scientific article

From MaRDI portal
Publication:2995585

zbMath1441.62010MaRDI QIDQ2995585

Jeffrey M. Wooldridge

Publication date: 26 April 2011


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION, Usage-Based Insurance—Impact on Insurers and Potential Implications for InsurTech, Does Home Health Care Increase the Probability of 30-Day Hospital Readmissions? Interpreting Coefficient Sign Reversals, or Their Absence, in Binary Logistic Regression Analysis, Random autoregressive models: A structured overview, Logistic Regression Models for Aggregated Data, Regressor and random‐effects dependencies in multilevel models, Book Review:Microeconometrics: Methods and ApplicationsandMicroeconometrics Using Stata, A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data, Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator, Copyright Damages and Statistics, Data driven robust estimation methods for fixed effects panel data models, Econometrics exams and round numbers: Use or misuse of indirect estimation methods?, Fiscal stabilization in the United States: lessons for monetary unions, Conditional assessment of the impact of a Hausman pretest on confidence intervals, Smooth transition simultaneous equation models, Colored Tobit Kalman filter, Distinguishing incentive from selection effects in auction-determined contracts, Testing for the presence of treatment effect under selection on observables, Unconditional effects of general policy interventions, A simple approximation for the bivariate normal integral, Evaluating the spatial heterogeneity of innovation drivers: a comparison between GWR and GWPR, How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study, Estimating DEA confidence intervals with statistical panel data analysis, Solving endogeneity problems in multilevel estimation: an example using education production functions, Things that make us different: analysis of deviance with time-use data, A multilevel model with autoregressive components for the analysis of tribal art prices, Unnamed Item, Performance and decisions: immigrant–native gaps in educational transitions in Italy, Distribution analysis of train interval journey time employing the censored model with shifting character, Daily soil temperature modeling using ‘panel-data’ concept, Application of M-Estimators to Cross-Section Effect Models, A Semiparametric Change-Point Regression Model for Longitudinal Observations, Instrumental Variable Estimators for Binary Outcomes, Modelo de risco e decisão de crédito baseado em estrutura de capital com informação assimétrica, Measuring Benchmark Damages in Antitrust Litigation, Clustering, Spatial Correlations, and Randomization Inference, Estimating treatment effects from randomized clinical trials with noncompliance and loss to follow-up: the role of instrumental variable methods, Selection correction in panel data models: An application to the estimation of females' wage equations, Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom, The Tobit model with a non‐zero threshold, Estimation of a Two-Equation Panel Model with Mixed Continuous and Ordered Categorical Outcomes and Missing Data, A flexible instrumental variable approach, Estimating treatment effects from randomized clinical trials with noncompliance and loss to follow-up: the role of instrumental variable methods, GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany, DISCUSSION ON THE PAPER BY STEELE, Unnamed Item, Inference for Misspecified Models With Fixed Regressors, X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION, A Cautionary Tale on Instrumental Calibration for the Treatment of Nonignorable Unit Nonresponse in Surveys, Another Look at the Method of Y-Standardization in Logit and Probit Models, A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS, ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS, Maximum simulated likelihood estimation of the panel sample selection model, Impact of Investment Structure by Economic Sectors and Other Factors on Economic Growth: Evidence from Vietnam with SGMM Estimation and Bayes Factor Approach, Testing for Serial Correlation in Fixed-Effects Panel Data Models, Exponential class of dynamic binary choice panel data models with fixed effects, Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes, Do financial markets value quality of fiscal governance?, An apocalypse foretold: climate shocks and sovereign defaults, One-step robust estimation of fixed-effects panel data models, The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects, Local influence analysis for GMM estimation, Mixed Hidden Markov Models for Longitudinal Data: An Overview, Using multiple genetic variants as instrumental variables for modifiable risk factors, REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS, The optimal choice of moments in dynamic panel data models, GMM redundancy results for general missing data problems, Analysing head coach dismissals in the German ``Bundesliga with a mixed logit approach, Evaluating pricing strategy using e-commerce data: evidence and estimation challenges, Weighted least squares method for censored linear models, Effects of correlated covariates on the asymptotic efficiency of matching and inverse probability weighting estimators for causal inference, Education and income of the states of the United States: 1840--2000, NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE, Optimal trade-off between sample size, precision of supervision, and selection probabilities for the unbalanced fixed effects panel data model, Statistical Inference for Single-index Panel Data Models, On-the-job human capital investment and intertemporal substitution: new evidence on intertemporal substitution elasticity, Tests of additional conditional moment restrictions, Identification of additive and polynomial models of mismeasured regressors without instruments, Three-stage DEA models for incorporating exogenous inputs, Assessing consumer demand with noisy neural measurements, Inflation dynamics of franc-zone countries determinants, co-movements and spatial interactions, Human capital estimation in higher education, Are ``nearly exogenous instruments reliable?, Randomly censored partially linear single-index models, Flexible Fourier form for volatility breaks, Methods for strengthening a weak instrument in the case of a persistent treatment, Restricted likelihood ratio testing in linear mixed models with general error covariance structure, Similar bidders in takeover contests, Method‐of‐moment view of linear simultaneous equation systems, Estimation of a nonlinear panel data model with semiparametric individual effects, Assessing and accounting for time heterogeneity in stochastic actor oriented models, Social preferences? Google answers!, Varying-time random effects models for longitudinal data: unmixing and temporal interpolation of remote-sensing data, Estimation of sample selection models with two selection mechanisms, Outcome-wide longitudinal designs for causal inference: a new template for empirical studies, Time Cost of Children as Parents' Foregone Leisure, Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure, Optimal linear instrumental variables approximations, Hurdles and steps: Estimating demand for solar photovoltaics, Interaction and quadratic effects in probit model with endogenous regressors, Specification test on mixed logit models, Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals, THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST, Implementing Box–Cox Quantile Regression, Nonparametric instrumental variable derivative estimation, House money effects in public good experiments: Comment, Heterogeneity in dynamic discrete choice models, EM algorithms for ordered probit models with endogenous regressors, The Hausman test in a Cliff and Ord panel model, A Bayesian examination of information and uncertainty in contingent valuation, The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics, Missing dependent variables in fixed-effects models, ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY, An extension of the Blinder-Oaxaca decomposition to nonlinear models, Omitted variables in multilevel models, A bivariate Poisson count data model using conditional probabilities, Five Diagnostic Tests for Unobserved Cluster Effects, Bayesian endogeneity bias modeling, Identifying types in contest experiments, Optimal Estimator for Logistic Model with Distribution‐free Random Intercept, Market access, labor mobility, and the wage skill premium: new evidence from Chinese cities, CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers' Loss Reserves, ARE INITIAL WAGE LOSSES OF INTERSECTORAL MOVERS COMPENSATED FOR BY THEIR SUBSEQUENT WAGE GAINS?, Measurement error in imputation procedures, Testing a linear dynamic panel data model against nonlinear alternatives, Robustness checks and robustness tests in applied economics, Estimation and inference for distribution functions and quantile functions in treatment effect models, Moment-based tests for individual and time effects in panel data models, Statistical learning for recommending (robust) nonlinear regression methods, MULTILEVEL DISCRETE-TIME EVENT HISTORY MODELS WITH APPLICATIONS TO THE ANALYSIS OF RECURRENT EMPLOYMENT TRANSITIONS, Adjusted extreme conditional quantile autoregression with application to risk measurement, Multilevel modeling with correlated effects, Time-varying clustering of multivariate longitudinal observations, Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt, Exchange rates and trade balances: effects of intra-industry trade and vertical specialization, REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS, Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity, Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being, Estimating Low Pay Transition Probabilities Accounting for Endogenous Selection Mechanisms, EXPERIMENTAL EVIDENCE ON ENGLISH AUCTIONS: ORAL OUTCRY VERSUS CLOCK, Bayesian analysis of censored response data in family-based genetic association studies, A penalized spline estimator for fixed effects panel data models, Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model, On the optimal generalization error for weighted least squares under variable individual supervision times, Copula Density Estimation by Total Variation Penalized Likelihood, Identification of peer effects using group size variation, Design-based analysis in difference-in-differences settings with staggered adoption, Statistical analysis of zero-inflated nonnegative continuous data: a review, Civic capital and support for the welfare state, The asymptotic distribution of the F‐test statistic for individual effects, Preference measurement in health using experiments, The Sample Selection Model from a Method of Moments Perspective, Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors, Statistical inference of partially specified spatial autoregressive model, The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models, On the extended two-parameter generalized skew-normal distribution, Heterogeneity and selection in dynamic panel data, Maximum likelihood estimation of spatially and serially correlated panels with random effects, Risk disclosure and firm operational efficiency, Model averaging in semiparametric estimation of treatment effects, Testing for serial independence of panel errors, Instrumental variable estimation based on conditional median restriction, Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large, Inverse probability weighted estimation for general missing data problems, Fixed effects instrumental variables estimation in correlated random coefficient panel data models, Birth-spacing, fertility and neonatal mortality in India: dynamics, frailty, and fecundity, Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution, Nonparametric estimation and testing of fixed effects panel data models, Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators, Valid tests of whether technical inefficiency depends on firm characteristics, The effect of college curriculum on earnings: an affinity identifier for non-ignorable non-response bias, Heterogeneous impacts in PROGRESA, Panel data methods for fractional response variables with an application to test pass rates, Demand and supply estimation biases due to omission of durability, Increasing the price variation in a repeated cross section, Discrete choice modeling with nonstationary panels applied to exchange rate regime choice, A note on the control function approach with an instrumental variable and a binary outcome, Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models, Testing a single regression coefficient in high dimensional linear models, Non-standard tests through a composite null and alternative in point-identified parameters, Testing competing models for non-negative data with many zeros, Quantile regression with clustered data, Empirical likelihood based inference for fixed effects varying coefficient panel data models, Unbalanced panel data: a survey, E pluribus unum? Authorities' design in financial supervision: trends and determinants, The role of framing, inequity and history in a corruption game: some experimental evidence, Using quantile regression for duration analysis, Multilevel and nonlinear panel data models, A simple and successful shrinkage method for weighting estimators of treatment effects, Linking Tukey's legacy to financial risk measurement, Case deletion diagnostics for GMM estimation, Second stage DEA: comparison of approaches for modelling the DEA score, Score-driven dynamic patent count panel data models, The 2005 Plenary Meeting on ``Missing data and measurement error, Sovereign risk contagion in the Eurozone, Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model, Estimating a random-coefficients sample-selection model using generalized maximum entropy, A computational trick for delta-method standard errors, A robust LR test for the GARCH model, Estimation of panel data models with binary indicators when treatment effects are not constant over time, Optimal discrete prediction in parametric binary response models, The block bootstrap test of Hausman's exogeneity in the presence of serial correlation, Bayesian robust inference of sample selection using selection-\(t\) models, Application of seemingly unrelated regression in medical data with intermittently observed time-dependent covariates, Transport costs and China's exports: some empirical evidences, Age dynamics and economic growth: revisiting the nexus in a nonparametric setting, A modified residual-based test for serial correlation in linear panel data models, Adverse selection, moral hazard and the demand for Medigap insurance, Grouped effects estimators in fixed effects models, Alternative approaches for econometric modeling of panel data using mixture distributions, Does trade integration alter monetary policy transmission?, A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated, Specification tests and tests for overidentifying restrictions in panel data models with selection, Oracle inequalities and optimal inference under group sparsity, Are private schools better than public schools? Appraisal for Ireland by methods for observational studies, A seemingly unrelated regression model in a credibility framework., Selection bias in linear mixed models, Quantile regression for duration models with time-varying regressors, A note on the Tobit model in the presence of a duration variable, The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals, Peak-end rule versus average utility: How utility aggregation affects evaluations of experiences, Nonparametric identification in nonseparable panel data models with generalized fixed effects, Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels, Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models, The impact of a Hausman pretest on the size of a hypothesis test: the panel data case, Testing single-index restrictions with a focus on average derivatives, OLS with multiple high dimensional category variables, Do people make strategic commitments? Experimental evidence on strategic information avoidance, Causal inference in statistics: an overview, Fixed effects estimation of structural parameters and marginal effects in panel probit models, The impact of estimation uncertainty on covariate effects in nonlinear models, A methodological approach to the comparison of municipal balance-sheet figures, On estimating firm-level production functions using proxy variables to control for unobservables, Econometric modeling of technical change, Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors, Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome, `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk, Regression with imputed covariates: a generalized missing-indicator approach, Bias corrections for two-step fixed effects panel data estimators, Bayesian inference in a sample selection model, Set identification via quantile restrictions in short panels, Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects, Treatment effects in sample selection models and their nonparametric estimation, Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study, Management of banking network stability taking into account industry-specific risks, Using least squares and Tobit in second stage DEA efficiency analyses, Collusion as public monitoring becomes noisy: Experimental evidence, Modelling nonlinear count time series with local mixtures of Poisson autoregressions, Coordinated voting in sequential and simultaneous elections: some experimental evidence, Perception of own death risk, Stated beliefs versus inferred beliefs: a methodological inquiry and experimental test, How do epidemics induce behavioral changes?, A note on binary choice duration models, Maximum likelihood estimation of input demand models with fixed costs of adjustment, Managing supply chain backorders under vendor managed inventory: an incentive approach and empirical analysis, The value of safety as revealed in the Swedish car market: an application of the hedonic pricing approach, The importance of intentions in the mechanism of reproductive behaviour formation