Search Results for author: Seojeong Lee

Found 3 papers, 0 papers with code

Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic

no code implementations5 Apr 2023 Wei Tian, Seojeong Lee, Valentyn Panchenko

We propose a generalization of the synthetic control method to a multiple-outcome framework, which improves the reliability of treatment effect estimation.

What Impulse Response Do Instrumental Variables Identify?

no code implementations25 Aug 2022 Bonsoo Koo, Seojeong Lee, Myung Hwan Seo

Macro shocks are often composites, yet overlooked in the impulse response analysis.

csa2sls: A complete subset approach for many instruments using Stata

no code implementations4 Jul 2022 Seojeong Lee, Siha Lee, Julius Owusu, Youngki Shin

We develop a Stata command $\texttt{csa2sls}$ that implements the complete subset averaging two-stage least squares (CSA2SLS) estimator in Lee and Shin (2021).

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