By Associate Professor Seojeong Jay Lee

Preprints

Kang B; Lee S; Song J, 2025, Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification, http://arxiv.org/abs/2501.09540v1

Tian W; Lee S; Panchenko V, 2023, Synthetic Controls with Multiple Outcomes, http://arxiv.org/abs/2304.02272v2

Koo B; Lee S; Seo MH, 2022, What Impulse Response Do Instrumental Variables Identify?, http://arxiv.org/abs/2208.11828v2

Hansen BE; Lee S, 2019, Asymptotic Theory for Clustered Samples, http://arxiv.org/abs/1902.01497v1

Lee S; Shin Y, 2018, Complete Subset Averaging with Many Instruments, http://dx.doi.org/10.1093/ectj/utaa033

Lee S, 2018, A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, http://dx.doi.org/10.1080/07350015.2016.1186555

Lee S, 2018, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators, http://dx.doi.org/10.1016/j.jeconom.2015.11.003

Lee S, 2018, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators, http://dx.doi.org/10.48550/arxiv.1806.01450

Lee SJ, A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, http://dx.doi.org/10.2139/ssrn.2551588

Hwang J; Kang B; Lee S, A Doubly Corrected Robust Variance Estimator for Linear GMM, http://dx.doi.org/10.2139/ssrn.3443554

Lee SJ, Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators, http://dx.doi.org/10.2139/ssrn.2393191

Lee SJ, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators, http://dx.doi.org/10.2139/ssrn.2263984

Hansen B; Lee S, Asymptotic Theory for Clustered Samples, http://dx.doi.org/10.2139/ssrn.3099187

Back to profile page