Soo Jeong Lee

Research interests: Econometrics; causal inference; panel data; difference-in-differences (DiD); applied microeconomics; economics of education.

Contact

1000 Faner Drive, Room 4136
Carbondale, IL 62901

soojeong.lee@siu.edu

CV | Google Scholar | GitHub | LinkedIn

News & Events

Research

Google Scholar | GitHub | SSRN

Publications

Lee, S. J., & Wooldridge, J. M. (2026). A Simple Transformation Approach to Difference-in-Differences Estimation for Panel Data. Journal of Business & Economic Statistics, forthcoming. https://doi.org/10.1080/07350015.2026.2683047

Working Papers

Simple Approaches to Inference with Difference-in-Differences Estimators with Small Cross-Sectional Sample Sizes

with Jeffrey M. Wooldridge.
Rolling Difference-in-Differences Estimation for Small and Large Panels

with Elizabeth Kayoon Hur and Jeffrey M. Wooldridge.
Rolling Difference-in-Differences with Reversible Treatment Paths and Moderating Effects

Work in Progress

A New Approach to Evaluating Teacher Effectiveness: Impact of Work Environment on Productivity

with Jaehong Lim.
Can Expanding School Options Benefit Students? Evidence from Michigan's Schools of Choice Program

with Tara Kilbride.
(Tentative Title) Tax-Filing Behavior and Outcomes among Gig Workers: Evidence from App-Based Filing Data

with Mahatab Kabir Khandaker and Minsoo Park.

Teaching

Southern Illinois University, Carbondale (SIUC)

Level	Course	Course Name	Term	Link
Ph.D.	ECON 567B	Econometrics II	Fall 2025, Fall 2026	[syllabus] [materials]
Ph.D.	ECON 567C	Econometrics III	Spring 2026, Spring 2027
Undergrad.	ECON 241	Introduction to Macroeconomics	Fall 2026, Spring 2027	[syllabus]

For a complete record of my teaching experience, please see my CV.

Software

lwdid | GitHub repository

lwdid is a Stata package implementing rolling difference-in-differences estimators for panel data, suitable for both small-N and large-N settings.

Installation
```
ssc install lwdid, replace
```
Stata Module Citation

Lee, S. J. and Wooldridge, J. M. (2026). lwdid: Stata module to implement rolling difference-in-differences estimator for small-N and large-N panel data. Statistical Software Components S459672, Boston College Department of Economics, revised 1 June 2026.

For detailed syntax, options, and examples, please see Rolling Difference-in-Differences Estimation for Small and Large Panels (with Elizabeth Kayoon Hur and Jeffrey M. Wooldridge).

Resources

A collection of useful resources for econometrics, causal inference, and Stata programming.

Econometrics / Causal Inference

Êstimate at Michigan State University

An econometrics workshop at MSU covering both basic and advanced econometric techniques.
Causal ML Book: Applied Causal Inference Powered by ML and AI

(Chernozhukov, V., Hansen, C., Kallus, N., Spindler, M., & Syrgkanis, V., 2026).

Summary notes by Soo Jeong Lee : Chapter-by-chapter notes supplemented where useful by related materials and my own lecture notes.
Playing with Stata

Dr. Rios-Avila's resource page on Stata commands for treatment-effect estimators.
Difference-in-Differences Resources

Dr. Roth's blog collecting resources related to difference-in-differences approaches.
Ten Fundamental Econometrics Theorems Highlighted by Jeffrey Wooldridge

A post by Dr. Robinson providing detailed explanations of ten fundamental econometrics theorems selected by Jeffrey Wooldridge.

Life@

A few moments from campus life, conferences, and academic events.

Midwest Econometrics Group 2025 at UIUC — Midwest Econometrics Group (MEG) 2025 @ UIUC
Truly onf of my favorite conferences - a must for anyone passionate about econometrics.

Life@SIUC

Settling into life at SIU and feeling grateful for this new chapter.
One of my favorite everyday routines is walking around the beautiful 2.2-mile Campus Lake trail 🚶‍♀️🌲.