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Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M. - In: The econometrics journal 26 (2023) 3, pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
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Understanding error structures and exploiting panel data in meta-analytic benefit transfers
Boyle, Kevin J.; Wooldridge, Jeffrey M. - In: Environmental & resource economics : the official … 69 (2018) 3, pp. 609-635
Persistent link: https://www.econbiz.de/10011939461
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Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.; Zhu, Ying - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
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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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Fixed effects estimation of the population-averaged slopes in a panel data random coefficient model
Wooldridge, Jeffrey M. - In: Econometric theory 19 (2003) 2, pp. 411-412
Persistent link: https://www.econbiz.de/10001745834
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A simple, robust test for choosing the level of fixed effects in linear panel data models
Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2683-2701
Persistent link: https://www.econbiz.de/10014329007
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The robustness of conditional logit for binary response panel data models with serial correlation
Kwak, Do Won; Martin, Robert S.; Wooldridge, Jeffrey M. - In: Journal of econometric methods 12 (2023) 1, pp. 33-56
Persistent link: https://www.econbiz.de/10013554703