By Associate Professor Seojeong Jay Lee

Journal articles

Seong E; Lee S, 2026, 'Are the Bank of Korea's Inflation Forecasts Biased Toward the Target?', Journal of Forecasting, 45, pp. 1092 - 1109, http://dx.doi.org/10.1002/for.70076

Tian W; Lee S; Panchenko V, 2026, 'Synthetic controls with multiple outcomes', The Econometrics Journal, http://dx.doi.org/10.1093/ectj/utag005

Kang B; Lee S; Song J, 2025, 'Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification', Seoul Journal of Economics, 38, pp. 3 - 49, http://dx.doi.org/10.22904/sje.2025.38.1.002

Lee S; Lee S; Owusu J; Shin Y, 2023, 'csa2sls: A complete subset approach for many instruments using Stata', Stata Journal, 23, pp. 932 - 941, http://dx.doi.org/10.1177/1536867X231212432

Hwang J; Kang B; Lee S, 2022, 'A doubly corrected robust variance estimator for linear GMM', Journal of Econometrics, 229, pp. 276 - 298, http://dx.doi.org/10.1016/j.jeconom.2020.09.010

Hansen BE; Lee S, 2021, 'Inference for Iterated GMM Under Misspecification', Econometrica, 89, pp. 1419 - 1447, http://dx.doi.org/10.3982/ECTA16274

Lee S; Shin Y, 2020, 'Complete Subset Averaging with Many Instruments', Econometrics Journal, http://dx.doi.org/10.1093/ectj/utaa033

Hansen BE; Lee S, 2019, 'Asymptotic theory for clustered samples', Journal of Econometrics, 210, pp. 268 - 290, http://dx.doi.org/10.1016/j.jeconom.2019.02.001

Lee S, 2018, 'A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs', Journal of Business and Economic Statistics, 36, pp. 400 - 410, http://dx.doi.org/10.1080/07350015.2016.1186555

Lee S, 2016, 'Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators', Journal of Econometrics, 192, pp. 86 - 104, http://dx.doi.org/10.1016/j.jeconom.2015.11.003

Lee S, 2014, 'Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators', Journal of Econometrics, 178, pp. 398 - 413, http://dx.doi.org/10.1016/j.jeconom.2013.05.008

Working Papers

Hansen BE; Lee S, 2018, Inference for Iterated GMM Under Misspecification and Clustering, Elsevier, http://dx.doi.org10.2139/ssrn.3171899

Preprints

Yu F; Lee S, 2026, Sensitivity, Informativeness, and Misspecification in GMM Estimation, http://dx.doi.org/10.2139/ssrn.7115102

Seong E; Lee S, 2025, Are the Bank of Korea's Inflation Forecasts Biased Toward the Target?, http://dx.doi.org/10.48550/arxiv.2512.16068

Kang B; Lee S; Song J, 2025, Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification, https://doi.org/10.22904/sje.2025.38.1.002

Tian W; Lee S; Panchenko V, 2023, Synthetic Controls with Multiple Outcomes, https://arxiv.org/abs/2304.02272v2

Lee S; Lee S; Owusu J; Shin Y, 2023, csa2sls: A complete subset approach for many instruments using Stata, http://dx.doi.org/10.48550/arxiv.2207.01533

Tian W; Lee S; Panchenko V, 2023, Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic, http://dx.doi.org/10.2139/ssrn.4409610

Koo B; Lee S; Seo MH, 2022, What Impulse Response Do Instrumental Variables Identify?, http://dx.doi.org/10.2139/ssrn.4199756

Lee S; Shin Y, 2020, Complete Subset Averaging with Many Instruments, http://dx.doi.org/10.48550/arxiv.1811.08083

Hansen BE; Lee S, 2019, Asymptotic Theory for Clustered Samples, https://doi.org/10.1016/j.jeconom.2019.02.001

Hwang J; Kang B; Lee S, 2019, A Doubly Corrected Robust Variance Estimator for Linear GMM, http://dx.doi.org/10.2139/ssrn.3443554

Lee S, 2018, A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, http://dx.doi.org/10.48550/arxiv.1806.01457

Lee S, 2018, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators, http://dx.doi.org/10.48550/arxiv.1806.00953

Lee S, 2018, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators, http://dx.doi.org/10.48550/arxiv.1806.01450

Hansen B; Lee S, 2018, Asymptotic Theory for Clustered Samples, http://dx.doi.org/10.2139/ssrn.3099187

Lee S; Shin Y, 2018, Optimal Estimation with Complete Subsets of Instruments, http://dx.doi.org/10.2139/ssrn.3290044

Lee S, 2015, A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, http://dx.doi.org/10.2139/ssrn.2551588

Lee S, 2014, Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators, http://dx.doi.org/10.2139/ssrn.2393191

Lee SJ, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators, http://dx.doi.org/10.2139/ssrn.2263984

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