Adam Lee
Personal Details
| First Name: | Adam |
| Middle Name: | |
| Last Name: | Lee |
| Suffix: | |
| In ASCII letters: | |
| RePEc Short-ID: | ple1357 |
| [This author has chosen not to make the email address public] | |
| https://adamjclee.github.io/ | |
Affiliation
Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)
Barcelona, Spainhttp://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Adam Lee & Emil A. Stoltenberg & Per A. Mykland, 2025. "Semiparametrics via parametrics and contiguity," Papers 2501.09483, arXiv.org, revised Sep 2025.
- Adam Lee, 2024. "Locally Regular and Efficient Tests in Non-Regular Semiparametric Models," Papers 2403.05999, arXiv.org, revised Dec 2024.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
- Adam Lee & Lukas Hoesch & Geert Mesters, 2022.
"Locally Robust Inference for Non-Gaussian SVAR Models,"
Working Papers
1367, Barcelona School of Economics.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2024. "Locally robust inference for non‐Gaussian SVAR models," Quantitative Economics, Econometric Society, vol. 15(2), pages 523-570, May.
- Adam Lee & Geert Mesters, 2021.
"Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models,"
Working Papers
1278, Barcelona School of Economics.
- Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
- Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
Articles
- Lukas Hoesch & Adam Lee & Geert Mesters, 2024.
"Locally robust inference for non‐Gaussian SVAR models,"
Quantitative Economics, Econometric Society, vol. 15(2), pages 523-570, May.
- Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
- Lee, Adam & Mesters, Geert, 2024.
"Locally robust inference for non-Gaussian linear simultaneous equations models,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022.
"Robust inference for non-Gaussian SVAR models,"
Economics Working Papers
1847, Department of Economics and Business, Universitat Pompeu Fabra.
Cited by:
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Specification tests for non-Gaussian structural vector autoregressions,"
Working Papers
wp2022_2212, CEMFI.
- Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024. "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 244(2).
- Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Specification tests for non-Gaussian structural vector autoregressions,"
Working Papers
wp2022_2212, CEMFI.
- Adam Lee & Lukas Hoesch & Geert Mesters, 2022.
"Locally Robust Inference for Non-Gaussian SVAR Models,"
Working Papers
1367, Barcelona School of Economics.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2024. "Locally robust inference for non‐Gaussian SVAR models," Quantitative Economics, Econometric Society, vol. 15(2), pages 523-570, May.
Cited by:
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Specification tests for non-Gaussian structural vector autoregressions,"
Working Papers
wp2022_2212, CEMFI.
- Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024. "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 244(2).
- Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.
- Adam Lee & Geert Mesters, 2021.
"Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models,"
Working Papers
1278, Barcelona School of Economics.
- Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
Cited by:
- Gabriele Fiorentini & Alessio Moneta & Francesca Papagni, 2024. "Identification of one independent shock in structural VARs," LEM Papers Series 2024/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021.
"SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?,"
Working Papers
2021-24, Princeton University. Economics Department..
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2022. "SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 481-485, May.
- Adam Lee & Geert Mesters, 2021.
"Robust non-Gaussian inference for linear simultaneous equations models,"
Economics Working Papers
1792, Department of Economics and Business, Universitat Pompeu Fabra.
Cited by:
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021.
"SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?,"
Working Papers
2021-24, Princeton University. Economics Department..
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2022. "SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 481-485, May.
- Daniel Lewis, 2024. "Identification based on higher moments," CeMMAP working papers 03/24, Institute for Fiscal Studies.
- Fiorentini, Gabriele & Sentana, Enrique, 2023.
"Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 643-665.
- Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
- Fiorentini, Gabriele & Sentana, Enrique, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers 15411, Centre for Economic Policy Research.
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021.
"SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?,"
Working Papers
2021-24, Princeton University. Economics Department..
Articles
- Lukas Hoesch & Adam Lee & Geert Mesters, 2024.
"Locally robust inference for non‐Gaussian SVAR models,"
Quantitative Economics, Econometric Society, vol. 15(2), pages 523-570, May.
See citations under working paper version above.
- Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
- Lee, Adam & Mesters, Geert, 2024.
"Locally robust inference for non-Gaussian linear simultaneous equations models,"
Journal of Econometrics, Elsevier, vol. 240(1).
See citations under working paper version above.Sorry, no citations of articles recorded.
- Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (4) 2021-08-09 2022-11-07 2024-04-22 2025-02-03. Author is listed
- NEP-ORE: Operations Research (2) 2021-08-09 2021-08-16. Author is listed
- NEP-ETS: Econometric Time Series (1) 2022-11-07
- NEP-ISF: Islamic Finance (1) 2021-08-16
Corrections
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