Research on Microeconometrics: Identification, Inference, and Applications

Project Information

ROMIA

Grant agreement ID: 646917

DOI

10.3030/646917

Project closed

EC signature date 22 September 2015

Start date 1 January 2016

End date 31 December 2021

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost

€ 1 292 297,00

EU contribution

€ 1 292 297,00

Coordinated by

INSTITUTE FOR FISCAL STUDIES
United Kingdom

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (30)

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

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 (16)

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

Fixed Effect Estimation of Large T Panel Data Models

Author(s): Fernández-Val, Iván; Weidner, Martin
Published in: arXiv Working Paper, 2018
Publisher: arXiv

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

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