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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, Spain
http://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Adam Lee & Emil A. Stoltenberg & Per A. Mykland, 2025. "Semiparametrics via parametrics and contiguity," Papers 2501.09483, arXiv.org, revised Sep 2025.
  2. Adam Lee, 2024. "Locally Regular and Efficient Tests in Non-Regular Semiparametric Models," Papers 2403.05999, arXiv.org, revised Dec 2024.
  3. 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.
  4. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
  5. Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.
  6. 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

  1. 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.
  2. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).

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

  1. 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:

    1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
    2. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.

  2. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.

    Cited by:

    1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
    2. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.

  3. Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.

    Cited by:

    1. 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.
    2. 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..

  4. 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:

    1. 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..
    2. Daniel Lewis, 2024. "Identification based on higher moments," CeMMAP working papers 03/24, Institute for Fiscal Studies.
    3. 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.

Articles

  1. 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.
  2. 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.

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.
  1. NEP-ECM: Econometrics (4) 2021-08-09 2022-11-07 2024-04-22 2025-02-03. Author is listed
  2. NEP-ORE: Operations Research (2) 2021-08-09 2021-08-16. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2022-11-07
  4. NEP-ISF: Islamic Finance (1) 2021-08-16

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