Published in: Econometrica, Issue 85/4, 2017, Page(s) 1303-1320, ISSN 0012-9682 Publisher: Blackwell Publishing Inc. DOI: 10.3982/ECTA13639 Bias corrections for probit and logit models with two-way fixed effects Author(s): Cruz-Gonzalez, M.; Fernández-Val, I.; Weidner, M. Published in: The Stata Journal, 2017, Page(s) 17 (3) pp. 517-545. (2017), ISSN 1536-867X Publisher: Stata Press The identification power of smoothness assumptions in models with counterfactual outcomes Author(s): Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon, Sokbae Lee Published in: Quantitative Economics, Issue 9/2, 2018, Page(s) 617-642, ISSN 1759-7323 Publisher: The Economic Society DOI: 10.3982/QE545 Estimation of random coefficients logit demand models with interactive fixed effects Author(s): Hyungsik Roger Moon, Matthew Shum, Martin Weidner Published in: Journal of Econometrics, 2018, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2018.06.016 Fixed-effect regressions on network data Author(s): Koen Jochmans and Martin Weidner Published in: Econometrica, 2019, ISSN 1468-0262 Publisher: John Wiley DOI: 10.3982/ecta14605 Oracle Estimation of a Change Point in High Dimensional Quantile Regression Author(s): Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin Published in: Journal of the American Statistical Association, Issue article is forthcoming, one issue is being published per year, 2017, Page(s) 0-0, ISSN 0162-1459 Publisher: American Statistical Association DOI: 10.1080/01621459.2017.1319840 Doubly robust uniform confidence band for the conditional average treatment effect function Author(s): Sokbae Lee, Ryo Okui, Yoon-Jae Whang Published in: Journal of Applied Econometrics, Issue published as early view, issues published seven times a year, ISSN 0883-7252 Publisher: John Wiley & Sons Inc. DOI: 10.1002/jae.2574 Testing for a Debt-threshold Effect on Output Growth Author(s): SOKBAE LEE, HYUNMIN PARK, MYUNG HWAN SEO, YOUNGKI SHIN Published in: Fiscal Studies, Issue article is forthcoming, four issues are being published per year, 2017, ISSN 0143-5671 Publisher: Institute for Fiscal Studies DOI: 10.1111/1475-5890.12134 Recombinant innovation and the boundaries of the firm Author(s): Rachel Griffith, Sokbae Lee, Bas Straathof Published in: International Journal of Industrial Organization, Issue 50, 2017, Page(s) 34-56, ISSN 0167-7187 Publisher: Elsevier BV DOI: 10.1016/j.ijindorg.2016.10.005 Nonparametric estimation and inference under shape restrictions Author(s): Joel L. Horowitz, Sokbae Lee Published in: Journal of Econometrics, Issue accepted and to be published, two issues are being publisher per year, 2017, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2017.06.019 Exact computation of GMM estimators for instrumental variable quantile regression models Author(s): Le-Yu Chen, Sokbae Lee Published in: Journal of Applied Econometrics, Issue 33/4, 2018, Page(s) 553-567, ISSN 0883-7252 Publisher: John Wiley & Sons Inc. DOI: 10.1002/jae.2619 Best subset binary prediction Author(s): Le-Yu Chen, Sokbae Lee Published in: Journal of Econometrics, Issue 206/1, 2018, Page(s) 39-56, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2018.05.001 Bounds on treatment effects on transitions Author(s): Johan Vikström, Geert Ridder, Martin Weidner Published in: Journal of Econometrics, Issue 205/2, 2018, Page(s) 448-469, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2017.11.012 Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation Author(s): Le-Yu Chen, Sokbae Lee Published in: The Econometrics Journal, 2020, ISSN 1368-4221 Publisher: Blackwell Publishing Inc. DOI: 10.1093/ectj/utaa017 Estimating the Production Function for Human Capital: Results from a Randomized Controlled Trial in Colombia Author(s): Orazio Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina Published in: American Economic Review, 2020, ISSN 0002-8282 Publisher: American Economic Association DOI: 10.1257/aer.20150183 Testing for a Debt‐Threshold Effect on Output Growth Author(s): Sokbae Lee, Hyunmin Park, Myung Hwan Seo, Youngki Shin Published in: Fiscal Studies, 2017, ISSN 1475-5890 Publisher: John Wiley DOI: 10.1111/1475-5890.12134 Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models Author(s): Le-Yu Chen, Sokbae Lee Published in: Journal of Econometrics, 2019, ISSN 0304-4076 Publisher: Elsevier BV DOI: 10.1016/j.jeconom.2018.12.024 Other (25) Inference in a class of optimization problems: Condence regions and nite sample bounds on errors in coverage probabilities Author(s): Joel L. Horowitz, Sokbae Lee Published in: cemmap Working Papers, 2021 Publisher: cemmap DOI: 10.47004/wp.cem.2021.3321 Powerful Inference Author(s): Xiaohong Chen, Sokbae Lee, Myung Hwan Seo Published in: arXiv Working Paper, 2021 Publisher: Cornell University DOI: 10.48550/arxiv.2008.11140 Posterior average effects Author(s): Stéphane Bonhomme, Martin Weidner Published in: 2019 Publisher: cemmap DOI: 10.1920/wp.cem.2019.4319 Bounding treatment effects by pooling limited information across observations Author(s): Sokbae Lee, Martin Weidner Published in: cemmap Working Papers, 2021 Publisher: cemmap DOI: 10.47004/wp.cem.2021.4321 Dynamic Ordered Panel Logit Models Author(s): Bo E. Honoré, Chris Muris, Martin Weidner Published in: arXiv Working Paper, 2021 Publisher: Cornell University DOI: 10.48550/arxiv.2107.03253 Inference on a Distribution from Noisy Draws Author(s): Jochmans, Koen; Weidner, Martin Published in: arXiv Working Paper, 2018 Publisher: arXiv Identifying Effects of Multivalued Treatments Author(s): Lee, Sokbae; Salanié, Bernard Published in: 2018 Publisher: arXiv Network and Panel Quantile Effects Via Distribution Regression Author(s): Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin Published in: 2018 Publisher: arXiv Fixed Effect Estimation of Large T Panel Data Models Author(s): Fernández-Val, Iván; Weidner, Martin Published in: arXiv Working Paper, 2018 Publisher: arXiv Factor-Driven Two-Regime Regression Author(s): Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin Published in: Cornell University Working Paper, Issue 6 December 2018, 2018 Publisher: Cornell University Identifying the effect of persuasion Author(s): Sung Jae Jun and Sokbae Lee Published in: CEMMAP Working Paper Series, Issue CWP19/18, 2018 Publisher: The Institute for Fiscal Studies/UCL DOI: 10.1920/wp.cem.2018.1918 Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015 Author(s): Hyuk-Soo Kwon, Jihong Lee, Sokbae Lee, Ryungha Oh Published in: CEMMAP Working Paper Series, Issue CWP55/17, 2017 Publisher: The Institute for Fiscal Studies, and UCL DOI: 10.1920/wp.cem.2017.5517 Moment Conditions for Dynamic Panel Logit Models with Fixed Effects Author(s): Bo E Honore, Martin Weidner Published in: cemmap Working Paper, 2020 Publisher: cemmap DOI: 10.1920/wp.cem.2020.3820 High Dimensional Classification through ℓ0-Penalized Empirical Risk Minimization Author(s): Le-Yu Chen, Sokbae Lee Published in: Cornell University Working Paper, Issue 23 November 2018, 2018 Publisher: Cornell University Working paper: Possibly Nonstationary Cross-Validation (CWP11/16) Author(s): Federico M Bandi , Valentina Corradi and Daniel Wilhelm Published in: cemmap working papers, 2016 Publisher: cemmap DOI: 10.1920/wp.cem.2016.1116 Working paper: Nonparametric instrumental variable estimation under monotonicity (CWP 14/17) Author(s): Denis Chetverikov and Daniel Wilhelm Published in: cemmap working papers, 2017 Publisher: cemmap DOI: 10.1920/wp.cem.2017.1417 Working paper: A simple parametric model selection test (CWP30/16) Author(s): Susanne M. Schennach and Daniel Wilhelm Published in: cemmap working papers, 2016 Publisher: cemmap DOI: 10.1920/wp.cem.2016.3016 Working Paper: Optimal data collection for randomized control trials (CWP15/17) Author(s): Pedro Carneiro , Sokbae Lee and Daniel Wilhelm Published in: cemmap working papers, 2017 Publisher: cemmap DOI: 10.1920/wp.cem.2017.4517 Working paper: probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects Author(s): Mario Cruz-Gonzalez, Ivan Fernandez-Val, Martin Weidner Published in: 2016 Publisher: Cornell University Library Least Squares Estimation Using Sketched Data with Heteroskedastic Errors Author(s): Sokbae Lee, Serena Ng Published in: arXiv Working Paper, 2022 Publisher: Cornell University DOI: 10.48550/arxiv.2007.07781 Sparse Quantile Regression Author(s): Le-Yu Chen, Sokbae Lee Published in: 2020 Publisher: cemmap DOI: 10.1920/wp.cem.2020.3020 Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions Author(s): Sung Jae Jun, Sokbae Lee Published in: arXiv Working Paper, 2021 Publisher: Cornell University DOI: 10.48550/arxiv.2004.08318 Filtered and Unfiltered Treatment Effects with Targeting Instruments Author(s): Sokbae Lee, Bernard Salanié Published in: arXiv Working Paper, 2020 Publisher: Cornell University DOI: 10.48550/arxiv.2007.10432 Minimizing Sensitivity to Model Misspecification Author(s): Stéphane Bonhomme, Martin Weidner Published in: cemmap Working Papers, 2020 Publisher: cemmap DOI: 10.1920/wp.cem.2020.3720 Linear Panel Regressions with Two-Way Unobserved Heterogeneity Author(s): Hugo Freeman, Martin Weidner Published in: arXiv Working Paper, 2021 Publisher: Cornell University DOI: 10.48550/arxiv.2109.11911 Searching for OpenAIRE data... 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