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subject:"Estimation"
subject:"Theory"
~person:"Silva, João Santos"
~person:"Wooldridge, Jeffrey M."
~subject:"Heteroscedasticity"
~subject:"Panel study"
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100
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100
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28
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24
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24
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Silva, João Santos
Wooldridge, Jeffrey M.
Pesaran, M. Hashem
122
Phillips, Peter C. B.
105
Baltagi, Badi H.
91
Härdle, Wolfgang
80
Gao, Jiti
71
Gouriéroux, Christian
57
Linton, Oliver
55
Newey, Whitney K.
54
Andrews, Donald W. K.
51
Hsiao, Cheng
47
Swanson, Norman R.
47
Franses, Philip Hans
46
Heckman, James J.
44
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43
Lee, Lung-fei
42
Diebold, Francis X.
41
Robinson, Peter M.
41
McAleer, Michael
40
Hayakawa, Kazuhiko
38
Imbens, Guido
38
Kapetanios, George
38
Li, Qi
37
Winkelmann, Rainer
37
Giles, David E. A.
36
Lechner, Michael
36
Su, Liangjun
36
Bai, Jushan
34
Ullah, Aman
34
Horowitz, Joel
33
Zakoïan, Jean-Michel
33
Koop, Gary
32
Hahn, Jinyong
31
Weidner, Martin
31
Cai, Zongwu
30
Kao, Chihwa
30
Angrist, Joshua D.
29
Bera, Anil K.
29
Chudik, Alexander
29
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29
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6
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1
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ECONIS (ZBW)
46
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1
The log of gravity at 15
Silva, João Santos
;
Tenreyro, Silvana
- In:
Portuguese economic journal
21
(
2022
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10013463066
Saved in:
2
A simple, robust test for choosing the level of fixed effects in linear panel data models
Papke, Leslie E.
;
Wooldridge, Jeffrey M.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2683-2701
Persistent link: https://www.econbiz.de/10014329007
Saved in:
3
Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M.
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
Saved in:
4
The robustness of conditional logit for binary response panel data models with serial correlation
Kwak, Do Won
;
Martin, Robert S.
;
Wooldridge, Jeffrey M.
- In:
Journal of econometric methods
12
(
2023
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10013554703
Saved in:
5
Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.
;
Zhu, Ying
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
Saved in:
6
A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
Lu, Cuicui
;
Wooldridge, Jeffrey M.
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 997-1001
Persistent link: https://www.econbiz.de/10012267028
Saved in:
7
Quantiles via moments
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
Saved in:
8
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
-
Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
Saved in:
9
Estimating the extensive margin of trade
Silva, João Santos
;
Tenreyro, Silvana
;
Wei, Kehai
-
2012
Persistent link: https://www.econbiz.de/10009670824
Saved in:
10
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
Murtazashvili, Irina
;
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 252-266
Persistent link: https://www.econbiz.de/10011592263
Saved in:
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