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User profiles for author:"Jeffrey Wooldridge"

Jeffrey M. Wooldridge

Professor of Economics, Michigan State University
Verified email at msu.edu
Cited by 32233

[BOOK] Econometric analysis of cross section and panel data

[PDF] from ruc.edu.cn
JM Wooldridge - 2002 - books.google.com
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 ...
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[BOOK] Introductory econometrics: A modern approach

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JM Wooldridge - 2009 - books.google.com
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 ...
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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

[PDF] from duke.edu
Full text - MIT Libraries
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 ...
Cited by 2424 - Related articles - Library Search - All 17 versions

A capital asset pricing model with time-varying covariances

[PDF] from duke.edu
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 ...
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Econometric methods for fractional response variables with an application to 401 (k) plan participation rates

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 ...
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Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

[PDF] from cide.edu
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JM Wooldridge - Journal of applied econometrics, 2005 - Wiley Online Library
Skip to Main Content. ...
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Recent developments in the econometrics of program evaluation

[PDF] from harvard.edu
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 ...
Cited by 605 - Related articles - Library Search - All 57 versions

Cluster-sample methods in applied econometrics

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JM Wooldridge - The American Economic Review, 2003 - JSTOR
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 ...
Cited by 510 - Related articles - All 21 versions

Selection corrections for panel data models under conditional mean independence assumptions

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JM Wooldridge - Journal of Econometrics, 1995 - Elsevier
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A unified approach to robust, regression-based specification tests

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JM Wooldridge - Econometric Theory, 1990 - Cambridge Univ Press
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 ...
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Estimation and inference for dependent processes

JM Wooldridge - Handbook of econometrics, 1994 - Elsevier
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On the application of robust, regression-based diagnostics to models of conditional means and conditional variances

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JM Wooldridge - Journal of econometrics, 1991 - Elsevier
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Distribution-free estimation of some nonlinear panel data models

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JM Wooldridge - Journal of Econometrics, 1999 - Elsevier
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[PDF] Quasi-likelihood methods for count data

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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. ...
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Some invariance principles and central limit theorems for dependent heterogeneous processes

JM Wooldridge… - Econometric theory, 1988 - JSTOR
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 ...
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A TEST FOR FUNCTIONAL FORM AGAINST NONPARAMETRIC

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JIVL WOOLDRIDGE - Econometric Theory, 1992 - Cambridge Univ Press
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. ...
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Inverse probability weighted estimation for general missing data problems

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JM Wooldridge - Journal of Econometrics, 2007 - Elsevier
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Panel data methods for fractional response variables with an application to test pass rates

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LE Papke… - Journal of Econometrics, 2008 - Elsevier
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Asymptotic properties of weighted M-estimators for standard stratified samples

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JM Wooldridge - Econometric Theory, 2001 - Cambridge Univ Press
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 ...
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Estimating panel data models in the presence of endogeneity and selection

[PDF] from wustl.edu
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A Semykina… - Journal of Econometrics, 2010 - Elsevier
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Applications of generalized method of moments estimation

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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 ...
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On two stage least squares estimation of the average treatment effect in a random coefficient model

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JM Wooldridge - Economics Letters, 1997 - Elsevier
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Multiplicative panel data models without the strict exogeneity assumption

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JM Wooldridge - Econometric Theory, 1997 - Cambridge Univ Press
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 ...
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Asymptotic Properties of Weighted M‐estimators for variable probability samples

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JM Wooldridge - Econometrica, 1999 - Wiley Online Library
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 ...
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On estimating firm-level production functions using proxy variables to control for unobservables

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JM Wooldridge - Economics Letters, 2009 - Elsevier
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Fixed-effects and related estimators for correlated random-coefficient and treatment-effect panel data models

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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 ...
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Specification testing and quasi-maximum-likelihood estimation

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JM Wooldridge - Journal of Econometrics, 1991 - Elsevier
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Some alternatives to the Box-Cox regression model

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JM Wooldridge - International Economic Review, 1992 - JSTOR
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 ...
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A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables

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JM Wooldridge - Economics Letters, 2000 - Elsevier
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Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model

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JM Wooldridge - Economics Letters, 2003 - Elsevier
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Unobserved heterogeneity and estimation of average partial effects

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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 ...
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[CITATION] Score diagnostics for linear models estimated by two stage least squares

JM Wooldridge - Advances in Econometrics and Quantitative Economics, 1995
Cited by 56 - Related articles

[CITATION] M.(2002): Econometric analysis of cross section and panel data

J Wooldridge - The MIT Press 0
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An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses

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JM Wooldridge - Journal of Econometrics, 1990 - Elsevier
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Semiparametric estimation of partially linear models for dependent data with generated regressors

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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 ...
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Efficient estimation of panel data models with strictly exogenous explanatory variables

[PDF] from asu.edu
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K So Im, SC Ahn, P Schmidt… - Journal of Econometrics, 1999 - Elsevier
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What's new in econometrics

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 ...
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A computational trick for delta-method standard errors

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LE Papke… - Economics Letters, 2005 - Elsevier
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Estimating systems of equations with different instruments for different equations

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JM Wooldridge - Journal of Econometrics, 1996 - Elsevier
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[PDF] Estimating average partial effects under conditional moment independence assumptions

[PDF] from msu.edu
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 ...
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[CITATION] The initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

JM Wooldridge… - 2000 - University of Bristol, Department of …
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Violating ignorability of treatment by controlling for too many factors

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JM Wooldridge - Econometric Theory, 2005 - Cambridge Univ Press
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 ...
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[CITATION] Asymptotic properties of econometric estimators

JM Wooldridge - 1986 - University of California, San Diego
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Instrumental variables estimation of the average treatment effect in the correlated random coefficient model

[PDF] from msu.edu
JM Wooldridge - 2008 - emeraldinsight.com
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 ...
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A note on the Lagrange multiplier and F-statistics for two stage least squares regressions

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JM Wooldridge - Economics Letters, 1990 - Elsevier
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A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model

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JM Wooldridge - Economics Letters, 1989 - Elsevier
A simple method for computing a heteroskedasticity and serial correlation robust standard
error for an OLS coefficient is proposed. The computations can be carr.
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[CITATION] Introductory Economics

JM Wooldridge - Thompson South-Western, 2003
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Fixed effects instrumental variables estimation in correlated random coefficient panel data models

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I Murtazashvili… - Journal of Econometrics, 2008 - Elsevier
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[CITATION] Distribution-free estimation of some nonlinear panel data models

[PDF] from 18.7.29.232
JM Wooldridge - 1990 - 18.7.29.232
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 ...
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[PDF] Efficient estimation of average treatment effects with mixed categorical and continuous data

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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 ...
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A simple specification test for the predictive ability of transformation models

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. ...
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[PDF] Correlated random effects models with unbalanced panels

[PDF] from msu.edu
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 ...
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[CITATION] Notes on regression with difference-stationary data

JM Wooldridge - Manuscript, Michigan State University, 1991
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[CITATION] Multiplicative panel data models without the strict exogeneity assumption

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JM Wooldridge - 1991 - dspace.mit.edu
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. ...
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Estimating average treatment effects with continuous and discrete covariates: The case of swan-ganz catheterization

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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 ...
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[CITATION] Statistical significance is okay, too: comment on" Size Matters"

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. ...
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[CITATION] Econometric analysis of cross section and panel

JM Wooldridge - 2002 - London: MIT Press
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[CITATION] Estimation of average treatment effects under unconfoundedness

G Imbens… - What's New in Econometrics Minicourse, 2007
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An empirical investigation of the box-cox model and a nonlinear least squares alternative

Full text - MIT Libraries
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 ...
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[CITATION] Econometric Analysis of Cross Section and Panel Data, Cambridge/Massachusetts

JM Wooldridge - Wooldridge, JM (2006), Introductory Econometrics, A …, 2002
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[CITATION] Introductory econometrics

W Jeffrey - South-Western College Publishing, Australia, 2000
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[CITATION] Econometric Analysis of Cross Section and Panel Data, Vol. 1 of MIT Press Books

JM Wooldridge - 2010 - The MIT Press
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[CITATION] M., 1997, Quasi-likelihood methods for count data

J Wooldridge - Handbook of Applied Econometrics - M. Hashem Pesaran and Peter …
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[PDF] Can Value-Added Measures of Teacher Performance Be Trusted?

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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 ...
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NOTES AND PROBLEMS INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA

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JM Wooldridge - Econometric Theory, 2005 - Cambridge Univ Press
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 ...
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[CITATION] Analysis of Cross-sectional and Panel Data

JM Wooldridge - 2002 - Cambridge, MA: MIT Press
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[PDF] On the robustness of fixed effects and related estimators in correlated random coefficient panel data models

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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 ...
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Efficient estimation with orthogonal regressors

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JM Wooldridge - Econometric Theory, 1993 - Cambridge Univ Press
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? ...
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[CITATION] Econometric analysis of cross section and panel data, Cambridge and London

JM Wooldridge - 2002 - MIT Press. I
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[CITATION] Econometric Analysis of Cross Section Data

JM Wooldridge - MIT Press, Cambridge Massachusetts. Cuadro, 2002
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Estimation of dynamic panel data models with sample selection

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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 ...
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[CITATION] Introductory Econometrics: A Modern Approach (Thomson/South-Western, Mason, OH)

JM Wooldridge - Address: Tomaša Ježa, 2006
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[CITATION] Econometric analysis

JM Wooldridge… - 2002 - MIT Press: Cambridge
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[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
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[CITATION] Regression-based inference in linear time series models with incomplete dynamics

[PDF] from mit.edu
JM Wooldridge - 1990 - dspace.mit.edu
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 ...
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[CITATION] What's new in econometrics

J Wooldridge - NBER Lecture, 2007
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[CITATION] Econometric Analysis of Cross Section and Panel Data", Chapter 18

J Wooldridge - 2002 - Cambridge, MA: MIT Press
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[CITATION] Econometrics of Panel Data

JM Wooldridge - 2002 - MIT Press
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[CITATION] Econometric Analysis of Cross Section and

JM Wooldridge - 2002 - The MIT Press
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[CITATION] A common error in the treatment of trending time series

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D Quah, JM Wooldridge - 1988 - dspace.mit.edu
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 ...
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Diagnostic testing

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. ...
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A note on computing< i> r</i>-squared and adjusted< i> r</i>-squared for trending and seasonal data

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JM Wooldridge - Economics Letters, 1991 - Elsevier
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.
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[CITATION] Instrumental Variables with Treatment Effect Heterogeneity: Local Average Treatment Effects

G Imbens… - Lecture presented at National Bureau of Economic …, 2007
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[CITATION] Econometric Analysis of Panel and Cross-Sectional Data

J Wooldridge - 2002 - Cambridge, MA: MIT Press
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[CITATION] Introductory Econometrics: A Modern Approach, (South-Western Cengage Learning)

JM Wooldridge - 2009 - Canada
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[PDF] Evaluating value-added methods for estimating teacher effects

[PDF] from msu.edu
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 ...
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03.2. 1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model

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JM Wooldridge - Econometric Theory, 2003 - Cambridge Univ Press
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 ...
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[CITATION] Notes on Regression with Difference-Stationary Data

WM Jeffrey - Manuscript, Michigan State University, 1991
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[CITATION] M+~ 1999! Asymptotic properties of weighted M-estimators for variable probability samples+

Full text - MIT Libraries
J Wooldridge - Econometrica
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[CITATION] Lecture 1: Estimation of average treatment effects under unconfoundedness

G Imbens… - What's New in Econometrics” NBER Summer 2007 …, 2007
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[CITATION] M., 2009

J Wooldridge - Introductory Econometrics
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[CITATION] M.[1991], On the Application of Robust, Regression0Based Diagnostics to Models of Conditional Means and Conditional Variances

J Wooldridge - Journal of Econometrics
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[CITATION] Forthcoming.“Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data.”

Q Li, JS Racine… - Journal of Business and Economic Statistics
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[CITATION] Introductory Econometric, A Modern Approach, Thomson, South-Western, USA

JM Wooldridge - 2003
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[CITATION] Econometric analysis of cross section and panel data (pp. 560–566)

JM Wooldridge - 2002 - Cambridge: MIT Press
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A simple test for the consistency of dynamic linear regression in rational distributed lag models

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KT McClain… - Economics Letters, 1995 - Elsevier
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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 ...
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