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Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M. - In: Journal of econometrics 182 (2014) 1, pp. 226-234
Persistent link: https://www.econbiz.de/10010497086
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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
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What are we weighting for?
Solon, Gary; Haider, Steven; Wooldridge, Jeffrey M. - In: Journal of human resources : JHR 50 (2015) 2, pp. 301-316
Persistent link: https://www.econbiz.de/10011305707
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Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.; Zhu, Ying - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
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When should you adjust standard errors for clustering?
Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2017
Persistent link: https://www.econbiz.de/10011772277
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When should you adjust standard errors for clustering?
Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2017
Persistent link: https://www.econbiz.de/10011776032
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Finite population causal standard errors
Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2014 - Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
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Quasi-generalized least squares regression estimation with spatial data
Lu, Cuicui; Wooldridge, Jeffrey M. - In: Economics letters 156 (2017), pp. 138-141
Persistent link: https://www.econbiz.de/10011822389
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The robustness of conditional logit for binary response panel data models with serial correlation
Kwak, Do Won; Martin, Robert S.; Wooldridge, Jeffrey M. - 2018
Persistent link: https://www.econbiz.de/10011911209
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A general double robustness result for estimating average treatment effects
Słoczyński, Tymon; Wooldridge, Jeffrey M. - In: Econometric theory 34 (2018) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10011950928