Details about Seojeong Jay Lee

Access statistics for papers by Seojeong Jay Lee.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: ple681

Working Papers

2025

1. Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
   Papers, arXiv.org

2024

2. Synthetic Controls with Multiple Outcomes
   Papers, arXiv.org

2023

3. 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
4. What Impulse Response Do Instrumental Variables Identify?
   Papers, arXiv.org
5. csa2sls: A complete subset approach for many instruments using Stata
   Papers, arXiv.org
   See also Journal Article csa2sls: A complete subset approach for many instruments using Stata, Stata Journal, StataCorp LLC (2023) (2023)

2020

6. A Doubly Corrected Robust Variance Estimator for Linear GMM
   Papers, arXiv.org View citations (5)
   Also in Discussion Papers, School of Economics, The University of New South Wales (2019) View citations (1)
   Working Papers, Lancaster University Management School, Economics Department (2019) View citations (1)
   See also Journal Article A doubly corrected robust variance estimator for linear GMM, Journal of Econometrics, Elsevier (2022) View citations (5) (2022)
7. Complete Subset Averaging with Many Instruments
   Papers, arXiv.org View citations (3)
   See also Journal Article Complete subset averaging with many instruments, The Econometrics Journal, Royal Economic Society (2021) View citations (2) (2021)

2019

8. Asymptotic Theory for Clustered Samples
   Papers, arXiv.org View citations (66)
   Also in Discussion Papers, School of Economics, The University of New South Wales (2017) View citations (3)
   See also Journal Article Asymptotic theory for clustered samples, Journal of Econometrics, Elsevier (2019) View citations (64) (2019)

2018

9. A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
   Papers, arXiv.org View citations (9)
   Also in Discussion Papers, School of Economics, The University of New South Wales (2015) View citations (1)
   See also Journal Article A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) View citations (9) (2018)
10. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
    Papers, arXiv.org
11. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
    Papers, arXiv.org
    Also in Discussion Papers, School of Economics, The University of New South Wales (2013)
    See also Journal Article Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators, Journal of Econometrics, Elsevier (2014) View citations (16) (2014)
12. Inference for Iterated GMM Under Misspecification and Clustering
    Discussion Papers, School of Economics, The University of New South Wales View citations (4)
13. Optimal Estimation with Complete Subsets of Instruments
    Department of Economics Working Papers, McMaster University

2014

14. Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
    Discussion Papers, School of Economics, The University of New South Wales View citations (2)
    See also Journal Article Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators, Journal of Econometrics, Elsevier (2016) View citations (10) (2016)

Journal Articles

2023

1. csa2sls: A complete subset approach for many instruments using Stata
   Stata Journal, 2023, 23, (4), 932-941
   See also Working Paper csa2sls: A complete subset approach for many instruments using Stata, Papers (2023) (2023)

2022

2. A doubly corrected robust variance estimator for linear GMM
   Journal of Econometrics, 2022, 229, (2), 276-298 View citations (5)
   See also Working Paper A Doubly Corrected Robust Variance Estimator for Linear GMM, Papers (2020) View citations (5) (2020)

2021

3. Complete subset averaging with many instruments
   The Econometrics Journal, 2021, 24, (2), 290-314 View citations (2)
   See also Working Paper Complete Subset Averaging with Many Instruments, Papers (2020) View citations (3) (2020)
4. Inference for Iterated GMM Under Misspecification
   Econometrica, 2021, 89, (3), 1419-1447 View citations (14)

2019

5. Asymptotic theory for clustered samples
   Journal of Econometrics, 2019, 210, (2), 268-290 View citations (64)
   See also Working Paper Asymptotic Theory for Clustered Samples, Papers (2019) View citations (66) (2019)

2018

6. A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
   Journal of Business & Economic Statistics, 2018, 36, (3), 400-410 View citations (9)
   See also Working Paper A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, Papers (2018) View citations (9) (2018)

2016

7. Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
   Journal of Econometrics, 2016, 192, (1), 86-104 View citations (10)
   See also Working Paper Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators, Discussion Papers (2014) View citations (2) (2014)

2014

8. Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
   Journal of Econometrics, 2014, 178, (P3), 398-413 View citations (16)
   See also Working Paper Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators, Papers (2018) (2018)

Software Items

2018

1. MLR2SLS: Stata module for 2SLS estimation with multiple-LATEs robust standard error under treatment effect heterogeneity
   Statistical Software Components, Boston College Department of Economics