82 citations · 158 across the 10 of their papers we have counts for
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Complete Subset Averaging with Many Instruments
Seojeong Lee, Youngki Shin
We propose a two-stage least squares (2SLS) estimator whose first stage is the equal-weighted average over a complete subset with instruments among available, which we call…
A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Seojeong Lee
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). With multiple instruments, two-stage least squares (2S…
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
Seojeong Lee
I propose a nonparametric iid bootstrap that achieves asymptotic refinements for t tests and confidence intervals based on GMM estimators even when the model is misspecified. In ad…
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
Seojeong Lee
I propose a nonparametric iid bootstrap procedure for the empirical likelihood, the exponential tilting, and the exponentially tilted empirical likelihood estimators that achieves…