Jeffrey M. Wooldridge
Jeffrey M. Wooldridge
University Distinguished Professor of Economics, Michigan State University
Verified email at msu.edu
Title
Cited by
Cited by
Year
Econometric analysis of cross section and panel data
JM Wooldridge
MIT press, 2010
484602010
Introductory econometrics: A modern approach
JM Wooldridge
Cengage learning, 2015
224482015
Recent developments in the econometrics of program evaluation
GW Imbens, JM Wooldridge
Journal of economic literature 47 (1), 5-86, 2009
49212009
A capital asset pricing model with time-varying covariances
T Bollerslev, RF Engle, JM Wooldridge
Journal of political Economy 96 (1), 116-131, 1988
43461988
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
T Bollerslev, JM Wooldridge
Econometric reviews 11 (2), 143-172, 1992
42571992
Econometric methods for fractional response variables with an application to 401 (k) plan participation rates
LE Papke, JM Wooldridge
Journal of applied econometrics 11 (6), 619-632, 1996
39931996
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
JM Wooldridge
Journal of applied econometrics 20 (1), 39-54, 2005
20372005
Introducción a la econometría. Un enfoque moderno: un enfoque moderno
JM Wooldridge
Editorial Paraninfo, 2006
15462006
Introdução à econometria: uma abordagem moderna
JM Wooldridge
Pioneira Thomson Learning, 2006
15082006
Cluster-sample methods in applied econometrics
JM Wooldridge
American Economic Review 93 (2), 133-138, 2003
13512003
On estimating firm-level production functions using proxy variables to control for unobservables
JM Wooldridge
Economics letters 104 (3), 112-114, 2009
12782009
What are we weighting for?
G Solon, SJ Haider, JM Wooldridge
Journal of Human resources 50 (2), 301-316, 2015
12642015
Panel data methods for fractional response variables with an application to test pass rates
LE Papke, JM Wooldridge
Journal of econometrics 145 (1-2), 121-133, 2008
11422008
Selection corrections for panel data models under conditional mean independence assumptions
JM Wooldridge
Journal of econometrics 68 (1), 115-132, 1995
10581995
When should you adjust standard errors for clustering?
A Abadie, S Athey, GW Imbens, J Wooldridge
National Bureau of Economic Research, 2017
10282017
Introductory econometrics: A modern approach
JM Woolridge
South-Western College Pub, 2003
9362003
Inverse probability weighted estimation for general missing data problems
JM Wooldridge
Journal of econometrics 141 (2), 1281-1301, 2007
8392007
Control function methods in applied econometrics
JM Wooldridge
Journal of Human Resources 50 (2), 420-445, 2015
6712015
Distribution-free estimation of some nonlinear panel data models
JM Wooldridge
Journal of Econometrics 90 (1), 77-97, 1999
6211999
Applications of generalized method of moments estimation
JM Wooldridge
Journal of Economic perspectives 15 (4), 87-100, 2001
5482001
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