SL
Sokbae Lee
econ.EMstat.MEmath.STstat.THstat.MLcs.LGstat.COecon.GNq-fin.ECCOVID-19
On Valency
published · living versionsW_e6t3z9pk·v1 · currentpublished
Local Identification of Nonparametric and Semiparametric Models
with Xiaohong Chen, Victor Chernozhukov, Whitney K. Newey
1 version
Preprints & journals
51 papers in the corpus · 2009–2025Learning the Effect of Persuasion via Difference-In-Differences2410.14871v4 · Sung Jae Jun, Sokbae Lee2024 · 0 citationsarXiv
Cognitive Ability and Tournament Entry: Evidence from Three Korean Populations2108.08097v3 · Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee et al.2021 · 0 citationsarXiv
Statistical inference in two-stage observation models including algorithmic randomness2307.11255v6 · Zhixiang Zhang, Sokbae Lee, Edgar Dobriban2023 · 1 citationarXiv
Treatment Choice with Nonlinear Regret2205.08586v6 · Toru Kitagawa, Sokbae Lee, Chen Qiu2022 · 2 citationsBiometrika, Volume 113, Issue 2, 2026
Individual Shrinkage for Random Effects2308.01596v4 · Raffaella Giacomini, Sokbae Lee, Silvia Sarpietro2023 · 0 citationsarXiv
Bounding Treatment Effects by Pooling Limited Information across Observations2111.05243v8 · Sokbae Lee, Martin Weidner2021 · 0 citationsarXiv
Treatment Effects with Targeting Instruments2007.10432v7 · Sokbae Lee, Bernard Salani'e2020 · 3 citationsarXiv
Bounding the Effect of Persuasion with Monotonicity Assumptions: Reassessing the Impact of TV Debates2503.06046v3 · Sung Jae Jun, Sokbae Lee2025 · 0 citationsarXiv
Policy Learning with Confidence2502.10653v3 · Victor Chernozhukov, Sokbae Lee, Adam M. Rosen et al.2025 · 0 citationsarXiv
Persuasion Effects in Regression Discontinuity Designs2509.26517v1 · Sung Jae Jun, Sokbae Lee2025 · 0 citationsarXiv
The ET Interview: Professor Joel L. Horowitz2411.00886v1 · Sokbae Lee2024 · 0 citationsarXiv
Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds2304.01921v4 · Junlong Feng, Sokbae Lee2023 · 0 citationsarXiv
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic2008.11140v7 · Xiaohong Chen, Sokbae Lee, Myung Hwan Seo et al.2020 · 1 citationarXiv
Group Shapley Value and Counterfactual Simulations in a Structural Model2410.06875v1 · Yongchan Kwon, Sokbae Lee, Guillaume A. Pouliot2024 · 0 citationsarXiv
Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors2305.12883v3 · Sungyoon Lee, Sokbae Lee2023 · 0 citationsarXiv
Fast Inference for Quantile Regression with Tens of Millions of Observations2209.14502v5 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2022 · 8 citationsarXiv
SGMM: Stochastic Approximation to Generalized Method of Moments2308.13564v2 · Xiaohong Chen, Sokbae Lee, Yuan Liao et al.2023 · 7 citationsarXiv
Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions2004.08318v6 · Sung Jae Jun, Sokbae Lee2020 · 1 citationarXiv
Treatment Choice, Mean Square Regret and Partial Identification2310.06242v1 · Toru Kitagawa, Sokbae Lee, Chen Qiu2023 · 2 citationsarXiv
Local Identification of Nonparametric and Semiparametric Models1105.3007v4 · Xiaohong Chen, Victor Chernozhukov, Sokbae Lee et al.2011 · 123 citationsEconometrica, Volume82, Issue2, March 2014, Pages 785-809on Valency
Testing Functional Inequalities1208.2733v2 · Sokbae Lee, Kyungchul Song, Yoon-Jae Whang2012 · 46 citationsJournal of Econometrics, Volume 172, Issue 1, January 2013, Pages 14-32
Average Adjusted Association: Efficient Estimation with High Dimensional Confounders2205.14048v2 · Sung Jae Jun, Sokbae Lee2022 · 1 citationarXiv
Implicit Bias against a Capitalistic Society Predicts Market Earnings2304.00651v1 · Syngjoo Choi, Kyu Sup Hahn, Byung-Yeon Kim et al.2023 · 0 citationsarXiv
Sparse Quantile Regression2006.11201v4 · Le-Yu Chen, Sokbae Lee2020 · 0 citationsarXiv
Identifying the Effect of Persuasion1812.02276v6 · Sung Jae Jun, Sokbae Lee2018 · 13 citationsarXiv
Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities1905.06491v6 · Joel L. Horowitz, Sokbae Lee2019 · 5 citationsarXiv
Factor-Driven Two-Regime Regression1810.11109v4 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2018 · 36 citationsAnnals of Statistics, 49(3), 2021, pp. 1656-1678
Desperate times call for desperate measures: government spending multipliers in hard times1909.09824v3 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2019 · 6 citationsEconomic Inquiry, 58(4) October 2020, pp. 1949-1957
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate2006.10555v2 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2020 · 23 citationsJournal of Econometrics, 220(1), 2021, pp. 158-180
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling2106.03156v3 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2021 · 20 citationsProceedings of the 36th AAAI Conference on Artificial Intelligence, 36(7), 2022, pp. 7381-7389
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors2007.07781v3 · Sokbae Lee, Serena Ng2020 · 0 citationsarXiv
The lasso for high dimensional regression with a possible change point.27656104 · Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki2021 · 111 citationsJournal of the Royal Statistical Society. Series B, Statistical methodology. 2016;78(1):193-210
Testing for a Debt-Threshold Effect on Output Growth.29263562 · Lee, Sokbae, Park, Hyunmin, Seo, Myung Hwan et al.2020 · 53 citationsFiscal studies. 2017;38(4):701-717
An Econometric Perspective on Algorithmic Subsampling1907.01954v4 · Sokbae Lee, Serena Ng2019 · 12 citationsarXiv
International Trends in Technological Progress: Evidence from Patent Citations, 1980-2011.29200469 · Kwon, Soonwoo, Lee, Jihong, Lee, Sokbae2019 · 33 citationsEconomic journal (London, England). 2017;127(605):F50-F70
The Lasso for High-Dimensional Regression with a Possible Change-Point1209.4875v4 · Sokbae Lee, Myung Hwan Seo, Youngki Shin2012 · 121 citationsJournal of the Royal Statistical Society: Series B, 78(1), 2016, pp. 193-210on Valency
Oracle Estimation of a Change Point in High Dimensional Quantile Regression1603.00235v2 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2016 · 39 citationsJASA 113 (2018) 1184-1194
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models1506.05275v3 · Le-Yu Chen, Sokbae Lee2015 · 6 citationsarXiv
High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization1811.09540v1 · Le-Yu Chen, Sokbae Lee2018 · 2 citationsarXiv
Best Subset Binary Prediction1610.02738v7 · Le-Yu Chen, Sokbae Lee2016 · 0 citationsarXiv
Identifying Effects of Multivalued Treatments1805.00057v1 · Sokbae Lee, Bernard Salani'e2018 · 82 citationsarXiv
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function1601.02801v2 · Sokbae Lee, Ryo Okui, Yoon-Jae Whang2016 · 69 citationsarXiv
Optimal Data Collection for Randomized Control Trials1603.03675v4 · Pedro Carneiro, Sokbae Lee, Daniel Wilhelm2016 · 9 citationsarXiv
Exact computation of GMM estimators for instrumental variable quantile regression models1703.09382v1 · Le-Yu Chen, Sokbae Lee2017 · 33 citationsarXiv
Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity1506.05337v2 · Sokbae Lee, Kyungchul Song, Yoon-Jae Whang2015 · 6 citationsarXiv
Testing for a General Class of Functional Inequalities1311.1595v4 · Sokbae Lee, Kyungchul Song, Yoon-Jae Whang2013 · 75 citationsarXiv
Structural Change in Sparsity1411.3062v2 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2014 · 1 citationarXiv
Maximum Score Estimation of Preference Parameters for a Binary Choice Model under Uncertainty1304.5747v2 · Le-Yu Chen, Sokbae Lee, Myung Jae Sung2013 · 0 citationsarXiv
Intersection Bounds: Estimation and Inference0907.3503v5 · Victor Chernozhukov, Sokbae Lee, Adam M. Rosen2009 · 499 citationsChernozhukov, V., Lee, S., and Rosen, A. M. (2013) Intersection Bounds: Estimation and Inference. Econometrica. Volume 81, Issue 2, pages 667-737on Valency
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