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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim - In: Econometric reviews 11 (1992) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
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A unified approach to robust, regression-based specification tests
Wooldridge, Jeffrey M. - In: Econometric theory 6 (1990) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001085419
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Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M. - In: Econometric theory 4 (1988) 2, pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
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Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M. - In: Journal of econometrics 90 (1999) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
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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/10001232221
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Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi; Wooldridge, Jeffrey M. - In: Econometric theory 18 (2002) 3, pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
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A test for functional form against nonparametric alternatives
Wooldridge, Jeffrey M. - In: Econometric theory 8 (1992) 4, pp. 452-475
Persistent link: https://www.econbiz.de/10001137705
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An empirical investigation of the Box-Cox model and a nonlinear least squares alternative
Berndt, Ernst R. - In: Econometric reviews 12 (1993) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10001141850