Research

"All models are wrong, but some are useful." George E. P. Box

Publication

  1. S. Lee (2016). Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators. Journal of Econometrics 192(1), 86-104. [pdf
  2. S. Lee (2014). Asymptotic refinements of a misspecification-robust bootstrap for GMM estimatorsJournal of Econometrics 178(3), 398-413. [pdf]

Working Papers

  • A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. Nov 2015. under revision for Journal of Business & Economic Statistics. [pdf]
    • Replication of Tables IV, V, and VI of Angrist and Krueger (1991) using the correct standard error formula for 2SLS [data / MATLAB code (updated on Nov 17, 2015)] 
    • Replication of Table 7 Columns 4-6 of Angrist and Evans (1998) using the correct standard error formula for 2SLS [data / MATLAB code (updated on Nov 17, 2015)]
    • Simulation code based on random subsample of Angrist and Evans (1998) dataset [MATLAB code (updated on Nov 17, 2015)] 
  • On Robustness of GEL Estimators to Model Misspecification. Jan 2014 [pdf]

Dissertation

Conference and Invited Seminar Presentations