By Associate Professor Seojeong Jay Lee

Preprints

Kang B; Lee S; Song J, 2025, Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification, http://arxiv.org/abs/2501.09540v1

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

Koo B; Lee S; Seo MH, 2022, What Impulse Response Do Instrumental Variables Identify?, http://arxiv.org/abs/2208.11828v2

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

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

Lee SJ, 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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