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

Working Papers

2022

1. What Impulse Response Do Instrumental Variables Identify?
   Papers, arXiv.org
2. csa2sls: A complete subset approach for many instruments using Stata
   Papers, arXiv.org

2020

3. 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)
4. Complete Subset Averaging with Many Instruments
   Papers, arXiv.org View citations (3)
   See also Journal Article in The Econometrics Journal (2021)

2019

5. 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

6. 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)
7. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
   Papers, arXiv.org
8. 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)
9. Inference for Iterated GMM Under Misspecification and Clustering
   Discussion Papers, School of Economics, The University of New South Wales View citations (4)
10. Optimal Estimation with Complete Subsets of Instruments
    Department of Economics Working Papers, McMaster University

2014

11. 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

1. 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

2. 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)
3. Inference for Iterated GMM Under Misspecification
   Econometrica, 2021, 89, (3), 1419-1447 View citations (3)

2019

4. Asymptotic theory for clustered samples
   Journal of Econometrics, 2019, 210, (2), 268-290 View citations (38)
   See also Working Paper (2019)

2018

5. 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

6. 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

7. 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

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