Research on Microeconometrics: Identification, Inference, and Applications

Publicaciones

Network and panel quantile effects via distribution regression

Autores: Victor Chernozhukov, Ivan Fernandez-Val, Martin Weidner
Publicado en: Journal of Econometrics, 2020, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2020.08.009

Nonlinear factor models for network and panel data

Autores: Mingli Chen, Ivan Fernandez-Val, Martin Weidner
Publicado en: Journal of Econometrics, 2021, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2020.04.004

Optimal data collection for randomized control trials

Autores: Pedro Carneiro, Sokbae Lee, Daniel Wilhelm
Publicado en: The Econometrics Journal, 2020, ISSN 1368-4221
Editor: Blackwell Publishing Inc.
DOI: 10.1093/ectj/utz020

Low-rank approximations of nonseparable panel models

Autores: Ivan Fernandez-Val, Hugo Freeman, Martin Weinder
Publicado en: The Econometrics Journal, 2021, ISSN 1368-423X
Editor: Royal Economic Society
DOI: 10.1093/ectj/utab007

Identifying Effects of Multivalued Treatments

Autores: Sokbae Lee, Bernard Salanie
Publicado en: Econometrica, 2018, ISSN 1468-0262
Editor: Econometric Society
DOI: 10.3982/ecta14269

Desperate Times Call for Desperate Measures: Government Spending Multipliersin Hard Times

Autores: Sokbae Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
Publicado en: Economic Inquiry, 2020, ISSN 1465-7295
Editor: John Wiley
DOI: 10.1111/ecin.12919

Bias and consistency in three-way gravity models

Autores: Martin Weidner, Thomas Zylkin
Publicado en: Journal of International Economics, 2021, ISSN 0022-1996
Editor: Elsevier BV
DOI: 10.1016/j.jinteco.2021.103513

Sparse HP filter: Finding kinks in the COVID-19 contact rate

Autores: Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
Publicado en: Journal of Econometrics, 2021, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2020.08.008

Doubly robust uniform confidence band for the conditionalaverage treatment effect function

Autores: Sokbae Lee, Ryo Okui, Yoo-Jae Whang
Publicado en: Journal of Applied Econometrics, Edición Vol 32, Edición 7, 2017, Página(s) 1207-1225, ISSN 1099-1255
Editor: John Wiley
DOI: 10.1002/jae.2574

An Adaptive Test of Stochastic Monotonicity

Autores: Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
Publicado en: Econometric Theory, 2020, ISSN 0266-4666
Editor: Cambridge University Press
DOI: 10.1017/s0266466620000225

Factor-driven two-regime regression

Autores: Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
Publicado en: The Annals of Statistics, Edición Vol 49, no 3, 2021, ISSN 0090-5364
Editor: Institute of Mathematical Statistics
DOI: 10.1214/20-aos2017

A Tale of Two Koreas: Property Rights and Fairness

Autores: Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee, Sokbae Lee
Publicado en: Journal of Economic Behavior & Organization, 2020, ISSN 0167-2681
Editor: 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

Autores: Pedro Carneiro, Sokbae Lee, Hugo Reis
Publicado en: Labour Economics, 2020, ISSN 0927-5371
Editor: Elsevier BV
DOI: 10.1016/j.labeco.2019.101778

An Econometric Perspective on Algorithmic Subsampling

Autores: Sokbae Lee, Serena Ng
Publicado en: Annual Review of Economics, 2020, ISSN 1941-1383
Editor: Annual Reviews Inc.
DOI: 10.1146/annurev-economics-022720-114138

TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES

Autores: Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
Publicado en: Econometric Theory, 2017, Página(s) 1-47, ISSN 0266-4666
Editor: Cambridge University Press
DOI: 10.1017/S0266466617000329

Nonparametric Instrumental Variable Estimation Under Monotonicity

Autores: Denis Chetverikov, Daniel Wilhelm
Publicado en: Econometrica, Edición 85/4, 2017, Página(s) 1303-1320, ISSN 0012-9682
Editor: Blackwell Publishing Inc.
DOI: 10.3982/ECTA13639

Bias corrections for probit and logit models with two-way fixed effects

Autores: Cruz-Gonzalez, M.; Fernández-Val, I.; Weidner, M.
Publicado en: The Stata Journal, 2017, Página(s) 17 (3) pp. 517-545. (2017), ISSN 1536-867X
Editor: Stata Press

The identification power of smoothness assumptions in models with counterfactual outcomes

Autores: Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon, Sokbae Lee
Publicado en: Quantitative Economics, Edición 9/2, 2018, Página(s) 617-642, ISSN 1759-7323
Editor: The Economic Society
DOI: 10.3982/QE545

Estimation of random coefficients logit demand models with interactive fixed effects

Autores: Hyungsik Roger Moon, Matthew Shum, Martin Weidner
Publicado en: Journal of Econometrics, 2018, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2018.06.016

Fixed-effect regressions on network data

Autores: Koen Jochmans and Martin Weidner
Publicado en: Econometrica, 2019, ISSN 1468-0262
Editor: John Wiley
DOI: 10.3982/ecta14605

Oracle Estimation of a Change Point in High Dimensional Quantile Regression

Autores: Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
Publicado en: Journal of the American Statistical Association, Edición article is forthcoming, one issue is being published per year, 2017, Página(s) 0-0, ISSN 0162-1459
Editor: American Statistical Association
DOI: 10.1080/01621459.2017.1319840

Recombinant innovation and the boundaries of the firm

Autores: Rachel Griffith, Sokbae Lee, Bas Straathof
Publicado en: International Journal of Industrial Organization, Edición 50, 2017, Página(s) 34-56, ISSN 0167-7187
Editor: Elsevier BV
DOI: 10.1016/j.ijindorg.2016.10.005

Nonparametric estimation and inference under shape restrictions

Autores: Joel L. Horowitz, Sokbae Lee
Publicado en: Journal of Econometrics, Edición accepted and to be published, two issues are being publisher per year, 2017, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2017.06.019

Exact computation of GMM estimators for instrumental variable quantile regression models

Autores: Le-Yu Chen, Sokbae Lee
Publicado en: Journal of Applied Econometrics, Edición 33/4, 2018, Página(s) 553-567, ISSN 0883-7252
Editor: John Wiley & Sons Inc.
DOI: 10.1002/jae.2619

Best subset binary prediction

Autores: Le-Yu Chen, Sokbae Lee
Publicado en: Journal of Econometrics, Edición 206/1, 2018, Página(s) 39-56, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2018.05.001

Bounds on treatment effects on transitions

Autores: Johan Vikström, Geert Ridder, Martin Weidner
Publicado en: Journal of Econometrics, Edición 205/2, 2018, Página(s) 448-469, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2017.11.012

Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation

Autores: Le-Yu Chen, Sokbae Lee
Publicado en: The Econometrics Journal, 2020, ISSN 1368-4221
Editor: Blackwell Publishing Inc.
DOI: 10.1093/ectj/utaa017

Estimating the Production Function for Human Capital: Results from a Randomized Controlled Trial in Colombia

Autores: Orazio Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina
Publicado en: American Economic Review, 2020, ISSN 0002-8282
Editor: American Economic Association
DOI: 10.1257/aer.20150183

Testing for a Debt‐Threshold Effect on Output Growth

Autores: Sokbae Lee, Hyunmin Park, Myung Hwan Seo, Youngki Shin
Publicado en: Fiscal Studies, 2017, ISSN 1475-5890
Editor: John Wiley
DOI: 10.1111/1475-5890.12134

Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

Autores: Le-Yu Chen, Sokbae Lee
Publicado en: Journal of Econometrics, 2019, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2018.12.024

Inference in a class of optimization problems: Condence regions and nite sample bounds on errors in coverage probabilities

Autores: Joel L. Horowitz, Sokbae Lee
Publicado en: cemmap Working Papers, 2021
Editor: cemmap
DOI: 10.47004/wp.cem.2021.3321

Powerful Inference

Autores: Xiaohong Chen, Sokbae Lee, Myung Hwan Seo
Publicado en: arXiv Working Paper, 2021
Editor: Cornell University
DOI: 10.48550/arxiv.2008.11140

Posterior average effects

Autores: Stéphane Bonhomme, Martin Weidner
Publicado en: 2019
Editor: cemmap
DOI: 10.1920/wp.cem.2019.4319

Bounding treatment effects by pooling limited information across observations

Autores: Sokbae Lee, Martin Weidner
Publicado en: cemmap Working Papers, 2021
Editor: cemmap
DOI: 10.47004/wp.cem.2021.4321

Dynamic Ordered Panel Logit Models

Autores: Bo E. Honoré, Chris Muris, Martin Weidner
Publicado en: arXiv Working Paper, 2021
Editor: Cornell University
DOI: 10.48550/arxiv.2107.03253

Inference on a Distribution from Noisy Draws

Autores: Jochmans, Koen; Weidner, Martin
Publicado en: arXiv Working Paper, 2018
Editor: arXiv

Fixed Effect Estimation of Large T Panel Data Models

Autores: Fernández-Val, Iván; Weidner, Martin
Publicado en: arXiv Working Paper, 2018
Editor: arXiv

Identifying the effect of persuasion

Autores: Sung Jae Jun and Sokbae Lee
Publicado en: CEMMAP Working Paper Series, Edición CWP19/18, 2018
Editor: The Institute for Fiscal Studies/UCL
DOI: 10.1920/wp.cem.2018.1918

Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015

Autores: Hyuk-Soo Kwon, Jihong Lee, Sokbae Lee, Ryungha Oh
Publicado en: CEMMAP Working Paper Series, Edición CWP55/17, 2017
Editor: The Institute for Fiscal Studies, and UCL
DOI: 10.1920/wp.cem.2017.5517

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

Autores: Bo E Honore, Martin Weidner
Publicado en: cemmap Working Paper, 2020
Editor: cemmap
DOI: 10.1920/wp.cem.2020.3820

Least Squares Estimation Using Sketched Data with Heteroskedastic Errors

Autores: Sokbae Lee, Serena Ng
Publicado en: arXiv Working Paper, 2022
Editor: Cornell University
DOI: 10.48550/arxiv.2007.07781

Sparse Quantile Regression

Autores: Le-Yu Chen, Sokbae Lee
Publicado en: 2020
Editor: cemmap
DOI: 10.1920/wp.cem.2020.3020

Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions

Autores: Sung Jae Jun, Sokbae Lee
Publicado en: arXiv Working Paper, 2021
Editor: Cornell University
DOI: 10.48550/arxiv.2004.08318

Filtered and Unfiltered Treatment Effects with Targeting Instruments

Autores: Sokbae Lee, Bernard Salanié
Publicado en: arXiv Working Paper, 2020
Editor: Cornell University
DOI: 10.48550/arxiv.2007.10432

Minimizing Sensitivity to Model Misspecification

Autores: Stéphane Bonhomme, Martin Weidner
Publicado en: cemmap Working Papers, 2020
Editor: cemmap
DOI: 10.1920/wp.cem.2020.3720

Linear Panel Regressions with Two-Way Unobserved Heterogeneity

Autores: Hugo Freeman, Martin Weidner
Publicado en: arXiv Working Paper, 2021
Editor: Cornell University
DOI: 10.48550/arxiv.2109.11911

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