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Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Lee, Seojeong - In: Journal of econometrics 178 (2014) 1, pp. 389-413
Persistent link: https://www.econbiz.de/10010256211
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Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Lee, Seojeong - In: Journal of econometrics 192 (2016) 1, pp. 86-104
Persistent link: https://www.econbiz.de/10011615683
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Asymptotic theory for clustered samples
Hansen, Bruce E.; Lee, Seojeong - In: Journal of econometrics 210 (2019) 2, pp. 268-290
Persistent link: https://www.econbiz.de/10012303520
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A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin; Kang, Byunghoon; Lee, Seojeong - In: Journal of econometrics 229 (2022) 2, pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui; Lee, Ji Hyung; Shin, Youngki - In: Journal of econometrics 237 (2023) 2,3, pp. 1-19
Persistent link: https://www.econbiz.de/10014471819