324 citations · 699 across the 35 of their papers we have counts for
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econ.EM2021
Bounding Treatment Effects by Pooling Limited Information across Observations
Sokbae Lee, Martin Weidner
We provide novel bounds on average treatment effects (on the treated) that are valid under an unconfoundedness assumption. Our bounds are designed to be robust in challenging situa…
econ.GN2021
Cognitive Ability and Tournament Entry: Evidence from Three Korean Populations
Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee +1
We compare tournament entry among three Korean groups raised in different institutional environments: South Korea, North Korea, and China. Experiments with a random bonus show that…
stat.ML2021★ 19 cited
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms. We lever…