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~person:"Wooldridge, Jeffrey M."
~subject:"Panel"
~subject:"Schätztheorie"
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Wooldridge, Jeffrey M.
Pesaran, M. Hashem
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98
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79
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69
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ECONIS (ZBW)
28
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1
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:
2
Control function methods in applied econometrics
Wooldridge, Jeffrey M.
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 420-445
Persistent link: https://www.econbiz.de/10011305698
Saved in:
3
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
4
Econometric methods for fractional response variables with an application to 401 (k) plan participation rates
Papke, Leslie E.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 619-632
Persistent link: https://www.econbiz.de/10001211082
Saved in:
5
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:
6
Econometric analysis of cross section and panel data ; [Hauptbd.]
Wooldridge, Jeffrey M.
-
2002
Persistent link: https://www.econbiz.de/10001663524
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
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
Saved in:
9
Some alternatives to the box-cox regression model
Wooldridge, Jeffrey M.
- In:
International economic review
33
(
1992
)
4
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001133624
Saved in:
10
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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