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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

Simple approaches to nonlinear difference-in-differences with panel data

Wooldridge, Jeffrey M. - In: The econometrics journal 26 (2023) 3, pp. C31-C66

Persistent link: https://www.econbiz.de/10014391676

On different approaches to obtaining partial effects in binary response models with endogenous regressors

Lin, Wei; Wooldridge, Jeffrey M. - In: Economics letters 134 (2015), pp. 58-61

Persistent link: https://www.econbiz.de/10011432248

Finite population causal standard errors

Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2014

Persistent link: https://www.econbiz.de/10010393956

A computational trick for delta-method standard errors

Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Economics letters 86 (2005) 3, pp. 413-417

Persistent link: https://www.econbiz.de/10002680697

Econometric analysis of cross section and panel data ; [Hauptbd.]

Wooldridge, Jeffrey M. - 2002

Persistent link: https://www.econbiz.de/10001663524

Solutions manual and supplementary materials for Econometric analysis of cross section and panel data

Wooldridge, Jeffrey M. - 2003

Persistent link: https://www.econbiz.de/10001752640

Revisiting regression adjustment in experiments with heterogeneous treatment effects

Negi, Akanksha; Wooldridge, Jeffrey M. - In: Econometric reviews 40 (2021) 5, pp. 504-534

Persistent link: https://www.econbiz.de/10012515616

Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators

Wooldridge, Jeffrey M. - 2021

I establish the equivalence between the two-way fixed effects (TWFE) estimator and an estimator obtained from a pooled ordinary least squares regression that includes unit-specific time averages and time-period specific cross-sectional averages, which I call the two-way Mundlak (TWM) regression....

Persistent link: https://www.econbiz.de/10013215578

A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching

Murtazashvili, Irina; Wooldridge, Jeffrey M. - In: Journal of econometrics 190 (2016) 2, pp. 252-266

Persistent link: https://www.econbiz.de/10011592263