SL
Sokbae Lee
econ.EMstat.MEmath.STstat.THstat.MLcs.LGstat.COecon.GNq-fin.ECCOVID-19
On Valency
published · living versionsW_xyy8wjb8·v1 · currentpublished
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
Career total: 213 works. 51 are in this corpus.Showing the 49 most recent.
Profile built from the corpus for this byline.
Author records are still filling in while the Hub is in alpha. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.