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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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On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M. - In: Economics letters 194 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
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Correlated random effects models with unbalanced panels
Wooldridge, Jeffrey M. - In: Journal of econometrics 211 (2019) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10012303605
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Should instrumental variables be used as matching variables?
Wooldridge, Jeffrey M. - In: Research in economics : an international review of economics 70 (2016) 2, pp. 232-237
Persistent link: https://www.econbiz.de/10011631136
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Introductory econometrics : a modern approach
Wooldridge, Jeffrey M.
Persistent link: https://www.econbiz.de/10004423016
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What is a standard error? : (and how should we compute it?)
Wooldridge, Jeffrey M. - In: Journal of econometrics 237 (2023) 2,1, pp. 1-8
Persistent link: https://www.econbiz.de/10014471508
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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
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Introductory econometrics : a modern approach
Wooldridge, Jeffrey M. - 2003 - 2. edition
Persistent link: https://www.econbiz.de/10013485230
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Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M. - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10004899935
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Solutions manual and supplementary materials for econometric analysis of cross section and panel data
Wooldridge, Jeffrey M. - 2003
Persistent link: https://www.econbiz.de/10008687046