324 citations · 699 across the 35 of their papers we have counts for
6 papers · 1 filter
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Xiaohong Chen, Sokbae Lee, Myung Hwan Seo +1
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We i…
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on…
Treatment Effects with Targeting Instruments
Sokbae Lee, Bernard Salanié
Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves aro…
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors
Sokbae Lee, Serena Ng
Researchers may perform regressions using a sketch of data of size instead of the full sample of size for a variety of reasons. This paper considers the case when the regre…
Sparse Quantile Regression
Le-Yu Chen, Sokbae Lee
We consider both -penalized and -constrained quantile regression estimators. For the -penalized estimator, we derive an exponential inequality on t…
Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions
Sung Jae Jun, Sokbae Lee
We study causal inference under case-control and case-population sampling. Specifically, we focus on the binary-outcome and binary-treatment case, where the parameters of interest…