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Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M. - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10004899935
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Solutions manual and supplementary materials for econometric analysis of cross section and panel data
Wooldridge, Jeffrey M. - 2003
Persistent link: https://www.econbiz.de/10008687046
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Introductory econometrics : a modern approach
Wooldridge, Jeffrey M.
Persistent link: https://www.econbiz.de/10004423016
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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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Asymptotic properties of weighted m-estimators for variable probability samples
Wooldridge, Jeffrey M. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 6, pp. 1385-1406
Persistent link: https://www.econbiz.de/10001429213
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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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[Rezension von: Hendry, David, Dynamic econometrics]
Wooldridge, Jeffrey M. - In: Economica 65 (1998) 258, pp. 296-298
Persistent link: https://www.econbiz.de/10001349813
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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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Introductory econometrics : a modern approach
Wooldridge, Jeffrey M. - 2000
Persistent link: https://www.econbiz.de/10001374028