Seojeong (Jay) Lee
Seojeong (Jay) Lee
School of Economics, University of New South Wales
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TitleCited byYear
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
S Lee
Journal of Econometrics 178 (3), 398-413, 2014
Asymptotic theory for clustered samples
BE Hansen, S Lee
Journal of econometrics 210 (2), 268-290, 2019
A consistent variance estimator for 2sls when instruments identify different lates
S Lee
Journal of Business & Economic Statistics 36 (3), 400-410, 2018
Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
S Lee
Journal of Econometrics 192 (1), 86-104, 2016
Inference for iterated GMM under misspecification and clustering
BE Hansen, S Lee
UNSW Business School Research Paper, 2018
A Doubly Corrected Robust Variance Estimator for Linear GMM
J Hwang, B Kang, S Lee
UNSW Economics Working Paper 2019-08, 2019
Complete Subset Averaging with Many Instruments
S Lee, Y Shin
arXiv:1811.08083, 2019
Misspecification-robust bootstrap for moment condition models
SJ Lee
The University of Wisconsin-Madison, 2012
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Articles 1–8