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~isPartOf:"Economics letters"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~isPartOf:"Working papers / Harvard Business School, Division of Research"
~person:"Wooldridge, Jeffrey M."
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Lohn"
~subject:"Savings"
~subject:"Theory"
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Wooldridge, Jeffrey M.
Peel, David
22
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Economics letters
The journal of economic perspectives : EP ; a journal of the American Economic Association
Working papers / Harvard Business School, Division of Research
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7
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3
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3
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ECONIS (ZBW)
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1
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Wooldridge, Jeffrey M.
- In:
Economics letters
113
(
2011
)
1
,
pp. 12-15
Persistent link: https://www.econbiz.de/10009303208
Saved in:
2
On estimating firm-level production functions using proxy variables to control for unobservables
Wooldridge, Jeffrey M.
- In:
Economics letters
104
(
2009
)
3
,
pp. 112-114
Persistent link: https://www.econbiz.de/10003870087
Saved in:
3
Applications of generalized method of moments estimation
Wooldridge, Jeffrey M.
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001639339
Saved in:
4
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
Saved in:
5
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
Saved in:
6
A simple test for the consistency of dynamic linear regression in rational distributed lag models
MacClain, Katherine Tara
- In:
Economics letters
48
(
1995
)
3
,
pp. 235-240
Persistent link: https://www.econbiz.de/10001184872
Saved in:
7
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
8
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
Saved in:
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