Details about Seojeong Jay Lee
Access statistics for papers by Seojeong Jay Lee.
Last updated 2022-10-02. Update your information in the RePEc Author Service.
Short-id: ple681
Jump to Journal Articles Software Items
Working Papers
2022
- What Impulse Response Do Instrumental Variables Identify?
Papers, arXiv.org
- csa2sls: A complete subset approach for many instruments using Stata
Papers, arXiv.org
2020
- A Doubly Corrected Robust Variance Estimator for Linear GMM
Papers, arXiv.org View citations (4)
Also in Working Papers, Lancaster University Management School, Economics Department (2019) View citations (1) Discussion Papers, School of Economics, The University of New South Wales (2019) View citations (1)
See also Journal Article in Journal of Econometrics (2022)
- Complete Subset Averaging with Many Instruments
Papers, arXiv.org View citations (3)
See also Journal Article in The Econometrics Journal (2021)
2019
- Asymptotic Theory for Clustered Samples
Papers, arXiv.org View citations (38)
Also in Discussion Papers, School of Economics, The University of New South Wales (2017) View citations (3)
See also Journal Article in Journal of Econometrics (2019)
2018
- A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Papers, arXiv.org View citations (7)
Also in Discussion Papers, School of Economics, The University of New South Wales (2015) View citations (1)
See also Journal Article in Journal of Business & Economic Statistics (2018)
- Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
Papers, arXiv.org
- 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 in Journal of Econometrics (2014)
- Inference for Iterated GMM Under Misspecification and Clustering
Discussion Papers, School of Economics, The University of New South Wales View citations (4)
- Optimal Estimation with Complete Subsets of Instruments
Department of Economics Working Papers, McMaster University
2014
- Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
Discussion Papers, School of Economics, The University of New South Wales View citations (1)
See also Journal Article in Journal of Econometrics (2016)
Journal Articles
2022
- A doubly corrected robust variance estimator for linear GMM
Journal of Econometrics, 2022, 229, (2), 276-298 View citations (1)
See also Working Paper (2020)
2021
- Complete subset averaging with many instruments
(Income and democracy)
The Econometrics Journal, 2021, 24, (2), 290-314 View citations (1)
See also Working Paper (2020)
- Inference for Iterated GMM Under Misspecification
Econometrica, 2021, 89, (3), 1419-1447 View citations (3)
2019
- Asymptotic theory for clustered samples
Journal of Econometrics, 2019, 210, (2), 268-290 View citations (38)
See also Working Paper (2019)
2018
- A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Journal of Business & Economic Statistics, 2018, 36, (3), 400-410 View citations (7)
See also Working Paper (2018)
2016
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Journal of Econometrics, 2016, 192, (1), 86-104 View citations (8)
See also Working Paper (2014)
2014
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Journal of Econometrics, 2014, 178, (P3), 398-413 View citations (15)
See also Working Paper (2018)
Software Items
2018
- MLR2SLS: Stata module for 2SLS estimation with multiple-LATEs robust standard error under treatment effect heterogeneity
Statistical Software Components, Boston College Department of Economics
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