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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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Multiplicative panel data models without the strict exogeneity assumption
Wooldridge, Jeffrey M. - In: Econometric theory 13 (1997) 5, pp. 667-678
Persistent link: https://www.econbiz.de/10001232221
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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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Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M. - In: Journal of econometrics 90 (1999) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
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Contrastes de especificación en modelos lineales con variables integradas
Wooldridge, Jeffrey M. - In: Información comercial española / Cuadernos económicos (1993), pp. 243-261
Persistent link: https://www.econbiz.de/10001339940
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[Rezension von: Manski, Charles F., Analog estimation methods in econometrics]
Wooldridge, Jeffrey M. - In: Journal of economic literature 28 (1990) 4, pp. 1738-1740
Persistent link: https://www.econbiz.de/10001344442
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[Rezension von: Banerjee, Anindya, ..., Co-integration, error correction, and the econometric analysis of non-stationary data]
Wooldridge, Jeffrey M. - In: Journal of economic literature 33 (1995) 2, pp. 820-821
Persistent link: https://www.econbiz.de/10001347393
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Estimation and inference for dependent processes
Wooldridge, Jeffrey M. - 1994
Persistent link: https://www.econbiz.de/10001327601
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Qasi-likelihood methods for count data
Wooldridge, Jeffrey M. - 1997
Persistent link: https://www.econbiz.de/10001328882
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A test for functional form against nonparametric alternatives
Wooldridge, Jeffrey M. - In: Econometric theory 8 (1992) 4, pp. 452-475
Persistent link: https://www.econbiz.de/10001137705