Associate Professor Seojeong Lee

Ph.D. in Economics, University of Wisconsin-Madison, 2008-2012
M.A. in Economics, Seoul National University, 2006-2008
B.A. in Economics, B.A. in Political Science (dual major), summa cum laude, Seoul National University, 2000-2006 (military service 2002-2004)

Business School

School of Economics

I joined UNSW in 2012 after I finished my PhD in Economics at the University of Wisconsin-Madison.

Phone

+61-2-9065-3325

E-mail

jay.lee@unsw.edu.au

Journal articles | 2022

Hwang J; Kang B; Lee S, 2022, 'A doubly corrected robust variance estimator for linear GMM', Journal of Econometrics, 229, pp. 276 - 298, http://dx.doi.org/10.1016/j.jeconom.2020.09.010

Journal articles | 2021

Hansen BE; Lee S, 2021, 'Inference for Iterated GMM Under Misspecification', Econometrica, 89, pp. 1419 - 1447, http://dx.doi.org/10.3982/ECTA16274

Journal articles | 2020

Lee S; Shin Y, 2020, 'Complete Subset Averaging with Many Instruments', Econometrics Journal, http://dx.doi.org/10.1093/ectj/utaa033

Journal articles | 2018

Lee S; Hansen B, 2018, 'Asymptotic Theory for Clustered Samples', , http://dx.doi.org/10.1016/j.jeconom.2019.02.001

Journal articles | 2018

Lee S, 2018, 'A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs', Journal of Business and Economic Statistics, 36, pp. 400 - 410, http://dx.doi.org/10.1080/07350015.2016.1186555

Journal articles | 2016

Lee S, 2016, 'Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators', Journal of Econometrics, 192, pp. 86 - 104, http://dx.doi.org/10.1016/j.jeconom.2015.11.003

Journal articles | 2014

Lee S, 2014, 'Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators', Journal of Econometrics, 178, pp. 398 - 413, http://dx.doi.org/10.1016/j.jeconom.2013.05.008
Working Papers | 2018

Hansen BE; Lee S, 2018, Inference for Iterated GMM Under Misspecification and Clustering, Elsevier BV, http://dx.doi.org10.2139/ssrn.3171899, http://dx.doi.org/10.2139/ssrn.3171899
Preprints | 2023

Tian W; Lee S; Panchenko V, 2023, Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic, , http://arxiv.org/abs/2304.02272v1

Preprints | 2022

Koo B; Lee S; Seo MH, 2022, What Impulse Response Do Instrumental Variables Identify?, , http://arxiv.org/abs/2208.11828v2

Australian Research Council (ARC) Discovery Project DP210101440 (AUD 336,939), 2021-2023
UNSW Business School Dean's Research Fellowship (AUD 60,000), 2020-2022
Health@Business UNSW Grant (AUD 3,500), 2020
Australian Research Council (ARC) Discovery Early Career Researcher Award (DECRA) DE170100787 (AUD 331,000), 2017-2019
UNSW Business School Non-Professorial Research Achievement Award (AUD 2,500), 2017
UNSW Business School Research Grant (AUD 42,960), 2015-2017
UNSW Business School Special Research Grant (AUD 17,699), 2013-2014

UNSW Business School Dean's Research Fellow, 2020-2022
UNSW Business School Non-Professorial Research Achievement Award (AUD 2,500), 2017
The Zellner Thesis Award (Honorable Mention) in Business and Economic Statistics, American Statistical Association, 2014

I am an econometrician and economist working in the area of statistical inference (decision making). My main research interests are the generalized method of moments (GMM), instrumental variables (IV), two-stage least squares (2SLS), and generalized empirical likelihood (GEL) estimators and their large sample properties under the general model misspecification. Specifically, I am interested in developing robust inference methods under misspecified moment conditions, invalid/many/weak instruments, heterogeneous treatment effects, and clustered sampling.

My Research Supervision

Wei Tian: PhD student

Fangzhou Yu: PhD student

My Teaching

I have taught econometrics courses for undergraduate and postgraudate students.