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Consistency of optimization estimators
Wooldridge, Jeffrey M.; White, Halbert - 1985
Persistent link: https://www.econbiz.de/10000909165
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Estimation and inference for dependent processes
Wooldridge, Jeffrey M. - 1994
Persistent link: https://www.econbiz.de/10001327601
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Qasi-likelihood methods for count data
Wooldridge, Jeffrey M. - 1997
Persistent link: https://www.econbiz.de/10001328882
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[Rezension von: Manski, Charles F., Analog estimation methods in econometrics]
Wooldridge, Jeffrey M. - In: Journal of economic literature 28 (1990) 4, pp. 1738-1740
Persistent link: https://www.econbiz.de/10001344442
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[Rezension von: Banerjee, Anindya, ..., Co-integration, error correction, and the econometric analysis of non-stationary data]
Wooldridge, Jeffrey M. - In: Journal of economic literature 33 (1995) 2, pp. 820-821
Persistent link: https://www.econbiz.de/10001347393
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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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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
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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
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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