Asymptotic theory for clustered samples BE Hansen, S Lee Journal of econometrics 210 (2), 268-290, 2019 | 33 | 2019 |
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators S Lee Journal of Econometrics 178 (3), 398-413, 2014 | 21 | 2014 |
Inference for iterated GMM under misspecification BE Hansen, S Lee Unpublished Working Paper, URL https://www. ssc. wisc. edu/~ bhansen/papers …, 2019 | 10* | 2019 |
Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators S Lee Journal of Econometrics 192 (1), 86-104, 2016 | 9 | 2016 |
A consistent variance estimator for 2SLS when instruments identify different LATEs S Lee Journal of Business & Economic Statistics 36 (3), 400-410, 2018 | 7 | 2018 |
A doubly corrected robust variance estimator for linear GMM J Hwang, B Kang, S Lee Journal of Econometrics, 2021 | 5 | 2021 |
Complete Subset Averaging with Many Instruments S Lee, Y Shin arXiv:1811.08083, 2019 | 1* | 2019 |
Misspecification-robust bootstrap for moment condition models SJ Lee The University of Wisconsin-Madison, 2012 | | 2012 |