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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim - In: Econometric reviews 11 (1992) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
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An empirical investigation of the Box-Cox model and a nonlinear least squares alternative
Berndt, Ernst R. - In: Econometric reviews 12 (1993) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10001141850
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Using generalized estimating equations to estimate nonlinear models with spatial data
Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242
Persistent link: https://www.econbiz.de/10015196599
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Revisiting regression adjustment in experiments with heterogeneous treatment effects
Negi, Akanksha; Wooldridge, Jeffrey M. - In: Econometric reviews 40 (2021) 5, pp. 504-534
Persistent link: https://www.econbiz.de/10012515616
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Non linear correlated random effects models with endogeneity and unbalanced panels
Bates, Michael; Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Econometric reviews 43 (2024) 9, pp. 713-732
Persistent link: https://www.econbiz.de/10015050637