Items where Author is "Lee, Seojeong"

Journal Article

Hwang, Jungbin and Kang, David and Lee, Seojeong (2022) A Doubly Corrected Robust Variance Estimator for Linear GMM. Journal of Econometrics, 229 (2). pp. 276-298. ISSN 0304-4076

Monograph

Kang, David and Lee, Seojeong (2025) Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM. Working Paper. Lancaster University, Department of Economics, Lancaster.

Kang, David and Lee, Seojeong and Song, Juha (2025) Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification. Working Paper. Lancaster University, Department of Economics, Lancaster.

Hwang, Jungbin and Kang, Byunghoon and Lee, Seojeong (2019) A Doubly Corrected Robust Variance Estimator for Linear GMM. Working Paper. Lancaster University, Department of Economics, Lancaster.