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Associate Professor Seojeong Lee

Associate Professor Seojeong Lee

Visiting Senior Fellow
  • 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 ±«±·³§°ÂÌýin 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 | 2023
    Lee S; Lee S; Owusu J; Shin Y, 2023, 'csa2sls: A complete subset approach for many instruments using Stata', Stata Journal, 23, pp. 932 - 941,
    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,
    Journal articles | 2021
    Hansen BE; Lee S, 2021, 'Inference for Iterated GMM Under Misspecification', Econometrica, 89, pp. 1419 - 1447,
    Journal articles | 2020
    Lee S; Shin Y, 2020, 'Complete Subset Averaging with Many Instruments', Econometrics Journal, 24, pp. 290 - 314,
    Journal articles | 2018
    Lee S; Hansen B, 2018, 'Asymptotic Theory for Clustered Samples', Journal of Econometrics, 210, pp. 268 - 290,
    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,
    Journal articles | 2016
    Lee S, 2016, 'Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators', Journal of Econometrics, 192, pp. 86 - 104,
    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,
    Journal articles |
    Hansen B; Lee S, 'Asymptotic Theory for Clustered Samples', SSRN Electronic Journal,
  • Working Papers | 2018
    Hansen BE; Lee S, 2018, Inference for Iterated GMM Under Misspecification and Clustering, Elsevier,
  • Preprints | 2023
    Tian W; Lee S; Panchenko V, 2023, Synthetic Controls with Multiple Outcomes, ,
    Preprints | 2022
    Koo B; Lee S; Seo MH, 2022, What Impulse Response Do Instrumental Variables Identify?, ,
    Preprints |
    Hwang J; Kang B; Lee S, A Doubly Corrected Robust Variance Estimator for Linear GMM,
    Preprints |
    Lee SJ, A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs, ,
    Preprints |
    Lee SJ, Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators, ,
    Preprints |
    Lee SJ, Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators, ,

  • 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.Â