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Seojeong Jay Lee

Personal Details

First Name:Seojeong
Middle Name:Jay
Last Name:Lee
Suffix:
RePEc Short-ID:ple681
[This author has chosen not to make the email address public]
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 Korea
http://econ.snu.ac.kr/
RePEc:edi:desnukr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Byunghoon Kang & Seojeong Lee & Juha Song, 2025. "Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification," Papers 2501.09540, arXiv.org.
  2. David Kang & Seojeong Lee, 2025. "Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM," Working Papers 423284005, Lancaster University Management School, Economics Department.
  3. Wei Tian & Seojeong Lee & Valentyn Panchenko, 2023. "Synthetic Controls with Multiple Outcomes," Papers 2304.02272, arXiv.org, revised Jul 2024.
  4. Wei Tian & Seojeong Lee & Valentyn Panchenko, 2023. "Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic," Discussion Papers 2023-05, School of Economics, The University of New South Wales.
  5. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org, revised Apr 2023.
  6. Bonsoo Koo & Seojeong Lee & Myung Hwan Seo, 2022. "What Impulse Response Do Instrumental Variables Identify?," Papers 2208.11828, arXiv.org, revised Aug 2023.
  7. Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
  8. Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
  9. Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
  10. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
  11. 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.
  12. Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers 1806.01457, arXiv.org.
  13. Seojeong Lee & Youngki Shin, 2018. "Complete Subset Averaging with Many Instruments," Papers 1811.08083, arXiv.org, revised Aug 2020.
  14. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers 1806.01450, arXiv.org.
  15. 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.

Articles

  1. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2023. "csa2sls: A complete subset approach for many instruments using Stata," Stata Journal, StataCorp LLC, vol. 23(4), pages 932-941, December.
  2. 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.
  3. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
  4. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
  5. Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
  6. 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.
  7. Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
  8. 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.

Software components

  1. 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

  1. Bonsoo Koo & Seojeong Lee & Myung Hwan Seo, 2022. "What Impulse Response Do Instrumental Variables Identify?," Papers 2208.11828, arXiv.org, revised Aug 2023.

    Cited by:

    1. Toru Kitagawa & Weining Wang & Mengshan Xu, 2025. "Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?," Papers 2504.01140, arXiv.org.

  2. Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.

    Cited by:

    1. 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.
    2. Andrieş, Alin Marius & Chiper, Alexandra Maria & Ongena, Steven & Sprincean, Nicu, 2024. "External wealth of nations and systemic risk," Journal of Financial Stability, Elsevier, vol. 70(C).
    3. Rostand Arland Yebetchou Tchounkeu, 2023. "Public Health Efficiency and well-being in Italian province," Working Papers 479, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. 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.
    5. 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.
    6. Mamkhezri, Jamal, 2025. "Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications," Energy Policy, Elsevier, vol. 200(C).
    7. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2025. "Sectoral credit allocation and systemic risk," Journal of Financial Stability, Elsevier, vol. 76(C).
    8. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    9. Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
    10. Man Fai Ip & Kin Wai Chan, 2024. "Inference in Coarsened Time Series via Generalized Method of Moments," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(5), pages 823-846, September.
    11. Bernard Fingleton, 2023. "Estimating dynamic spatial panel data models with endogenous regressors using synthetic instruments," Journal of Geographical Systems, Springer, vol. 25(1), pages 121-152, January.
    12. Hwang, Jungbin & Valdés, Gonzalo, 2023. "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, vol. 234(1), pages 327-352.

  3. Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.

    Cited by:

    1. Alexander Klein & Guy Tchuente, 2024. "Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages 235-257.
    2. 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 Apr 2024.
    3. Cruces,Guillermo & Tortarolo, Dario & Vazquez-Bare,Gonzalo, 2025. "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," Policy Research Working Paper Series 11059, The World Bank.
    4. Bai, Yuehao & Liu, Jizhou & Shaikh, Azeem M. & Tabord-Meehan, Max, 2024. "Inference in cluster randomized trials with matched pairs," Journal of Econometrics, Elsevier, vol. 245(1).
    5. 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.
    6. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper 1515, Economics Department, Queen's University.
    7. Kojevnikov, Denis & Song, Kyungchul, 2023. "Some impossibility results for inference with cluster dependence with large clusters," Other publications TiSEM 80b8e4ed-54bc-4a34-883f-f, Tilburg University, School of Economics and Management.
    8. Yong Cai, 2022. "Linear Regression with Centrality Measures," Papers 2210.10024, arXiv.org.
    9. Yong Cai, 2021. "Some Finite Sample Properties of the Sign Test," Papers 2103.01412, arXiv.org, revised Feb 2024.
    10. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LLC, vol. 23(4), pages 942-982, December.
    11. Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
    12. Ulrich K. Müller & Mark W. Watson, 2024. "Spatial Unit Roots and Spurious Regression," Econometrica, Econometric Society, vol. 92(5), pages 1661-1695, September.
    13. 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 Jan 2025.
    14. Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2023. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Empirical Economics, Springer, vol. 64(6), pages 2511-2533, June.
    15. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
    16. L. S. Sanna Stephan, 2023. "Moment-Based Estimation of Diffusion and Adoption Parameters in Networks," Papers 2309.01489, arXiv.org.
    17. Xavier D'Haultfœuille & Purevdorj Tuvaandorj, 2024. "A robust permutation test for subvector inference in linear regressions," Quantitative Economics, Econometric Society, vol. 15(1), pages 27-87, January.
    18. Michael P. Leung, 2020. "Dependence-Robust Inference Using Resampled Statistics," Papers 2002.02097, arXiv.org, revised Aug 2021.
    19. 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.
    20. 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.
    21. Wooldridge, Jeffrey M., 2023. "What is a standard error? (And how should we compute it?)," Journal of Econometrics, Elsevier, vol. 237(2).
    22. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
    23. Xiaoyu Cheng, 2022. "Robust Data-Driven Decisions Under Model Uncertainty," Papers 2205.04573, arXiv.org.
    24. Ruonan Xu & Luther Yap, 2024. "Clustering with Potential Multidimensionality: Inference and Practice," Papers 2411.13372, arXiv.org.
    25. 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.
    26. Stephen J. Terry, 2015. "The Macro Impact of Short-Termism," Discussion Papers 15-022, Stanford Institute for Economic Policy Research.
    27. Koen Jochmans, 2023. "Peer effects and endogenous social interactions," Post-Print hal-04164668, HAL.
    28. Guillermo Cruces & Dario Tortarolo & Gonzalo Vazquez-Bare, 2022. "Design of two-stage experiments with an application to spillovers in tax compliance," IFS Working Papers W22/32, Institute for Fiscal Studies.
    29. L. S. Sanna Stephan, 2023. "A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model," Papers 2309.01471, arXiv.org.
    30. Luther Yap, 2023. "Asymptotic Theory for Two-Way Clustering," Papers 2301.03805, arXiv.org, revised Jun 2024.
    31. Xavier D'Haultf{oe}uille & Purevdorj Tuvaandorj, 2022. "A Robust Permutation Test for Subvector Inference in Linear Regressions," Papers 2205.06713, arXiv.org, revised Sep 2023.
    32. Colin Cameron, 2022. "Recent developments in cluster–robust inference," Economics Virtual Symposium 2022 07, Stata Users Group.
    33. Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
    34. Kojevnikov, Denis & Song, Kyungchul, 2023. "Some impossibility results for inference with cluster dependence with large clusters," Journal of Econometrics, Elsevier, vol. 237(2).
    35. 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, revised Mar 2023.
    36. Valentin Courgeau & Almut E.D. Veraart, 2022. "Asymptotic theory for the inference of the latent trawl model for extreme values," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1448-1495, December.
    37. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
    38. Wenjie Wang & Yichong Zhang, 2024. "Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters," Papers 2408.10686, arXiv.org.
    39. Alexander Klein & Guy Tchuente, 2020. "Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity," Papers 2009.06570, arXiv.org.
    40. 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.
    41. Stefano DellaVigna & Guido Imbens & Woojin Kim & David M. Ritzwoller, 2025. "Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation," NBER Working Papers 33716, National Bureau of Economic Research, Inc.
    42. Bruno Ferman, 2019. "Assessing Inference Methods," Papers 1912.08772, arXiv.org, revised Oct 2022.
    43. Yong Cai, 2021. "Panel Data with Unknown Clusters," Papers 2106.05503, arXiv.org, revised Jan 2022.
    44. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    45. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers 2406.00650, arXiv.org, revised May 2025.
    46. Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
    47. 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).
    48. Michael P. Leung, 2023. "Network Cluster‐Robust Inference," Econometrica, Econometric Society, vol. 91(2), pages 641-667, March.
    49. Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan, 2023. "Testing Firm Conduct," Papers 2301.06720, arXiv.org, revised Jan 2024.
    50. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
    51. 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.
    52. Creal, Drew & Kim, Jaeho, 2024. "Bayesian estimation of cluster covariance matrices of unknown form," Journal of Econometrics, Elsevier, vol. 241(1).
    53. Ashesh Rambachan & Jonathan Roth, 2023. "A More Credible Approach to Parallel Trends," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2555-2591.
    54. Vazquez-Bare, Gonzalo, 2023. "Identification and estimation of spillover effects in randomized experiments," Journal of Econometrics, Elsevier, vol. 237(1).
    55. Hu, Pingbo & Peng, Xiuyuan & Hu, Xinglin, 2024. "Some new asymptotic results for series estimation under clustered dependence," Statistics & Probability Letters, Elsevier, vol. 213(C).
    56. Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2022. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Papers 2206.09644, arXiv.org.
    57. Yong Cai, 2021. "A Modified Randomization Test for the Level of Clustering," Papers 2105.01008, arXiv.org, revised Jan 2022.
    58. Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org, revised Mar 2024.
    59. Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2018. "Asymptotic results under multiway clustering," Papers 1807.07925, arXiv.org, revised Aug 2018.
    60. 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.

  4. 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:

    1. Bagchi, Sutirtha & Curran, Michael & Fagerstrom, Matthew J., 2019. "Monetary growth and wealth inequality," Economics Letters, Elsevier, vol. 182(C), pages 23-25.
    2. Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
    3. C. Luke Watson & Oren Ziv, 2021. "Is the Rent Too High? Land Ownership and Monopoly Power," CESifo Working Paper Series 8864, CESifo.

  5. Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers 1806.01457, arXiv.org.

    Cited by:

    1. 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.
    2. 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).
    3. Basu, Arnab K. & Byambasuren, Tsenguunjav & Chau, Nancy H. & Khanna, Neha, 2024. "Cooking fuel choice and child mortality in India," Journal of Economic Behavior & Organization, Elsevier, vol. 222(C), pages 240-265.
    4. Mogstad, Magne & Torgovitsky, Alexander, 2024. "Instrumental variables with unobserved heterogeneity in treatment effects," Handbook of Labor Economics,, Elsevier.
    5. 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.
    6. Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org, revised Nov 2024.
    7. Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
    8. 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.
    9. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.

  6. Seojeong Lee & Youngki Shin, 2018. "Complete Subset Averaging with Many Instruments," Papers 1811.08083, arXiv.org, revised Aug 2020.

    Cited by:

    1. Zhihao Zhao & Xinyu Zhang & Guohua Zou & Alan T. K. Wan & Geoffrey K. F. Tso, 2024. "Model averaging for estimating treatment effects," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 76(1), pages 73-92, February.
    2. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
    3. 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).
    4. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org, revised Apr 2023.
    5. Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023. "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, vol. 226(C).

  7. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers 1806.01450, arXiv.org.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
    5. Bas Sanders, 2025. "A New Bayesian Bootstrap for Quantitative Trade and Spatial Models," Papers 2505.11967, arXiv.org.
    6. 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.
    7. David Kang & Seojeong Lee, 2025. "Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM," Working Papers 423284005, Lancaster University Management School, Economics Department.
    8. 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.
    9. Mamkhezri, Jamal, 2025. "Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications," Energy Policy, Elsevier, vol. 200(C).
    10. Dovonon, Prosper & Gonçalves, Sílvia, 2017. "Bootstrapping the GMM overidentification test under first-order underidentification," Journal of Econometrics, Elsevier, vol. 201(1), pages 43-71.
    11. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    12. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
    13. 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.
    14. Hwang, Jungbin & Valdés, Gonzalo, 2023. "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, vol. 234(1), pages 327-352.

  8. 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.

    Cited by:

    1. 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.
    2. Pierre Chausse & George Luta, 2017. "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers 1707, University of Waterloo, Department of Economics, revised Dec 2017.
    3. 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.
    4. La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
    5. Dovonon, Prosper & Gonçalves, Sílvia, 2017. "Bootstrapping the GMM overidentification test under first-order underidentification," Journal of Econometrics, Elsevier, vol. 201(1), pages 43-71.
    6. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
    7. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    8. Hwang, Jungbin & Valdés, Gonzalo, 2023. "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, vol. 234(1), pages 327-352.

Articles

  1. 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.
  2. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.

    Cited by:

    1. Bao, Yong & Yu, Xuewen, 2023. "Indirect inference estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1027-1053.
    2. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2024. "A Fresh Assessment of the Depth of the “Euro Effect" on US FDI," Single Market Economics Papers WP2024/18, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
    3. Jean-Jacques Forneron & Liang Zhong, 2023. "Convexity Not Required: Estimation of Smooth Moment Condition Models," Papers 2304.14386, arXiv.org.
    4. Alexandra Lavinia Horobeț & Irina Mnohoghitnei & Emanuela Marinela Luminița Zlatea & Alexandra Smedoiu-Popoviciu, 2023. "Determinants of E-Government Use in the European Union: An Empirical Analysis," Societies, MDPI, vol. 13(6), pages 1-17, June.
    5. David Kang & Seojeong Lee, 2025. "Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM," Working Papers 423284005, Lancaster University Management School, Economics Department.
    6. Kwon, Ohyun & Yoon, Jangsu & Yotov, Yoto, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series 2022-13, LeBow College of Business, Drexel University.
    7. Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org.
    8. Mamkhezri, Jamal, 2025. "Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications," Energy Policy, Elsevier, vol. 200(C).
    9. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2025. "Sectoral credit allocation and systemic risk," Journal of Financial Stability, Elsevier, vol. 76(C).
    10. Muhammad Zahid Rafique & Nicolas Schneider & Umer Shahzad & Malin Song, 2022. "High‐tech industries, financial expansion, and low‐carbon energy deployment along the Belt and Road Initiative," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1779-1795, December.
    11. İbrahim Tuğrul Çınar, 2024. "Influence of product relatedness on provincial growth: comparative analysis of east–west discrepancies in Turkey," Asia-Pacific Journal of Regional Science, Springer, vol. 8(1), pages 267-290, March.
    12. Magnolfi, Lorenzo & Sullivan, Christopher, 2022. "A comparison of testing and estimation of firm conduct," Economics Letters, Elsevier, vol. 212(C).
    13. Valentin Courgeau & Almut E.D. Veraart, 2022. "Asymptotic theory for the inference of the latent trawl model for extreme values," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1448-1495, December.
    14. Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
    15. Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
    16. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
    17. Heryán Tomáš & Růčková Petra & Cerulli Giovanni, 2024. "Financial Performance Among Top10 Automotive Leaders in the EU: Essential Techniques to Investigate the Structure of Moments While Using the GMM with Dynamic Panel Data," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(3), pages 26-59.
    18. Sulistiyo K. Ardiyono & Arianto A. Patunru, 2022. "The impact of employment protection on FDI at different stages of economic development," The World Economy, Wiley Blackwell, vol. 45(12), pages 3679-3714, December.

  3. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
    See citations under working paper version above.
  4. 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.
  5. 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.
  6. 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.
  7. 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.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 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 (13) 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 2023-05-22 2025-02-10 2025-06-09. Author is listed
  2. NEP-KNM: Knowledge Management and Knowledge Economy (3) 2018-07-09 2018-07-09 2018-07-09
  3. NEP-HEA: Health Economics (2) 2023-05-15 2023-05-22
  4. NEP-ORE: Operations Research (2) 2018-12-10 2020-01-27
  5. NEP-ETS: Econometric Time Series (1) 2025-06-09
  6. NEP-MAC: Macroeconomics (1) 2020-01-27

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