Jeffrey M. Wooldridge

Available identifiers

zbMath Open wooldridge.jeffrey-mWikidataQ16193936 ScholiaQ16193936MaRDI QIDQ289217

List of research outcomes

Publication	Date of Publication	Type
Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels	2024-03-20	Paper
What is a standard error? (And how should we compute it?)	2023-11-17	Paper
When Should You Adjust Standard Errors for Clustering?	2023-02-22	Paper
Revisiting regression adjustment in experiments with heterogeneous treatment effects	2022-03-09	Paper
Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis	2021-06-07	Paper
On the consistency of the logistic quasi-MLE under conditional symmetry	2020-11-04	Paper
Correlated random effects models with unbalanced panels	2019-07-01	Paper
Quasi-generalized least squares regression estimation with spatial data	2018-09-12	Paper
A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS	2018-01-04	Paper
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model	2017-11-09	Paper
Partial maximum likelihood estimation of spatial probit models	2017-05-12	Paper
Estimating panel data models in the presence of endogeneity and selection	2016-08-04	Paper
Panel data methods for fractional response variables with an application to test pass rates	2016-06-13	Paper
Fixed effects instrumental variables estimation in correlated random coefficient panel data models	2016-06-03	Paper
Inverse probability weighted estimation for general missing data problems	2016-05-27	Paper
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching	2016-02-11	Paper
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables	2014-06-04	Paper
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models	2013-03-14	Paper
A computational trick for delta-method standard errors	2013-01-02	Paper
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model	2013-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q2995584	2011-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q2995585	2011-04-26	Paper
Instrumental variables estimation of the average treatment effect in the correlated random coefficient model	2010-06-30	Paper
On estimating firm-level production functions using proxy variables to control for unobservables	2009-12-21	Paper
On estimating firm-level production functions using proxy variables to control for unobservables	2009-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q5309186	2007-10-09	Paper
INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA	2006-03-22	Paper
VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS	2006-03-08	Paper
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS	2003-05-18	Paper
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables	2002-09-01	Paper
Asymptotic Properties of Weighted M-estimators for variable probability samples	2002-05-28	Paper
ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES	2001-12-16	Paper
Distribution-free estimation of some nonlinear panel data models	2000-06-13	Paper
On two stage least squares estimation of the average treatment effect in a random coefficient model	1998-06-30	Paper
Estimating systems of equations with different instruments for different equations	1997-03-12	Paper
A simple test for the consistency of dynamic linear regression in rational distributed lag models	1997-02-28	Paper
Selection corrections for panel data models under conditional mean independence assumptions	1996-02-13	Paper
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances	1993-04-01	Paper
Some Alternatives to the Box-Cox Regression Model	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q4015743	1993-01-16	Paper
A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data	1991-01-01	Paper
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances	1991-01-01	Paper
An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses	1990-01-01	Paper

Research outcomes over time

Doctoral students

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