Researcher

Dr Seojeong Jay Lee

Biography

I am an econometrician and economist working in the area of statistical inference (decision making). I develop statistical methods using economic data. My main research interests are the generalized method of moments (GMM), instrumental variables (IV), two-stage least squares (2SLS), and generalized empirical likelihood (GEL) estimators and their large sample properties under general model misspecification. Specifically, I focus on developing...view more

I am an econometrician and economist working in the area of statistical inference (decision making). I develop statistical methods using economic data. My main research interests are the generalized method of moments (GMM), instrumental variables (IV), two-stage least squares (2SLS), and generalized empirical likelihood (GEL) estimators and their large sample properties under general model misspecification. Specifically, I focus on developing estimation and inference procedure robust to model misspecification.

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Location

Contact

53325

Publications

by Dr Seojeong Jay Lee