Yoonseok Lee’s Google Scholar Link

Publications:

• “Identification and Estimation of Panel Semiparametric Conditional Heteroskedastic Frontiers with Dynamic Inefficiency” (with J. Cai and W.C. Horrace), 2024, Econometric Reviews, Vol. 43:5, 238-268.
• “Testing for Homogeneous Thresholds in Threshold Regression Models” (with Y. Wang), 2024, Econometric Theory, Vol. 40:3, 608-651.
• “Threshold Regression with Nonparametric Sample Splitting” (with Y. Wang), 2023, Journal of Econometrics, Vol. 235:2, 816-842. [Supplementary Appendix]
• “LASSO for the Stochastic Frontier Models with Many Efficient Firms” (with W.C. Horrace and H. Jung), 2023, Journal of Business & Economic Statistics, Vol. 41:4, 1132-1142. [Supplementary Appendix]
• “Dynamic and Non-Neutral Productivity Effects of Foreign Ownership: A Nonparametric Approach” (with M.E. Lovely and H. Pham), 2023, Journal of Applied Econometrics, Vol. 38:1, 24-48.
• “Depth-Weighted Means of Noisy Data: An Application to Estimating the Average Effect in Heterogeneous Panels” (with D. Sul), 2023, Journal of Multivariate Analysis, Vol. 196, 105-165.
• “Depth-Weighted Forecast Combination: Application to COVID-19 Cases“ (with D. Sul), 2023, Advances in Econometrics, Vol. 45B, 235-260.
• “Trimmed Mean Group Estimation” (with D. Sul), 2022, Advances in Econometrics, Vol. 43B, 177-202.
• “The Impact of Unmeasured Within- and Between-Cluster Confounding on the Bias of Effect Estimators of a Continuous Exposure” (with Y. Li, F.K. Port, and B.M. Robinson), 2020, Statistical Methods in Medical Research, Vol. 29:8, 2119-2139. [PMID: 31694489]
• “Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models” (with D. Mukherjee and A. Ullah), 2019, Journal of Multivariate Analysis, Vol. 171, 53-67.
• “Olley and Pakes-style Production Function Estimators with Firm Fixed Effects” (with A. Stoyanov and N. Zubanov), 2019, Oxford Bulletin of Economics and Statistics, Vol. 81:1, 79-97.
• “Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection” (with M. Caner and X. Han), 2018, Journal of Business & Economic Statistics, Vol. 36:1, 24-46.
• “Measuring Social Tension from Income Class Segregation” (with D. Shin), 2016, Journal of Business & Economic Statistics, Vol. 34:3, 457-471.
• “Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach” (with S.J. Jun and Y. Shin), 2016, Journal of Business & Economic Statistics, Vol. 34:2, 302-311.
• “Model Selection in the Presence of Incidental Parameters” (with P.C.B. Phillips), 2015, Journal of Econometrics, Vol. 188:2, 474-489.
• “On a Preference-Based Instrumental Variable Approach in Reducing Unmeasured Confounding-by-Indication” (with Y. Li, R. Wolfe, H. Morgenstern, J. Zhang, F. Port, and B. Robinson), 2015, Statistics in Medicine, Vol. 34:7, 1150-1168. [PMID: 25546152]
• “Nonparametric Estimation of Dynamic Panel Models with Fixed Effects”, 2014, Econometric Theory, Vol. 30:6, 1315-1347.
• “Social Consequences of Economic Segregation” (with D. Shin and K. Shin), 2013, Korean Economic Review, Vol. 29:1, 189-210.
• “Bias in Dynamic Panel Models under Time Series Misspecification”, 2012, Journal of Econometrics, Vol. 169:1, 54-60. [Supplementary Appendix]
• “Hahn-Hausman Test as a Specification Test” (with R. Okui), 2012, Journal of Econometrics, Vol. 167:1, 133-139. (A longer version is available at Cowles Foundation Discussion Papers No. 1741 as “A Specification Test for Instrumental Variables Regression with Many Instruments”).
• “Bringing ‘Honest Capital’ to Poor Borrowers: The Passage of the Uniform Small Loan Law, 1907-1930” (with B.G. Carruthers and T.W. Guinnane), 2012, Journal of Interdisciplinary History, Vol. 42:3, 393-418. (A longer version is available at Yale Economics Department Working Paper No. 63; Yale University Economic Growth Center Discussion Paper No. 971)
• “Mobility-Based Explanation of Crime Incentives” (with D. Shin), 2012, Korean Economic Review, Vol. 28:1, 50-68.

Work in Progress:

• “Group Identification with Common Long-Run Latent Trends in Heterogeneous Panels” (with M. Han, P.C.B. Phillips, and D. Sul).
• “Associating Latent Non-Stationary Factors with Observed Variables” (with D. Sul).
• “A Consistent Nonparametric Test for Endogeneity” (with S. Kim and A. Ullah).
• “Exporting and Business Stock Market Value” (with W.F. Lincoln).
• “Is Lobbying Valuable?” (with W.F. Lincoln).
• “Are Workers More Risk Averse after Job Displacement?” (with S. Park and D. Shin).
• “Fully Modified Least Squares Estimation of Factor-Augmented Cointegrating Regressions” (with C. Kao and S. Shen).
• “Finite-Sample Improvement in Selecting the Number of Factors” (with C. Kao and J. Oh).
• “Model Selection via SSE Ratio Criterion” (with H. Jung).
• “Variable Omission and Pseudo-Spatial Dependence”.
• “Model Averaging k-Class Estimation with Many Instruments” (with Y. Zhou).
• “A Grouped Mixed Proportional Hazard Model with Social Interactions: The Passage of the Motorcycle-Helmet-Use Law” (with J. Lee).
• “Grouped Mixed Proportional Hazard Models with Social Interactions”.
• “Likelihood Ratio based Joint Test for the Exogeneity and the Relevance of Instrumental Variables” (with D. Kim).
• “The Effects of Introducing Five-Day Work Week in Korean Labor Market: A Semiparametric Vector Error Correction Approach“.
• “Bootstrap Inferences for Error Correction Models”.