Details about Seojeong Jay Lee

Access statistics for papers by Seojeong Jay Lee.

Last updated 2019-03-19. Update your information in the RePEc Author Service.

Short-id: ple681

Working Papers

2019

1. Asymptotic Theory for Clustered Samples
   Papers, arXiv.org View citations (2)
   Also in Discussion Papers, School of Economics, The University of New South Wales (2017) View citations (3)

2018

2. A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
   Papers, arXiv.org
   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)
3. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
   Papers, arXiv.org
4. 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)
5. Inference for Iterated GMM Under Misspecification and Clustering
   Discussion Papers, School of Economics, The University of New South Wales View citations (2)
6. Optimal Estimation with Complete Subsets of Instruments
   Papers, arXiv.org
   Also in Department of Economics Working Papers, McMaster University (2018)

2014

7. 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

2018

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

2016

2. Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
   Journal of Econometrics, 2016, 192, (1), 86-104 View citations (1)
   See also Working Paper (2014)

2014

3. Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
   Journal of Econometrics, 2014, 178, (P3), 398-413 View citations (8)
   See also Working Paper (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