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A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M. - In: Economics letters 68 (2000) 3, pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
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On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M. - In: Economics letters 56 (1997) 2, pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
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A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M. - In: Economics letters 36 (1991) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
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A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M. - In: Economics letters 31 (1989) 3, pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
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Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
Wooldridge, Jeffrey M. - In: Economics letters 79 (2003) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10001750934
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A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Wooldridge, Jeffrey M. - In: Economics letters 113 (2011) 1, pp. 12-15
Persistent link: https://www.econbiz.de/10009303208
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On estimating firm-level production functions using proxy variables to control for unobservables
Wooldridge, Jeffrey M. - In: Economics letters 104 (2009) 3, pp. 112-114
Persistent link: https://www.econbiz.de/10003870087
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On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M. - In: Economics letters 194 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
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A computational trick for delta-method standard errors
Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Economics letters 86 (2005) 3, pp. 413-418
Persistent link: https://www.econbiz.de/10006753455
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A simple test for the consistency of dynamic linear regression in rational distributed lag models
MacClain, Katherine Tara - In: Economics letters 48 (1995) 3, pp. 235-240
Persistent link: https://www.econbiz.de/10001184872