Select Publications

Journal articles

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

Lee S; Hansen B, 2018, 'Asymptotic Theory for Clustered Samples',

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

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


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