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A consistent variance estimator for 2SLS when instruments identify different LATEs
Lee, Seojeong - 2015
Persistent link: https://www.econbiz.de/10011342724
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Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Lee, Seojeong - 2014
Persistent link: https://www.econbiz.de/10010349364
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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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A consistent variance estimator for 2SLS when instruments identify different LATEs
Lee, Seojeong - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 400-410
Persistent link: https://www.econbiz.de/10012249165
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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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Optimal estimation with complete subsets of instruments
Lee, Seojeong; Shin, Youngki - 2018
Persistent link: https://www.econbiz.de/10011935388
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A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin; Kang, Byunghoon; Lee, Seojeong - 2019
Persistent link: https://www.econbiz.de/10012193420
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Complete subset averaging with many instruments
Lee, Seojeong; Shin, Youngki - In: The econometrics journal 24 (2021) 2, pp. 290-314
Persistent link: https://www.econbiz.de/10012594999
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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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Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Lee, Seojeong - 2013
Persistent link: https://www.econbiz.de/10009775577