J. Wooldridge

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Applications of Generalized Method of Moments Estimation

J. Wooldridge, 2001 .

Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models

J. Wooldridge, 2005, Review of Economics and Statistics.

VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS

J. Wooldridge, 2005, Econometric Theory.

ACKNOWLEDGMENT OF RELATED PRIOR WORK

J. Wooldridge, 2006, Econometric Theory.

Introduction to Econometrics

J. Wooldridge, 2013 .

Should Instrumental Variables be Used as Matching Variables

J. Wooldridge, 2016 .

Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates

Leslie E. Papke, J. Wooldridge, 1993 .

A Capital Asset Pricing Model with Time-Varying Covariances

J. Wooldridge, R. Engle, T. Bollerslev, 1988, Journal of Political Economy.

Estimation and inference for dependent processes

J. Wooldridge, 1994 .

On estimating firm-level production functions using proxy variables to control for unobservables

J. Wooldridge, 2009 .

A Unified Approach to Robust, Regression-Based Specification Tests

J. Wooldridge, 1990, Econometric Theory.

On the application of robust, regression- based diagnostics to models of conditional means and conditional variances

Jeffrey M. Wooldridge, J. Wooldridge, 1991 .

Quasi-maximum likelihood estimation of dynamic models with time varying covariances

Tim Bollerslev, Jeffrey M. Wooldridge, J. Wooldridge, 1988 .

The Asymptotic Power of RESET for Detecting Omitted Variables

J. Wooldridge, 1994, Econometric Theory.

Partial maximum likelihood estimation of spatial probit models

Jeffrey M. Wooldridge, Emma M. Iglesias, J. Wooldridge, 2013 .

Multiplicative Panel Data Models Without the Strict Exogeneity Assumption

J. Wooldridge, 1997, Econometric Theory.

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

J. Wooldridge, T. Bollerslev, Tim Bollerslev, 1992 .

Control Function Methods in Applied Econometrics

J. Wooldridge, 2015, The Journal of Human Resources.

Inverse probability weighted estimation for general missing data problems

J. Wooldridge, 2004 .

Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model

J. Wooldridge, 2003 .

Distribution-free estimation of some nonlinear panel data models

J. Wooldridge, 1999 .

Panel data methods for fractional response variables with an application to test pass rates

Leslie E. Papke, J. Wooldridge, 2008 .

Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes

Jeffrey M. Wooldridge, H. White, J. Wooldridge, 1988, Econometric Theory.

SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS

Qi Li, Jeffrey M. Wooldridge, J. Wooldridge, 2002, Econometric Theory.

Estimating average partial effects under conditional moment independence assumptions

Jeffrey M. Wooldridge, J. Wooldridge, 2004 .

Specification testing and quasi-maximum-likelihood estimation

Jeffrey M. Wooldridge, J. Wooldridge, 1991 .

Control Function Estimation of Spatial Error Models with Endogeneity∗

J. Wooldridge, P. Schmidt, K. Kim, 2017 .

A Test for Functional Form Against Nonparametric Alternatives

Jeffrey M. Wooldridge, J. Wooldridge, 1992, Econometric Theory.

Applications of Generalized Method of Moments Estimation

J. Wooldridge, 2001 .

Can Value-Added Measures of Teacher Education Performance Be Trusted?

Cassandra M. Guarino, J. Wooldridge, C. Guarino, 2012 .

Putting a value on injuries to natural assets: The BP oil spill

Michael P. Welsh, J. Wooldridge, J. Krosnick, 2017, Science.

WORKING PAPER SERIES UNDERSTANDING AND EVALUATING THE SAS â EVAAS â UNIVARIATE RESPONSE MODEL ( URM ) FOR MEASURING TEACHER EFFECTIVENESS

Kelly N. Vosters, J. Wooldridge, Cassandra M. Guranio, 2018 .

An Evaluation of Empirical Bayes' Estimation of Value- Added Teacher Performance Measures. Working Paper #31. Revised.

Mark D. Reckase, Jeffrey M. Wooldridge, Cassandra M. Guarino, 2014 .

The Curse of Dimensionality and Regularization An early occurrence of the term ‘ Big

J. Wooldridge, E. Gautier, C. D. Mol, 2022 .

J. Wooldridge, 2019, Journal of Econometrics.

Revisiting regression adjustment in experiments with heterogeneous treatment effects

J. Wooldridge, Akanksha Negi, 2020 .

Efficient Estimation under Heteroskedasticity

J. Wooldridge, 1994, Econometric Theory.

Evaluating Value-Added Methods of Estimating of Teacher Performance.

Mark D. Reckase, Jeffrey M. Wooldridge, Cassandra M. Guarino, 2011 .

CLUSTER-SAMPLE METHODS IN APPLIED ECONOMETRICS: AN EXTENDED ANALYSIS

Jeffrey M. Wooldridge, J. Wooldridge, 2006 .

Solutions: Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error

J. Wooldridge, 1996, Econometric Theory.

A Comparison of Student Growth Percentile and Value-Added Models of Teacher Performance

Mark D. Reckase, Jeffrey M. Wooldridge, Cassandra M. Guarino, 2014 .

Chapter 9. Diagnostic Testing

Jeffrey M. Wooldridge, J. Wooldridge, 2007 .

Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables

Jeffrey M. Wooldridge, J. Wooldridge, 2014 .

Quasi‐Likelihood Methods for Count Data

Jeffrey M. Wooldridge, J. Wooldridge, 2008 .

Econometrics: Panel Data Methods

Jeffrey M. Wooldridge, J. Wooldridge, 2009, Encyclopedia of Complexity and Systems Science.

Introductory econometrics, Wooldridge, 2nd edition

Jeffrey M. Wooldridge, J. Wooldridge, 2007 .

Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data

Ying Zhu, Jeffrey M. Wooldridge, J. Wooldridge, 2020 .

A simple, robust test for choosing the level of fixed effects in linear panel data models

Leslie E. Papke, J. Wooldridge, 2022, Empirical Economics.

Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment

J. Wooldridge, S. D. Uysal, Tymon Sloczy'nski, 2022, SSRN Electronic Journal.

Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers

J. Wooldridge, K. Boyle, 2018, Environmental and Resource Economics.

Asymptotic properties of econometric estimators

J. Wooldridge, 1986 .

An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses

J. Wooldridge, 1989 .

Introductory Econometrics: A Modern Approach

Jeffrey M. Wooldridge, J. Wooldridge, 1999 .

Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers

Jeffrey M. Wooldridge, Kevin J. Boyle, J. Wooldridge, 2018 .

Inference in Approximately Sparse Correlated Random Effects Probit Models

Ying Zhu, J. Wooldridge, Ying Zhu, 2017 .

Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data

Qi Li, Jeffrey S. Racine, Jeffrey M. Wooldridge, 2009 .

Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis

Susan Athey, Guido W. Imbens, Alberto Abadie, 2017, Econometrica.

Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data

Jeffrey M. Wooldridge, J. Wooldridge, 2003 .

A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form

J. Wooldridge, Cuicui Lu, 2020, Applied Economics Letters.

The Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity

Jeffrey M. Wooldridge, J. Wooldridge, 2002 .

What Are We Weighting For?

Jeffrey M. Wooldridge, Gary Solon, Steven J. Haider, 2013, The Journal of Human Resources.

Finite Population Causal Standard Errors

Susan Athey, Alberto Abadie, Jeffrey M. Wooldridge, 2014 .

A Common Error in the Treatment of Trending Time Series

J. Wooldridge, D. Quah, 1988 .

When Should You Adjust Standard Errors for Clustering?

Susan Athey, Jeffrey Wooldridge, Alberto Abadie, 2017, The Quarterly Journal of Economics.

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

J. Wooldridge, 2021, SSRN Electronic Journal.

A computational trick for delta-method standard errors

Jeffrey M. Wooldridge, Leslie E. Papke, J. Wooldridge, 2005 .

Inverse probability weighted M-estimators for sample selection, attrition, and stratification

Jeffrey M. Wooldridge, J. Wooldridge, 2002 .

Selection corrections for panel data models under conditional mean independence assumptions

Jeffrey M. Wooldridge, J. Wooldridge, 1995 .

Fixed effects instrumental variables estimation in correlated random coefficient panel data models

J. Wooldridge, Irina Murtazashvili, 2008 .

The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation

J. Wooldridge, D. Kwak, Robert S. Martin, 2021, Journal of Econometric Methods.

Testing and Correcting for Endogeneity in Nonlinear Unobserved Effects Models

J. Wooldridge, Wei Lin, 2019, Panel Data Econometrics.

Estimation of dynamic panel data models with sample selection

Jeffrey M. Wooldridge, Anastasia Semykina, J. Wooldridge, 2013 .

Cluster-Sample Methods in Applied Econometrics

Jeffrey M. Wooldridge, J. Wooldridge, 2003 .

Comparing and assessing the consequences of two different approaches to measuring school effectiveness

Jeffrey M. Wooldridge, Cassandra M. Guarino, Brian Stacy, 2019, Educational Assessment, Evaluation and Accountability.

Estimating Panel Data Models in the Presence of Endogeneity and Selection

Jeffrey M. Wooldridge, Anastasia Semykina, J. Wooldridge, 2010 .

Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization

J. Wooldridge, Qi Li, J. Racine, 2008 .

Can Value-Added Measures of Teacher Performance Be Trusted?

Mark D. Reckase, Jeffrey M. Wooldridge, Cassandra M. Guarino, 2012, Education Finance and Policy.

Robust and Efficient Estimation of Potential Outcome Means under Random Assignment.

J. Wooldridge, Akanksha Negi, 2020, 2010.01800.

Fractional response models with endogeneous explanatory variables and heterogeneity

J. Wooldridge, 2011 .

Solutions manual and supplementary material for econometric analysis of cross section and panel data, second edition

J. Wooldridge, Jeffrey M Wooldridge, 2007 .

Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect

J. Wooldridge, S. D. Uysal, Tymon Sloczy'nski, 2022, SSRN Electronic Journal.

Binary response panel data models with sample selection and self‐selection

J. Wooldridge, Anastasia Semykina, 2018 .

Instrumental variables estimation of the average treatment effect in the correlated random coefficient model

J. Wooldridge, 2008 .

Regression-based inference in linear time series models with incomplete dynamics

J. Wooldridge, 1990 .

On Estimating Partial Effects after Retransformation

J. Wooldridge, Shengwu Shang, 2016 .

Asymptotic properties of weighted M-estimators for variable probability samples

Jeffrey M. Wooldridge, J. Wooldridge, 1999 .

Preliminary Draft Not for Citation What Are We Weighting For ?

J. Wooldridge, Gary Solon, Steven J. Haider, 2013 .

Identification and Inference for Econometric Models: Unobserved Heterogeneity and Estimation of Average Partial Effects

Jeffrey M. Wooldridge, J. Wooldridge, 2005 .

9 PrEsiDENtial aPProVal aND gas PricEs Sociotropic or Pocketbook Influence ? 1

J. Wooldridge, J. Krosnick, Laurel M Harbridge, 2016 .

A note on the Lagrange multiplier and F-statistics for two stage least squares regressions

J. Wooldridge, 1990 .

Some Alternatives to the Box-Cox Regression Model

Jeffrey M. Wooldridge, J. Wooldridge, 1992 .

On two stage least squares estimation of the average treatment effect in a random coefficient model

J. Wooldridge, 1997 .

An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures

Mark D. Reckase, Jeffrey M. Wooldridge, Cassandra M. Guarino, 2015 .

On the robustness of fixed effects and related estimators in correlated random coefficient panel data models.

J. Wooldridge, 2004 .

J. Wooldridge, Riju Joshi, 2019, Annals of Economics and Statistics.

Non linear correlated random effects models with endogeneity and unbalanced panels

Leslie E. Papke, J. Wooldridge, Mike Bates, 2024, Econometric Reviews.

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

J. Wooldridge, Irina Murtazashvili, 2016 .

Rejoinder

J. Wooldridge, Ying Zhu, 2019, Journal of Business & Economic Statistics.

ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES

Jeffrey M. Wooldridge, J. Wooldridge, 2001, Econometric Theory.

Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?

Cassandra M. Guarino, Brian Stacy, J. Wooldridge, 2013, Economics of Education Review.

NBER WORKING PAPER SERIES FINITE POPULATION CAUSAL STANDARD ERRORS

G. Imbens, J. Wooldridge, S. Athey, 2022 .

A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS

Tymon Słoczyński, Jeffrey M. Wooldridge, J. Wooldridge, 2014, Econometric Theory.

Difference-in-Differences with Multiple Time Periods∗

Xiaohong Chen, J. Wooldridge, Bruno Ferman, 2019 .

Information and Household Expectations in Developing Countries : Evidence From a Natural Experiment

Wallace P. Mullin, Paul E. Carrillo, J. Wooldridge, 2009 .

Managers with and without Style: Evidence Using Exogenous Variation

Alexander W. Butler, David A. Chapman, Charles J. Hadlock, 2013 .

A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables

Jeffrey M. Wooldridge, J. Wooldridge, 2000 .

A simple method for estimating unconditional heterogeneity distributions in correlated random effects models

J. Wooldridge, 2011 .

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

J. Wooldridge, Wei Lin, 2015 .

Binary and Fractional Response Models with Continuous and Binary Endogenous Explanatory Variables

J. Wooldridge, Wei Lin, 2016 .

Simple Approaches to Nonlinear Difference-in-Differences with Panel Data

J. Wooldridge, 2023, SSRN Electronic Journal.

Panel data estimation in finance : parameter consistency and the standard error

Charles J. Hadlock, J. Wooldridge, William Grieser, 2015 .

INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA

Jeffrey M. Wooldridge, J. Wooldridge, 2005, Econometric Theory.

A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model

J. Wooldridge, 1989 .

INV ARIANCE PRINCIPLES 211

H. White, J. Wooldridge, 2001 .

A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity

J. Wooldridge, 1987 .

Dynamic Conditional Beta

J. Wooldridge, R. Engle, A. Monfort, 2014 .

Introductory Econometrics: A Modern Approach

J. Wooldridge, 1999 .

A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative

J. Wooldridge, E. Berndt, M. Showalter, 1990 .

Statistical significance is okay, too: comment on "Size Matters"

J. Wooldridge, 2004 .

Big data in economics: evolution or revolution?

Christine De Mol, Domenico Giannone, Herman Van Dijk, 2017 .

An empirical investigation of the box-cox model and a nonlinear least squares alternative

J. Wooldridge, E. Berndt, M. Showalter, 1993 .

Using generalized estimating equations to estimate nonlinear models with spatial data

J. Wooldridge, Weining Wang, Cuicui Lu, 2018, 1810.05855.

Adaptive kernel density estimation

J. S. Long, T. Lumley, J. Wooldridge, 2007 .

A Simple Specification Test for the Predictive Ability of Transformation Models

J. Wooldridge, 1994 .

When Should You Adjust Standard Errors for Clustering?

G. Imbens, J. Wooldridge, S. Athey, 2017, The Quarterly Journal of Economics.

Specification Tests in Unbalanced Panels with Endogeneity

J. Wooldridge, Riju Joshi, 2017 .