Seojeong Jay Lee
Names
| first: |
Seojeong |
| middle: |
Jay |
| last: |
Lee |
Identifer
Contact
Affiliations
-
Seoul National University
/ Division of Economics
Research profile
author of:
- Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
Papers, arXiv.org (2018)
by Seojeong Lee
(ReDIF-paper, arx:papers:1806.00953) - Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
Papers, arXiv.org (2018)
by Seojeong Lee
(ReDIF-paper, arx:papers:1806.01450) - A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Papers, arXiv.org (2018)
by Seojeong Lee
(ReDIF-paper, arx:papers:1806.01457) - Complete Subset Averaging with Many Instruments
Papers, arXiv.org (2018)
by Seojeong Lee & Youngki Shin
(ReDIF-paper, arx:papers:1811.08083) - Asymptotic Theory for Clustered Samples
Papers, arXiv.org (2019)
by Bruce E. Hansen & Seojeong Lee
(ReDIF-paper, arx:papers:1902.01497) - A Doubly Corrected Robust Variance Estimator for Linear GMM
Papers, arXiv.org (2019)
by Jungbin Hwang & Byunghoon Kang & Seojeong Lee
(ReDIF-paper, arx:papers:1908.07821) - csa2sls: A complete subset approach for many instruments using Stata
Papers, arXiv.org (2022)
by Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin
(ReDIF-paper, arx:papers:2207.01533) - What Impulse Response Do Instrumental Variables Identify?
Papers, arXiv.org (2022)
by Bonsoo Koo & Seojeong Lee & Myung Hwan Seo
(ReDIF-paper, arx:papers:2208.11828) - Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic
Papers, arXiv.org (2023)
by Wei Tian & Seojeong Lee & Valentyn Panchenko
(ReDIF-paper, arx:papers:2304.02272) - MLR2SLS: Stata module for 2SLS estimation with multiple-LATEs robust standard error under treatment effect heterogeneity
Statistical Software Components, Boston College Department of Economics (2018)
by Seojeong Jay Lee & Dandan Yu
(ReDIF-software, boc:bocode:s458487) - Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Journal of Econometrics, Elsevier (2014)
by Lee, Seojeong
(ReDIF-article, eee:econom:v:178:y:2014:i:p3:p:398-413) - Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Journal of Econometrics, Elsevier (2016)
by Lee, Seojeong
(ReDIF-article, eee:econom:v:192:y:2016:i:1:p:86-104) - Asymptotic theory for clustered samples
Journal of Econometrics, Elsevier (2019)
by Hansen, Bruce E. & Lee, Seojeong
(ReDIF-article, eee:econom:v:210:y:2019:i:2:p:268-290) - A doubly corrected robust variance estimator for linear GMM
Journal of Econometrics, Elsevier (2022)
by Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong
(ReDIF-article, eee:econom:v:229:y:2022:i:2:p:276-298) - A Doubly Corrected Robust Variance Estimator for Linear GMM
Working Papers, Lancaster University Management School, Economics Department (2019)
by Jungbin Hwang & Byunghoon Kang & Seojeong Lee
(ReDIF-paper, lan:wpaper:274731767) - Optimal Estimation with Complete Subsets of Instruments
Department of Economics Working Papers, McMaster University (2018)
by Seojeong Lee & Youngki Shin
(ReDIF-paper, mcm:deptwp:2018-15) - Complete subset averaging with many instruments
The Econometrics Journal, Royal Economic Society (2021)
by Seojeong Lee & Youngki Shin
(ReDIF-article, oup:emjrnl:v:24:y:2021:i:2:p:290-314.) - Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
Discussion Papers, School of Economics, The University of New South Wales (2013)
by Seojeong Lee
(ReDIF-paper, swe:wpaper:2013-09) - Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
Discussion Papers, School of Economics, The University of New South Wales (2014)
by Seojeong Lee
(ReDIF-paper, swe:wpaper:2014-02) - A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Discussion Papers, School of Economics, The University of New South Wales (2015)
by Seojeong Lee
(ReDIF-paper, swe:wpaper:2015-01) - Asymptotic Theory for Clustered Samples
Discussion Papers, School of Economics, The University of New South Wales (2017)
by Bruce E. Hansen & Seojeong Jay Lee
(ReDIF-paper, swe:wpaper:2017-18) - Inference for Iterated GMM Under Misspecification and Clustering
Discussion Papers, School of Economics, The University of New South Wales (2018)
by Bruce E. Hansen & Seojeong Jay Lee
(ReDIF-paper, swe:wpaper:2018-07) - A Doubly Corrected Robust Variance Estimator for Linear GMM
Discussion Papers, School of Economics, The University of New South Wales (2019)
by Jungbin Hwang & Byunghoon Kang & Seojeong Lee
(ReDIF-paper, swe:wpaper:2019-08) - Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic
Discussion Papers, School of Economics, The University of New South Wales (2023)
by Wei Tian & Seojeong Lee & Valentyn Panchenko
(ReDIF-paper, swe:wpaper:2023-05) - A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Journal of Business & Economic Statistics, Taylor & Francis Journals (2018)
by Seojeong Lee
(ReDIF-article, taf:jnlbes:v:36:y:2018:i:3:p:400-410) - csa2sls: A complete subset approach for many instruments using Stata
Stata Journal, StataCorp LP (2023)
by Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin
(ReDIF-article, tsj:stataj:v:23:y:2023:i:4:p:932-941) - Inference for Iterated GMM Under Misspecification
Econometrica, Econometric Society (2021)
by Bruce E. Hansen & Seojeong Lee
(ReDIF-article, wly:emetrp:v:89:y:2021:i:3:p:1419-1447)