Yoonseok Lee

• 2023 Fall
  • ECN 621 Econometrics I
  • ECN 720 Topics in Econometrics - Spatial & Panel Data
• 2023 Spring
  • ECN 720 Topics in Econometrics - Nonparametric Econometrics
• 2022 Fall
  • ECN 422 Introduction to Statistics and Econometrics

Yoonseok Lee is an associate professor of economics and a senior research associate in the Center for Policy Research. His research interests are in econometric theory and applied econometrics. His econometric theory topics focus on semi-parametric dynamic panel data models, treatment effect in panel data, many weak instrumental variables problems, and model selection in high dimensional models.

Lee's applied topics use semi-parametric panel data models to study cross country growth, environmental Kuznets curve, motorcycle helmet use regulation, smoking during pregnancy, medical treatment effects, crime and inequality, firm-level production function estimation, and relation between exporting and firm stock market value. For more policy-oriented topics, he is interested in social interaction models and income polarization problem. Lee received a Ph.D. in economics from Yale University in 2006.

"Forecast Combination with Big Data", Sponsored by Appleby-Mosher Fund for Faculty Research.

"Time-Varying Risk Preference", Sponsored by Appleby-Mosher Fund for Faculty Research.

"Model Averaging in Big Data Environment", Sponsored by Appleby-Mosher Fund for Faculty Research.

"Nonparametric Sample Splitting", Sponsored by CUSE Grants - Seed Grant.

"Nonparametric Threshold and Spatial Sample Splitting", Sponsored by Appleby-Mosher Fund for Faculty Research.

• Journal Articles
  • Lee, Y., Sul, D., "Depth-Weighted Forecast Combination: Application to COVID-19 Cases." Advances in Econometrics, 2023.
  • Lee, Y., Sul, D., "Depth-Weighted Means of Noisy Data: An Application to Estimating the Average Effect in Heterogeneous Panels." Journal of Multivariate Analysis, 2023.
  • Lee, Y., Lovely, M. E. and Pham, H., "Dynamic and Non-Neutral Productivity Effects of Foreign Ownership: A Nonparametric Approach." Journal of Applied Econometrics, 2023.
  • Lee, Y., Horrace, W. C. and Jung, H., "LASSO for the Stochastic Frontier Models with Many Efficient Firms." Journal of Business & Economic Statistics, 2023.
  • Lee, Y., Wang, Y., "Threshold Regression with Nonparametric Sample Splitting." Journal of Econometrics, 2023.
  • Lee, Y., Sul, D., "Trimmed Mean Group Estimation." Advances in Econometrics, 2022.
  • Lee, Y., Li, Y., Port, F. K. and Robinson, B. M., "The Impact of Unmeasured Within- and Between-Cluster Confounding on the Bias of Effect Estimators of a Continuous Exposure." Statistical Methods in Medical Research, 2020.
  • Lee, Y., Mukherjee, D. and Ullah, A., "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models." Journal of Multivariate Analysis, 2019.
  • Lee, Y., Stoyanov, A. and Zubanov, N., "Olley and Pakes Style Production Function Estimators with Firm Fixed Effects." Oxford Bulletin of Economics and Statistics, 2019.

University of Miami (2024 - 2025)

KAEA-AEA Workshop (in 2024 ASSA meeting), Korea-America Economic Association (January 5, 2024 - January 7, 2024)

93rd Southern Economic Association Meeting, Korea-America Economic Association (November 18, 2023 - November 20, 2023)

Advances in Econometrics Conference in honor of Joon Y. Park, Indiana U, "Threshold Regression with Nonparametric Sample Splitting" (September 29, 2023 - September 30, 2023)

Korea U, "Testing for Long-horizon Co-movement in Nonstationary Panel Series and Its Applications" (August 1, 2023)

Pusan National U, "A Short Course on Non-/Semi-parametric Econometrics" (July 24, 2023 - July 27, 2023)

Korea Advanced Institute of Science & Technology (KAIST), "Introduction to Panal Data Analysis" (June 28, 2023 - June 30, 2023)

KIPF Research Methodology Monthly Meeting, Korea Institute of Public Finance, "Panel Data Analysis in Public Finance" (June 29, 2023)

2023 Korean Economic Review International Conference, Korean Economic Association, "Group Identification with Common Long-Run Latent Trends in Heterogeneous Panels" (June 4, 2023 - June 5, 2023)

KIEP-KAEA Workshop, Korea Institute for International Economic Policy (April 15, 2023 - April 16, 2023)

KAEA-AEA Workshop (in 2023 ASSA meeting), Korea-America Economic Association (January 6, 2023 - January 8, 2023)

92nd Southern Economic Association Meeting (November 19, 2022 - November 21, 2022)

Korea Advanced Institute of Science & Technology (KAIST) (2021 - 2022)

Korea U (2021 - 2022)

2021 International Panel Data Conference (2020 - 2021)

2021 Korean Economic Review International Conference (2020 - 2021)

KAEA Seminar Series, Korea-America Economic Association (2020 - 2021)

NY Camp Econometrics XV, Syracuse U (2020 - 2021)

2020 North American Econometric Society Winter Meeting (2019 - 2020)

Advances in Econometrics Conference in honor of Hashem Pesaran, Dallas Fed (2019 - 2020)

Advances in Econometrics Conference in honor of Joon Y. Park, Indiana U (2019 - 2020)

Korea Advanced Institute of Science & Technology (KAIST) (2018 - 2019)

Vanderbilt U (2018 - 2019)

U of Rochester (2018 - 2019)

U of Connecticut (2018 - 2019)

U of Texas-Dallas (2018 - 2019)

CPR Methods Workshop, Syracuse U (Center for Policy Research) (2018 - 2019)

Appreciation Award, Korea-America Economic Association (2024)

Collaboration for Unprecedented Success and Excellence Grant, Syracuse University (January, 2019 - December, 2022)

Appleby-Mosher Research Grant, Syracuse University (2021)

Appleby-Mosher Research Grant, Syracuse University (2020)

Appleby-Mosher Research Grant, Syracuse University (2019)