 | Professor of Economics, Michigan State University Verified email at msu.edu Cited by 32233 |
Page 1. ECONOMETRIC ANALYSIS OF CROSS SECTION D PANEL DATA Page 2.
Page 3. Page 4. Page 5. Econometric Analysis of Cross Section and Panel Data Thls
One 87SW-F3F-N89Z Page 6. Page 7. Econometric Analysis ...
Page 1. Introductory Econometrics A Modern Approach SMHDOO DO O 4e Jeffrey
M.Wooldridge Page 2. IntroductoryEconometrics A Modern Approach 4e Jeffrey M.
Wooldridge Michigan State University Australia • Brazil • Japan ...
T Bollerslev… - Econometric reviews, 1992 - Taylor & Francis
Page 1. ECONOMEnUC REVIEWS, 11(2), 143-172 (1992) QUASI-MAX- LIKELIHOOD
ESTIMATION AND INFERGNCE IN DYNAMIC MODELS WITH TIME-VmYING
COVARIANCES Tim BOLLERSLEV Department of Finance ...
T Bollerslev, RF Engle… - The Journal of Political Economy, 1988 - JSTOR
Page 1. A Capital Asset Pricing Model with Time-varying Covariances Tim Bollerslev
Northwestern University Robert F. Engle University of California, San Diego Jeffrey
M. Wooldridge Massachusetts Institute of Technology The ...
LE Papke… - 1993 - nber.org
Page 1. NBER Working Paper Series FACTORS AFFECTING DIVORCE: A STUDY OF THE
TERMAN SAMPLE Robert T. Michael* Working Paper No. 147 CENTER FOR ECONOMIC
ANALYSIS OF HUMAN BEHAVIOR AND SOCIAL INSTITUTIONS ...
JM Wooldridge - Journal of applied econometrics, 2005 - Wiley Online Library
Skip to Main Content. ...
GM Imbens… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES RECENT DEVELOPMENTS IN THE
ECONOMETRICS OF PROGRAM EVALUATION Guido M. Imbens Jeffrey M.
Wooldridge Working Paper 14251 http://www.nber.org/papers/w14251 ...
Page 1. Cluster-Sample Methods in Applied Econometrics By JEFFREY M.
WOOLDRIDGE* Inference methods that recognize the cluster- ing of individual
observations have been avail- able for more than 25 years. Brent Moulton ...
Page 1. Econometric Theory, 6, 1990, 17-43. Printed in the United States of America. A
UNIFIED APPROACH TO ROBUST, REGRESSION-BASED SPECIFICATION TESTS
JEFFREY M. WOOLDRIDGE Massachusetts Institute of Technology ...
JM Wooldridge - Handbook of applied econometrics, 1997 - pazoulay.scripts.mit.edu
Page 1. 8 Quasi-Likelihood Methods for Count Data Jeffrey M. Wooldridge INTRODUCTION AND
OVERVIEW 1 Introduction and Motivation The analysis of events involving nonnegative integer
counts has a long and dis- tinguished history in mathematical statistics. ...
Page 1. Econometric Theory, 4, 1988, 210-230. Printed in the United States of
America. SOME INVARIANCE PRINCIPLES AND CENTRAL LIMIT THEOREMS
FOR DEPENDENT HETEROGENEOUS PROCESSES JEFFREY ...
Page 1. Econometric Theory, 8, 1992, 452-475. Printed in the United States of America. A TEST
FOR FUNCTIONAL FORM AGAINST NONPARAMETRIC JEFFREY IVL WOOLDRIDGE Michigan
State University A test for neglected nonlinearities in regression models is proposed. ...
LE Papke… - Journal of Econometrics, 2008 - Elsevier
Page 1. ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR
STANDARD STRATIFIED SAMPLES JEFFREY M. WOOLDRIDGE Michigan State
University I provide a systematic treatment of the asymptotic properties ...
A Semykina… - Journal of Econometrics, 2010 - Elsevier
JM Wooldridge - The Journal of Economic Perspectives, 2001 - JSTOR
Page 1. Journal of Economic Perspectives-Volume 15, Number 4 -Fall 2001-Pages
87-100 Applications of Generalized Method of Moments Estimation Jeffrey M.
Wooldridge he method of moments approach to parameter estimation ...
Page 1. Econometric Theory, 13, 1997,667-678. Printed in the United States of America.
MULTIPLICATIVE PANEL DATA MODELS WITHOUT THE STRICT EXOGENEITY
ASSUMPTION JEFFREY M. WOOLDRIDGE Michigan State University ...
Page 1. Ž . Econometrica, Vol. 67, No. 6 November, 1999 , 13851406 ASYMPTOTIC
PROPERTIES OF WEIGHTED M-ESTIMATORS FOR VARIABLE PROBABILITY
SAMPLES BY JEFFREY M. WOOLDRIDGE 1 I provide a systematic ...
JM Wooldridge - Review of Economics and Statistics, 2005 - MIT Press
Page 1. FIXED-EFFECTS AND RELATED ESTIMATORS FOR CORRELATED
RANDOM-COEFFICIENT AND TREATMENT-EFFECT PANEL DATA MODELS Jeffrey
M. Wooldridge* Abstract—I derive conditions under which ...
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 33, No. 4, November 1992
SOME ALTERNATIVES TO THE BOX-COX REGRESSION MODEL* BY JEFFREY
M. WOOLDRIDGE1 A nonlinear regression model is proposed ...
JM Wooldridge… - … Models: Essays in Honor of Thomas …, 2005 - books.google.com
Page 43. CHAPTER 3 Unobserved Heterogeneity and Estimation of Average Partial
Effects Jeffrey M. Wooldridge ABSTRACT I study the problem of identifying average
partial effects (APEs), which are partial effects averaged ...
[CITATION] Score diagnostics for linear models estimated by two stage least squares
JM Wooldridge - Advances in Econometrics and Quantitative Economics, 1995
[CITATION] M.(2002): Econometric analysis of cross section and panel data
Q Li… - Econometric Theory, 2002 - Cambridge Univ Press
Page 1. SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR
DEPENDENT DATA WITH GENERATED REGRESSORS QI LI Texas A&M University
JEFFREY M. WOOLDRIDGE Michigan State University ...
K So Im, SC Ahn, P Schmidt… - Journal of Econometrics, 1999 - Elsevier
G Imbens… - Lecture Notes, NBER Summer Institute, 2007 - nber.org
In this course we will discuss developments in econometrics over the last decade and a half.
The focus will be on methods that are relevant for, and ready to be used by, empirical
researchers, and the course is aimed at such researchers. Although most of the ...
LE Papke… - Economics Letters, 2005 - Elsevier
JM Wooldridge - Unpublished Manuscript, Michigan State University, 2004 - msu.edu
Page 1. ESTIMATING AVERAGE PARTIAL EFFECTS UNDER CONDITIONAL
MOMENT INDEPENDENCE ASSUMPTIONS Jeffrey M. Wooldridge Department of
Economics Michigan State University Marshall Hall East Lansing ...
[CITATION] The initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Page 1. VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO
MANY FACTORS JEFFREY M. WOOLDRIDGE Michigan State University This problem
shows how the key ignorability-of-treatment assumption ...
[CITATION] Asymptotic properties of econometric estimators
I propose a general framework for instrumental variables estimation of the average treatment
effect in the correlated random coefficient model, focusing on the case where the treatment
variable has some discreteness. The approach involves adding a particular function of the ...
A simple method for computing a heteroskedasticity and serial correlation robust standard
error for an OLS coefficient is proposed. The computations can be carr.
[CITATION] Introductory Economics
JM Wooldridge - Thompson South-Western, 2003
I Murtazashvili… - Journal of Econometrics, 2008 - Elsevier
Page 1. Page 2. Page 3. Digitized by the Internet Archive in 2011 with funding from Boston
Library Consortium Member Libraries http://www.archive.org/details/distributionfreeOOwool
Page 4. Page 5. HB31 .M415 working paper department of economics ...
Q Li,
JS Racine… - Journal of Business and Economic Statistics, 2009 - ASA
Page 1. Efficient Estimation of Average Treatment Effects with Mixed Categorical
and Continuous Data Qi LI Department of Economics, Texas A&M University, College
Station, TX 77843-4228 (qi@econmail.tamu.edu) Jeffrey ...
JM Wooldridge - The Review of Economics and Statistics, 1994 - JSTOR
Page 1. A SIMPLE SPECIFICATION TEST FOR THE PREDICTIVE ABILITY OF
TRANSFORMATION MODELS Jeffrey M. Wooldridge* Abstract-A specification test is proposed
to test the ade- quacy of the implicit conditional mean specification in a transformation model. ...
JM Wooldridge - Manuscript (version July 2009) Michigan State …, 2009 - msu.edu
Page 1. CORRELATED RANDOM EFFECTS MODELS WITH UNBALANCED PANELS
Jeffrey M. Wooldridge ∗ Department of Economics Michigan State University East
Lansing, MI 48824-1038 wooldri1@msu.edu July 2009 ...
[CITATION] Notes on regression with difference-stationary data
JM Wooldridge - Manuscript, Michigan State University, 1991
Page 1. BBMafw HM MIT LIBRARIES 3 ^OSQ 0Db7EM c11 5 USB! Big m 111 Ssi HBBH bhBs
lifil I 3 mflmflBlBBi RHi' h ; -'V ' 1111111 ' nHflHlHil H i mm HIB11 rail Ilfl «« mm am W MHhMHI
inriiy'' ,1. ''JipBhS1£ dHnraHl MB iH 1 HSBiRfiHHI Page 2. Page 3. Page 4. Page 5. ...
Q Li,
JS Racine… - The American Economic Review, 2008 - JSTOR
Page 1. American Economic Review: Papers & Proceedings 2008, 98:2, 357-362
http://www.aeaweb.org/articles.php?doi=10.1257/aer.98.2.357 Estimating Average Treatment
Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization ...
J Wooldridge - The Journal of Socio-Economics, 2004 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Statistical significance is okay, too: comment on "Size Matters". Jeffrey Wooldridge (). The
Journal of Socio-Economics, 2004, vol. 33, issue 5, pages 577-579. ...
[CITATION] Econometric analysis of cross section and panel
JM Wooldridge - 2002 - London: MIT Press
[CITATION] Estimation of average treatment effects under unconfoundedness
G Imbens… - What's New in Econometrics Minicourse, 2007
ER Berndt, MH Showalter… - Econometric reviews, 1993 - Taylor & Francis
... estimation ABSTRACT In this paper we present a generalized functional form estimator,
recently developed by Jeffrey Wooldridge; and then we compare it empirically to the
popular Box-Cox (BC) estimator using three data sets. We ...
[CITATION] Econometric Analysis of Cross Section and Panel Data, Cambridge/Massachusetts
JM Wooldridge - Wooldridge, JM (2006), Introductory Econometrics, A …, 2002
[CITATION] Introductory econometrics
W Jeffrey - South-Western College Publishing, Australia, 2000
[CITATION] Econometric Analysis of Cross Section and Panel Data, Vol. 1 of MIT Press Books
JM Wooldridge - 2010 - The MIT Press
[CITATION] M., 1997, Quasi-likelihood methods for count data
J Wooldridge - Handbook of Applied Econometrics - M. Hashem Pesaran and Peter …
CM Guarino, MD Reckase… - Unpublished …, 2011 - vitshotelbhubaneshwar.com
Page 1. 1 Can Value-Added Measures of Teacher Performance Be Trusted? By Cassandra M.
Guarino, Mark D. Reckase, Jeffrey M. Wooldridge Draft Version 03/19/11 Acknowledgment: This
work was supported by grant no. R305D10002 from the Institute for Education ...
Page 1. NOTES AND PROBLEMS INSTRUMENTAL VARIABLES ESTIMATION WITH
PANEL DATA JEFFREY M. WOOLDRIDGE Michigan State University The system
two stage least squares estimator for the linear panel data ...
[CITATION] Analysis of Cross-sectional and Panel Data
JM Wooldridge - 2002 - Cambridge, MA: MIT Press
JM Wooldridge - Institute for Fiscal Studies Series, London, 2001 - cemmap.ac.uk
Page 1. ON THE ROBUSTNESS OF FIXED EFFECTS AND RELATED ESTIMATORS
IN CORRELATED RANDOM COEFFICIENT PANEL DATA MODELS Jeffrey M.
Wooldridge THE INSTITUTE FOR FISCAL STUDIES DEPARTMENT ...
Cambridge Journals. Home; CJO Mobile; Contact Us; Site Map; Help; FAQ; Accessibility;
Register. Basket; Log in. User Log-in; Athens Log-in; Institutional Log-in. Username or
Email Address: Password: Remember me. Forgot your Password? ...
[CITATION] Econometric analysis of cross section and panel data, Cambridge and London
JM Wooldridge - 2002 - MIT Press. I
[CITATION] Econometric Analysis of Cross Section Data
JM Wooldridge - MIT Press, Cambridge Massachusetts. Cuadro, 2002
A Semykina… - Journal of Applied …, 2011 - Wiley Online Library
Page 1. ESTIMATION OF DYNAMIC PANEL DATA MODELS WITH SAMPLE
SELECTION ANASTASIA SEMYKINAa* AND JEFFREY M. WOOLDRIDGEb a
Department of Economics, Florida State University, Tallahassee, FL, USA ...
[CITATION] Introductory Econometrics: A Modern Approach (Thomson/South-Western, Mason, OH)
JM Wooldridge - Address: Tomaša Ježa, 2006
[CITATION] Econometric analysis
JM Wooldridge… - 2002 - MIT Press: Cambridge
[CITATION] 0Estimation and Inference for Dependent Processes. 1 In RF Engle and DL McFadden (Eds.) Handbook of Econometrics. Vol. IV
JM Wooldridge - 1994 - North Holland: Amsterdam
Page 1. Page 2. y Page 3. Digitized by the Internet Archive in 2011 with funding from Boston
Library Consortium Member Libraries http://www.archive.org/details/regressionbasedi
OOwool Page 4. Page 5. working paper department of economics ...
[CITATION] What's new in econometrics
J Wooldridge - NBER Lecture, 2007
[CITATION] Econometric Analysis of Cross Section and Panel Data", Chapter 18
J Wooldridge - 2002 - Cambridge, MA: MIT Press
[CITATION] Econometrics of Panel Data
JM Wooldridge - 2002 - MIT Press
[CITATION] Econometric Analysis of Cross Section and
JM Wooldridge - 2002 - The MIT Press
Page 1. Page 2. Page 3. Digitized by the Internet Archive in 2011 with funding from Boston
Library Consortium Member Libraries http://www.archive.org/details/commonerrorintreOOquah
Page 4. Page 5. Mr" % working paper department of economics ...
JM Wooldridge - A companion to theoretical econometrics, 2001 - Wiley Online Library
Page 1. 180 JM WOOLDRIDGE CHAPTER NINE Diagnostic Testing Jeffrey M. Wooldridge*
1 INTRODUCTION Diagnostic testing has become an integral part of model specification in
eco- nometrics, with several important advances over the past 20 years. ...
Modified r-squareds are offered to overcome the deficiencies of the usual and adjusted
r-squareds in linear models with trending and seasonal data. These modifi.
[CITATION] Instrumental Variables with Treatment Effect Heterogeneity: Local Average Treatment Effects
G Imbens… - Lecture presented at National Bureau of Economic …, 2007
[CITATION] Econometric Analysis of Panel and Cross-Sectional Data
J Wooldridge - 2002 - Cambridge, MA: MIT Press
[CITATION] Introductory Econometrics: A Modern Approach, (South-Western Cengage Learning)
JM Wooldridge - 2009 - Canada
CM Guarino, MD Reckase,
JM Wooldridge… - 2011 - vam.fts.educ.msu.edu
Page 1. 1 Evaluating Value-Added Methods for Estimating Teacher Effects By Cassandra M.
Guarino, Mark D. Reckase, Jeffrey M. Wooldridge Draft Version 10/28/10 Acknowledgment: This
work was supported by grant no. R305D10002 from the Institute for Education ...
Cambridge Journals Online (CJO) is the e-publishing service for over 270 journals published
by Cambridge University Press and is entirely developed and hosted in-house. The platform's
powerful capacity and reliable performance are maintained by a combination of our own expertise ...
[CITATION] Notes on Regression with Difference-Stationary Data
WM Jeffrey - Manuscript, Michigan State University, 1991
[CITATION] M+~ 1999! Asymptotic properties of weighted M-estimators for variable probability samples+
J Wooldridge - Econometrica
[CITATION] Lecture 1: Estimation of average treatment effects under unconfoundedness
G Imbens… - What's New in Econometrics” NBER Summer 2007 …, 2007
[CITATION] M., 2009
J Wooldridge - Introductory Econometrics
[CITATION] M.[1991], On the Application of Robust, Regression0Based Diagnostics to Models of Conditional Means and Conditional Variances
J Wooldridge - Journal of Econometrics
[CITATION] Forthcoming.“Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data.”
Q Li, JS Racine… - Journal of Business and Economic Statistics
[CITATION] Introductory Econometric, A Modern Approach, Thomson, South-Western, USA
JM Wooldridge - 2003
[CITATION] Econometric analysis of cross section and panel data (pp. 560–566)
JM Wooldridge - 2002 - Cambridge: MIT Press
KT McClain… - Economics Letters, 1995 - Elsevier
H Wang, EM Iglesias… - 2009 - tinbergen.nl
Page 1. Partial Maximum Likelihood Estimation of Spatial Probit Models∗ Honglin Wang†
Michigan State University Emma M. Iglesias‡ Michigan State University and University of Essex
Jeffrey M. Wooldridge§ Michigan State University March 18, 2010 Abstract ...
[CITATION] 9QuasiYlikelihood Methods for Count Data9 in MH Pesaran and P. Schmidt (eds.), Handbook of Applied Econometrics, Vol. 2
JM Wooldridge - 1997 - Oxford: Blackwell
[CITATION] sEconometric Analysis of Cross Section and Panel Datafit
JM Wooldridge - 2002 - Cambridge, Mass.: MIT Press
[CITATION] Econometric Analysis of Cross Section and Panel Data. Cambridge, Massachusetts and London, England
JM Wooldridge - 2002 - The MIT Press. Appendix Table AI …
Create email alert
About Google Scholar - All About Google - My Citations
©2012 Google