By Associate Professor Seojeong Jay Lee

Preprints

Koo B; Lee S; Seo MH; Takano M, 2026, What Impulse Response Do Instrumental Variables Identify?, http://dx.doi.org/10.48550/arxiv.2208.11828

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

Hwang J; Kang B; Lee S, 2020, A Doubly Corrected Robust Variance Estimator for Linear GMM, http://dx.doi.org/10.48550/arxiv.1908.07821

Hansen BE; Lee S, 2019, Asymptotic Theory for Clustered Samples, http://dx.doi.org/10.48550/arxiv.1902.01497

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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