Current Faculty

• Research Area: Econometrics
• Education: Ph.D., Economics, University of Wisconsin-Madison, 2012.
• Office: Room 509 Building #16
• Phone: 02-880-6394
• Website: https://sites.google.com/site/misspecifiedjay
• Email: s.jay.lee@snu.ac.kr
• CV: cv_mar2022.pdf (110 KB)

Selected Publication

• Inference for Iterated GMM under Misspecification (with Bruce E.Hansen). Econometrica 89(3), 1419-1447. 2021.
• A Doubly Corrected Robust Variance Estimator for Linear GMM (with Jungbin Hwang and Byunghoon Kang). Journal of Econometrics. 2021.
• Complete Subset Averaging with Many Instruments (with Youngki Shin). The Econometrics Journal 24, 290-314. 2021.
• Asymptotic Theory for Clustered Samples (with Bruce E. Hansen). Journal of Econometrics 210(2), 268-290. 2019.