Dr Seojeong Jay Lee
Senior Lecturer

Dr Seojeong Jay 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
Sch 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

Publications

  • Journal articles | 2021
    Dr Seojeong Jay Lee
    Hansen BE; Lee S, 2021, 'Inference for Iterated GMM Under Misspecification', Econometrica, vol. 89, pp. 1419 - 1447, http://dx.doi.org/10.3982/ECTA16274
    Journal articles | 2021
    Dr Seojeong Jay Lee
    Hwang J; Kang B; Lee S, 2021, 'A doubly corrected robust variance estimator for linear GMM', Journal of Econometrics, http://dx.doi.org/10.1016/j.jeconom.2020.09.010
    Journal articles | 2020
    Dr Seojeong Jay Lee
    Lee S; Shin Y, 2020, 'Complete Subset Averaging with Many Instruments', Econometrics Journal, http://dx.doi.org/10.1093/ectj/utaa033
    Journal articles | 2018
    Dr Seojeong Jay Lee
    Lee S, 2018, 'A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs', Journal of Business and Economic Statistics, vol. 36, pp. 400 - 410, http://dx.doi.org/10.1080/07350015.2016.1186555
    Journal articles | 2018
    Dr Seojeong Jay Lee
    Lee S; Hansen B, 2018, 'Asymptotic Theory for Clustered Samples', , http://dx.doi.org/10.1016/j.jeconom.2019.02.001
    Journal articles | 2016
    Dr Seojeong Jay Lee
    Lee S, 2016, 'Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators', Journal of Econometrics, vol. 192, pp. 86 - 104, http://dx.doi.org/10.1016/j.jeconom.2015.11.003
    Journal articles | 2014
    Dr Seojeong Jay Lee
    Lee S, 2014, 'Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators', Journal of Econometrics, vol. 178, pp. 398 - 413, http://dx.doi.org/10.1016/j.jeconom.2013.05.008
  • Working Papers | 2018
    Dr Seojeong Jay Lee
    Hansen BE; Lee S, 2018, Inference for Iterated GMM Under Misspecification and Clustering, Elsevier BV, http://dx.doi.org10.2139/ssrn.3171899

Awards

  • 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

Grants

  • 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

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