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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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Contrastes de especificación en modelos lineales con variables integradas
Wooldridge, Jeffrey M. - 1993
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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[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
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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
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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