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Jeffrey M. Wooldridge · Study
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Author
Jeffrey M. Wooldridge
17 works
· latest 2018
· 3 institutions
cluster: provisional
ORCID 0000-0002-1579-6406
Works
17 shown
Correlated random effects models with unbalanced panels
Journal of Econometrics
·
2018
·
1 author
659
citations
Putting a value on injuries to natural assets: The BP oil spill
Science
·
2017
·
20 authors
·
Open access
171
citations
Can Value-Added Measures of Teacher Performance Be Trusted?
Education Finance and Policy
·
2014
·
3 authors
171
citations
Estimating panel data models in the presence of endogeneity and selection
Journal of Econometrics
·
2010
·
2 authors
583
citations
On estimating firm-level production functions using proxy variables to control for unobservables
Economics Letters
·
2009
·
1 author
1,443
citations
Panel data methods for fractional response variables with an application to test pass rates
Journal of Econometrics
·
2008
·
2 authors
1,319
citations
Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models
The Review of Economics and Statistics
·
2005
·
1 author
364
citations
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Journal of Applied Econometrics
·
2005
·
1 author
·
Open access
1,800
citations
Cluster-Sample Methods in Applied Econometrics
American Economic Review
·
2003
·
1 author
1,219
citations
Econometric Analysis of Cross Section and Panel Data
RePEc: Research Papers in Economics
·
2001
·
1 author
·
preprint
27,575
citations
Distribution-free estimation of some nonlinear panel data models
Journal of Econometrics
·
1999
·
1 author
863
citations
Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
Econometric Theory
·
1997
·
1 author
·
Open access
185
citations
A Capital-Asset Pricing Model with Time-varying Covariances
·
1995
·
3 authors
·
chapter
194
citations
Selection corrections for panel data models under conditional mean independence assumptions
Journal of Econometrics
·
1995
·
1 author
910
citations
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Econometric Reviews
·
1992
·
2 authors
3,220
citations
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
Econometric Theory
·
1988
·
2 authors
254
citations
A Capital Asset Pricing Model with Time-Varying Covariances
Journal of Political Economy
·
1988
·
3 authors
·
Open access
3,145
citations