Seojeong Lee

Seoul National University

Associate Professor

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

10

DOWNLOADS

858

TOTAL CITATIONS

49

Scholarly Papers (10)

1.

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators

UNSW Australian School of Business Research Paper No. 2012-09
Number of pages: 44 Posted: 17 May 2013
Seojeong Lee
Seoul National University
Downloads 140 (447,975)
Citation 8

Abstract:

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nonparametric iid bootstrap, asymptotic refinement, Edgeworth expansion, GMM, model misspecification

2.

Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic

UNSW Economics Working Paper. 2023-05
Number of pages: 36 Posted: 08 May 2023
Wei Tian, Seojeong Lee and Valentyn Panchenko
UNSW Australia Business School, School of Economics, Seoul National University and UNSW Business School, Economics, University of New South Wales
Downloads 134 (464,224)

Abstract:

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Synthetic control, Policy evaluation, Causal inference, Public health

3.

Inference for Iterated GMM Under Misspecification and Clustering

UNSW Business School Research Paper No. 2018-07
Number of pages: 41 Posted: 08 May 2018
Bruce E. Hansen and Seojeong Lee
University of Wisconsin-Madison and Seoul National University
Downloads 128 (481,507)
Citation 19

Abstract:

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generalized method of moments, misspecification, clustering, robust inference, contraction mapping

4.

Asymptotic Theory for Clustered Samples

UNSW Business School Research Paper No. 2017-18
Number of pages: 56 Posted: 10 Jan 2018
Bruce Hansen and Seojeong Lee
University of Wisconsin-Madison - Department of Economics and Seoul National University
Downloads 113 (529,927)
Citation 15

Abstract:

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clustered data, law of large numbers, central limit theorem, clustered covariance matrix estimation

5.

A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs

UNSW Business School Research Paper No. 2015-01
Number of pages: 17 Posted: 30 Jan 2015
Seojeong Lee
Seoul National University
Downloads 68 (729,137)
Citation 2

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local average treatment effect, treatment heterogeneity, two-stage least squares, variance estimator, model misspecification

6.

A Doubly Corrected Robust Variance Estimator for Linear GMM

UNSW Economics Working Paper 2019-08
Number of pages: 39 Posted: 28 Aug 2019
Jungbin Hwang, Byunghoon Kang and Seojeong Lee
University of California, San Diego (UCSD), University of Wisconsin-Madison - Department of Economics and Seoul National University
Downloads 59 (785,192)
Citation 1

Abstract:

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generalized method of moments, finite-sample correction, standard error, misspecification

7.

Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators

UNSW Australian School of Business Research Paper No. 2014-02
Number of pages: 56 Posted: 17 Feb 2014
Seojeong Lee
Seoul National University
Downloads 59 (785,192)
Citation 4

Abstract:

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generalized empirical likelihood, bootstrap, asymptotic re nement, model misspeci fication

8.

Optimal Estimation with Complete Subsets of Instruments

McMaster University, Department of Economics, Working Paper Series 2018-15
Number of pages: 61 Posted: 16 Dec 2018
Seojeong Lee and Youngki Shin
Seoul National University and University of Rochester - Department of Economics
Downloads 55 (813,308)

Abstract:

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model averaging, complete subset, two stage least squares, many instruments, weak instruments

9.

What Impulse Response Do Instrumental Variables Identify?

Number of pages: 36 Posted: 09 Sep 2022
Bonsoo Koo, Seojeong Lee and Myung Hwan Seo
Monash Business School, Seoul National University and Seoul National University - School of Economics
Downloads 53 (828,200)

Abstract:

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local projection, local average treatment effect, structural vector moving average, instrumental variables, sectoral heterogeneity, impulse response, government spending multiplier

10.

Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM

Number of pages: 42 Posted: 21 May 2024
Byunghoon Kang and Seojeong Lee
Lancaster University and Seoul National University
Downloads 49 (859,383)

Abstract:

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GMM, misspecification, bootstrap, inference, nonsmooth, nondifferentiable