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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
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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
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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
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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