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ACKNOWLEDGMENT OF RELATED PRIOR WORK
Wooldridge, Jeffrey M. - In: Econometric theory 22 (2006) 6, pp. 1177-1178
Persistent link: https://www.econbiz.de/10007393743
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Consistency of OLS in the Presence of Lagged Dependent Variable and Serially Correlated Errors
Wooldridge, Jeffrey M. - In: Econometric theory 14 (1998) 2, pp. 285
Persistent link: https://www.econbiz.de/10006993137
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Multiplicative Panel Data Models without the Strict Exogeneity Assumption
Wooldridge, Jeffrey M. - In: Econometric theory 13 (1997) 5, pp. 667-678
Persistent link: https://www.econbiz.de/10006996203
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Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error
Wooldridge, Jeffrey M. - In: Econometric theory 12 (1996) 2, pp. 402
Persistent link: https://www.econbiz.de/10007000171
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The Asymptotic Power of RESET for Detecting Omitted Variables
Wooldridge, Jeffrey M. - In: Econometric theory 12 (1996) 1, pp. 209
Persistent link: https://www.econbiz.de/10007001122
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Efficient Estimation under Heteroskedasticity
Wooldridge, Jeffrey M. - In: Econometric theory 11 (1995) 4, pp. 797
Persistent link: https://www.econbiz.de/10007005277
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Asymptotic Properties of Tests for Heteroskedasticity Under Measurement Error
Wooldridge, Jeffrey M. - In: Econometric theory 11 (1995) 2, pp. 399
Persistent link: https://www.econbiz.de/10007007253
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The Asymptotic Power of RESET for Detecting Omitted Variables
Wooldridge, Jeffrey M. - In: Econometric theory 10 (1994) 5, pp. 968
Persistent link: https://www.econbiz.de/10007014632
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On the Limits of GLM for Specification Testing: A Comment on Gurmu and Trivedi
Wooldridge, Jeffrey M. - In: Econometric theory 10 (1994) 2, pp. 409-418
Persistent link: https://www.econbiz.de/10007014679
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Efficient Estimation Under Heteroskedasticity
Wooldridge, Jeffrey M. - In: Econometric theory 10 (1994) 1, pp. 223
Persistent link: https://www.econbiz.de/10007014694