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Details about Seojeong Jay Lee

E-mail:
Homepage:http://sites.google.com/site/misspecified/
Phone:+61 2 9385 3325
Postal address:School of Economics, Australian School of Business, University of New South Wales Sydney NSW 2052 Australia
Workplace:School of Economics, UNSW Business School, UNSW (Australia), (more information at EDIRC)

Access statistics for papers by Seojeong Jay Lee.

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

Short-id: ple681


Jump to Journal Articles Software Items

Working Papers

2019

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

2018

  1. A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
    Papers, arXiv.org Downloads
    Also in Discussion Papers, School of Economics, The University of New South Wales (2015) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2018)
  2. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
    Papers, arXiv.org Downloads
  3. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
    Papers, arXiv.org Downloads
    Also in Discussion Papers, School of Economics, The University of New South Wales (2013) Downloads

    See also Journal Article in Journal of Econometrics (2014)
  4. Inference for Iterated GMM Under Misspecification and Clustering
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (2)
  5. Optimal Estimation with Complete Subsets of Instruments
    Papers, arXiv.org Downloads
    Also in Department of Economics Working Papers, McMaster University (2018) Downloads

2014

  1. Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
    Discussion Papers, School of Economics, The University of New South Wales Downloads 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 Downloads
    See also Working Paper (2018)

2016

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

2014

  1. Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
    Journal of Econometrics, 2014, 178, (P3), 398-413 Downloads 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 Downloads
 
Page updated 2019-05-21