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Seojeong (Jay) Lee
Seojeong (Jay) Lee
Department of Economics, Seoul National University
Verified email at snu.ac.kr - Homepage
Title
Cited by
Cited by
Year
Asymptotic theory for clustered samples
BE Hansen, S Lee
Journal of Econometrics 210 (2), 268-290, 2019
1312019
Inference for iterated GMM under misspecification
BE Hansen, S Lee
Econometrica 89 (3), 1419-1447, 2021
752021
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
S Lee
Journal of Econometrics 178 (3), 398-413, 2014
302014
A doubly corrected robust variance estimator for linear GMM
J Hwang, B Kang, S Lee
Journal of Econometrics, 2021
252021
A consistent variance estimator for 2SLS when instruments identify different LATEs
S Lee
Journal of Business & Economic Statistics 36 (3), 400-410, 2018
172018
Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
S Lee
Journal of Econometrics 192 (1), 86-104, 2016
122016
Complete subset averaging with many instruments
S Lee, Y Shin
The Econometrics Journal 24 (2), 290-314, 2021
8*2021
Synthetic Controls with Multiple Outcomes
W Tian, S Lee, V Panchenko
arXiv preprint arXiv:2304.02272, 2024
22024
Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM
B Kang, S Lee
Available at SSRN 4836402, 2024
12024
What Impulse Response Do Instrumental Variables Identify?
B Koo, S Lee, MH Seo
arXiv preprint arXiv:2208.11828, 2022
12022
Identification and estimation of heterogeneous dynamic causal effects using local projection instrumental variable
B Koo, S Lee, M Seo
12020
Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
B Kang, S Lee, J Song
arXiv preprint arXiv:2501.09540, 2025
2025
csa2sls: A complete subset approach for many instruments using Stata
S Lee, S Lee, J Owusu, Y Shin
The Stata Journal 23 (4), 932-941, 2023
2023
Misspecification-robust bootstrap for moment condition models
SJ Lee
The University of Wisconsin-Madison, 2012
2012
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Articles 1–14