Seojeong Jay Lee
Personal Details
First Name: | Seojeong |
Middle Name: | Jay |
Last Name: | Lee |
Suffix: | |
RePEc Short-ID: | ple681 |
| |
http://sites.google.com/site/misspecifiedjay/ | |
Terminal Degree: | 2012 Economics Department; University of Wisconsin-Madison (from RePEc Genealogy) |
Affiliation
Division of Economics
Seoul National University
Seoul, South Koreahttp://econ.snu.ac.kr/
RePEc:edi:desnukr (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org.
- Bonsoo Koo & Seojeong Lee & Myung Hwan Seo, 2022. "What Impulse Response Do Instrumental Variables Identify?," Papers 2208.11828, arXiv.org.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Working Papers
274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
- Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
- Seojeong Lee & Youngki Shin, 2018.
"Complete Subset Averaging with Many Instruments,"
Papers
1811.08083, arXiv.org, revised Aug 2020.
- Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments [Income and democracy]," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
- Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
- Bruce E. Hansen & Seojeong Jay Lee, 2017.
"Asymptotic Theory for Clustered Samples,"
Discussion Papers
2017-18, School of Economics, The University of New South Wales.
- Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
- Seojeong Lee, 2015.
"A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs,"
Discussion Papers
2015-01, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 400-410, July.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers 1806.01457, arXiv.org.
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
- Seojeong Lee, 2013.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators,"
Discussion Papers
2013-09, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers 1806.01450, arXiv.org.
Articles
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022.
"A doubly corrected robust variance estimator for linear GMM,"
Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- Seojeong Lee & Youngki Shin, 2021.
"Complete subset averaging with many instruments [Income and democracy],"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
- Seojeong Lee & Youngki Shin, 2018. "Complete Subset Averaging with Many Instruments," Papers 1811.08083, arXiv.org, revised Aug 2020.
- Hansen, Bruce E. & Lee, Seojeong, 2019.
"Asymptotic theory for clustered samples,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
- Bruce E. Hansen & Seojeong Jay Lee, 2017. "Asymptotic Theory for Clustered Samples," Discussion Papers 2017-18, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
- Seojeong Lee, 2018.
"A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 400-410, July.
- Seojeong Lee, 2015. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers 2015-01, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers 1806.01457, arXiv.org.
- Lee, Seojeong, 2016.
"Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
- Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2014.
"Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
- Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers 1806.01450, arXiv.org.
Software components
- Seojeong Jay Lee & Dandan Yu, 2018. "MLR2SLS: Stata module for 2SLS estimation with multiple-LATEs robust standard error under treatment effect heterogeneity," Statistical Software Components S458487, Boston College Department of Economics, revised 15 Sep 2018.
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
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Working Papers
274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
Cited by:
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Papers
1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
- Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
- Bernard Fingleton, 2022. "Modifying the linear two-step Windmeijer correction for the presence of spatial error dependence," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-18, December.
- Bruce E. Hansen & Seojeong Jay Lee, 2018.
"Inference for Iterated GMM Under Misspecification and Clustering,"
Discussion Papers
2018-07, School of Economics, The University of New South Wales.
Cited by:
- Bruce E. Hansen & Seojeong Jay Lee, 2017.
"Asymptotic Theory for Clustered Samples,"
Discussion Papers
2017-18, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
- Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
- Sutirtha Bagchi & Michael Patrick Curran & Matthew J. Fagerstrom, 2019.
"What is the Impact of Monetary Policy on Wealth Inequality?,"
Villanova School of Business Department of Economics and Statistics Working Paper Series
39, Villanova School of Business Department of Economics and Statistics.
- Bagchi, Sutirtha & Curran, Michael & Fagerstrom, Matthew J., 2019. "Monetary growth and wealth inequality," Economics Letters, Elsevier, vol. 182(C), pages 23-25.
- C. Luke Watson & Oren Ziv, 2021. "Is the Rent Too High? Land Ownership and Monopoly Power," CESifo Working Paper Series 8864, CESifo.
- Bruce E. Hansen & Seojeong Jay Lee, 2017.
"Asymptotic Theory for Clustered Samples,"
Discussion Papers
2017-18, School of Economics, The University of New South Wales.
- Seojeong Lee & Youngki Shin, 2018.
"Complete Subset Averaging with Many Instruments,"
Papers
1811.08083, arXiv.org, revised Aug 2020.
- Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments [Income and democracy]," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
Cited by:
- Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org.
- Ji Hyung Lee & Youngki Shin, 2020.
"Complete Subset Averaging for Quantile Regressions,"
Papers
2003.03299, arXiv.org, revised Jul 2021.
- Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
- Islam, M.S. & Das, Barun K. & Das, Pronob & Rahaman, Md Habibur, 2021. "Techno-economic optimization of a zero emission energy system for a coastal community in Newfoundland, Canada," Energy, Elsevier, vol. 220(C).
- Bruce E. Hansen & Seojeong Jay Lee, 2017.
"Asymptotic Theory for Clustered Samples,"
Discussion Papers
2017-18, School of Economics, The University of New South Wales.
- Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
Cited by:
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
- Rho, Seunghwa & Vogelsang, Timothy J., 2021. "Inference in time series models using smoothed-clustered standard errors," Journal of Econometrics, Elsevier, vol. 224(1), pages 113-133.
- Xavier D'Haultf{oe}uille & Purevdorj Tuvaandorj, 2022. "A Robust Permutation Test for Subvector Inference in Linear Regressions," Papers 2205.06713, arXiv.org, revised Oct 2022.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023.
"Testing for the appropriate level of clustering in linear regression models,"
Papers
2301.04522, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Testing for the appropriate level of clustering in linear regression models," Working Paper 1428, Economics Department, Queen's University.
- Bruno Ferman, 2019. "Assessing Inference Methods," Papers 1912.08772, arXiv.org, revised Oct 2022.
- Yong Cai, 2021. "Panel Data with Unknown Clusters," Papers 2106.05503, arXiv.org, revised Jan 2022.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022.
"Cluster-Robust Inference: A Guide to Empirical Practice,"
Working Paper
1456, Economics Department, Queen's University.
- James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
- Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
- Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Nov 2022.
- Yong Cai, 2021. "A Modified Randomization Test for the Level of Clustering," Papers 2105.01008, arXiv.org, revised Jan 2022.
- Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2018. "Asymptotic results under multiway clustering," Papers 1807.07925, arXiv.org, revised Aug 2018.
- Matthew Harding & Carlos Lamarche & Chris Muris, 2022. "Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data," Papers 2203.03051, arXiv.org.
- Michael P. Leung, 2021. "Network Cluster-Robust Inference," Papers 2103.01470, arXiv.org, revised Apr 2022.
- Federico Bugni & Ivan Canay & Azeem Shaikh & Max Tabord-Meehan, 2022. "Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes," Papers 2204.08356, arXiv.org, revised Jun 2022.
- Yong Cai, 2022. "Linear Regression with Centrality Measures," Papers 2210.10024, arXiv.org.
- Yuya Sasaki & Yulong Wang, 2022. "Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method," Papers 2210.16991, arXiv.org, revised Dec 2022.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019.
"Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors,"
CREATES Research Papers
2019-05, Department of Economics and Business Economics, Aarhus University.
- Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018. "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper 1399, Economics Department, Queen's University.
- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
- Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022.
"Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust,"
Papers
2205.03288, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Working Paper 1483, Economics Department, Queen's University.
- Koen Jochmans, 2020.
"Peer effects and endogenous social interactions,"
Papers
2008.07886, arXiv.org.
- Jochmans, Koen, 2022. "Peer Effects and Endogenous Social Interactions," TSE Working Papers 22-1348, Toulouse School of Economics (TSE).
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019.
"Wild Bootstrap and Asymptotic Inference with Multiway Clustering,"
Working Paper
1415, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021. "Wild Bootstrap and Asymptotic Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
- Xiaoyu Cheng, 2022. "Robust Data-Driven Decisions Under Model Uncertainty," Papers 2205.04573, arXiv.org.
- Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
- Zhou, Jin & Li, Haiqi & Zhong, Wanling, 2021. "A modified Diebold–Mariano test for equal forecast accuracy with clustered dependence," Economics Letters, Elsevier, vol. 207(C).
- James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
- Michael P. Leung, 2022.
"Dependence‐robust inference using resampled statistics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 270-285, March.
- Michael P. Leung, 2020. "Dependence-Robust Inference Using Resampled Statistics," Papers 2002.02097, arXiv.org, revised Aug 2021.
- Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2022. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Papers 2206.09644, arXiv.org.
- Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org.
- Yong Cai, 2021. "Some Finite Sample Properties of the Sign Test," Papers 2103.01412, arXiv.org.
- Alexander Klein & Guy Tchuente, 2020. "Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity," Papers 2009.06570, arXiv.org.
- Seojeong Lee, 2015.
"A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs,"
Discussion Papers
2015-01, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 400-410, July.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers 1806.01457, arXiv.org.
Cited by:
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Papers
1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- Jan Priebe, 2020. "Quasi-experimental evidence for the causal link between fertility and subjective well-being," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(3), pages 839-882, July.
- Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
- Jung, Dawoon & Lee, Jinkook & Meijer, Erik, 2022. "Revisiting the effect of retirement on Cognition: Heterogeneity and endowment," The Journal of the Economics of Ageing, Elsevier, vol. 21(C).
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
Cited by:
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Papers
1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Dovonon, Prosper & Gonçalves, Sílvia, 2017.
"Bootstrapping the GMM overidentification test under first-order underidentification,"
Journal of Econometrics, Elsevier, vol. 201(1), pages 43-71.
- Prosper Dovonon & Silvia Gonçalves, 2014. "Bootstrapping the GMM overidentification test Under first-order underidentification," CIRANO Working Papers 2014s-25, CIRANO.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- Pierre Chausse & George Luta, 2017. "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers 1707, University of Waterloo, Department of Economics, revised Dec 2017.
- Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020.
"Robust identification of investor beliefs,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(52), pages 33130-33140, December.
- Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," NBER Working Papers 27257, National Bureau of Economic Research, Inc.
- Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Working Papers 2020-69, Becker Friedman Institute for Research In Economics.
- Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers 2236, Cowles Foundation for Research in Economics, Yale University.
- Seojeong Lee, 2013.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators,"
Discussion Papers
2013-09, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers 1806.01450, arXiv.org.
Cited by:
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Papers
1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Dovonon, Prosper & Gonçalves, Sílvia, 2017.
"Bootstrapping the GMM overidentification test under first-order underidentification,"
Journal of Econometrics, Elsevier, vol. 201(1), pages 43-71.
- Prosper Dovonon & Silvia Gonçalves, 2014. "Bootstrapping the GMM overidentification test Under first-order underidentification," CIRANO Working Papers 2014s-25, CIRANO.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- Mihai Giurcanu & Brett Presnell, 2018. "Bootstrap inference for misspecified moment condition models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 605-630, June.
- Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
- Seojeong Lee, 2018.
"A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs,"
Papers
1806.01457, arXiv.org.
- Seojeong Lee, 2015. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers 2015-01, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 400-410, July.
- Bruce E. Hansen & Seojeong Jay Lee, 2017.
"Asymptotic Theory for Clustered Samples,"
Discussion Papers
2017-18, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
- Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
- A. Felipe & N. Martín & P. Miranda & L. Pardo, 2018. "Testing with Exponentially Tilted Empirical Likelihood," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1319-1358, December.
Articles
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022.
"A doubly corrected robust variance estimator for linear GMM,"
Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
See citations under working paper version above.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2021.
"Inference for Iterated GMM Under Misspecification,"
Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
Cited by:
- Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
- Magnolfi, Lorenzo & Sullivan, Christopher, 2022. "A comparison of testing and estimation of firm conduct," Economics Letters, Elsevier, vol. 212(C).
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Seojeong Lee & Youngki Shin, 2021.
"Complete subset averaging with many instruments [Income and democracy],"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
See citations under working paper version above.
- Seojeong Lee & Youngki Shin, 2018. "Complete Subset Averaging with Many Instruments," Papers 1811.08083, arXiv.org, revised Aug 2020.
- Hansen, Bruce E. & Lee, Seojeong, 2019.
"Asymptotic theory for clustered samples,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
See citations under working paper version above.
- Bruce E. Hansen & Seojeong Jay Lee, 2017. "Asymptotic Theory for Clustered Samples," Discussion Papers 2017-18, School of Economics, The University of New South Wales.
- Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
- Seojeong Lee, 2018.
"A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 400-410, July.
See citations under working paper version above.
- Seojeong Lee, 2015. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers 2015-01, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers 1806.01457, arXiv.org.
- Lee, Seojeong, 2016.
"Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
See citations under working paper version above.
- Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2014.
"Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
See citations under working paper version above.
- Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers 1806.01450, arXiv.org.
Software components
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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 14 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 (10) 2013-06-16 2014-03-22 2015-02-28 2018-03-12 2018-06-25 2018-07-09 2018-12-03 2019-02-11 2019-09-09 2022-09-26. Author is listed
- NEP-KNM: Knowledge Management & Knowledge Economy (3) 2018-07-09 2018-07-09 2018-07-09
- NEP-ORE: Operations Research (2) 2018-12-10 2020-01-27
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