| “What’s New in Econometrics” Lecture 5 G Imbens, J Wooldridge NBER, 2007 | 264 | 2007 |
| 03.2. 1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model JM Wooldridge Econometric Theory 19 (2), 411-412, 2003 | 10* | 2003 |
| 10. Secondary Data Sources JM Wooldridge A Handbook, 140, 0 | | |
| 1993 NORTH AMERICAN WINTER MEETING OF THE ECONOMETRIC SOCIETY ANNOUNCEMENT AND CALL FOR PAPERS D Abrcu, F Allen, S Borenstein, G Borjas, A Case, S Durlauf, ... | | |
| 401k JM Wooldridge Instructional Stata datasets for econometrics, 2000 | | 2000 |
| 401ksubs JM Wooldridge Instructional Stata datasets for econometrics, 2000 | | 2000 |
| 420 Markus Cangi und Thomas A. DiPrett Rubin, Donald В., 1978: Bayesian Inference for Causal Effects. Annals of Statistics 6: 34—58. Rubin, Donald В., 1991: Practical … HL Smith, JA Smith, PE Todd, ME Sobel, G Arminger, CС Clogg, ... | | |
| A capital asset pricing model with time-varying covariances T Bollerslev, RF Engle, JM Wooldridge Journal of political Economy 96 (1), 116-131, 1988 | 4898 | 1988 |
| A common error in the treatment of trending time series D Quah, JM Wooldridge Cambridge, Mass.: Dept. of Economics, Massachusetts Institute of Technology, 1988 | 11 | 1988 |
| A comparison of growth percentile and value-added models of teacher performance CM Guarino, MD Reckase, B Stacy, JM Wooldridge IZA Discussion Paper, 2014 | 18 | 2014 |
| A Comparison of Growth Percentile and Value-Added Models of Teacher Performance. Working Paper# 39. CM Guarino, MD Reckase, BW Stacy, JM Wooldridge Education Policy Center at Michigan State University, 2014 | 1 | 2014 |
| A comparison of student growth percentile and value-added models of teacher performance C Guarino, M Reckase, B Stacy, J Wooldridge Statistics and Public Policy 2 (1), 1-11, 2015 | 64 | 2015 |
| A computational trick for delta-method standard errors LE Papke, JM Wooldridge Economics Letters 86 (3), 413-417, 2005 | 172 | 2005 |
| A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model JM Wooldridge Economics letters 31 (3), 239-243, 1989 | 55 | 1989 |
| A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching I Murtazashvili, JM Wooldridge Journal of econometrics 190 (2), 252-266, 2016 | 80 | 2016 |
| A design-based approach to spatial correlation R Xu, JM Wooldridge arXiv preprint arXiv:2211.14354, 2022 | 6 | 2022 |
| A Formal Investigation of “Bad” Controls JM Wooldridge Available at SSRN 4688295, 0 | | |
| A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables JM Wooldridge Economics Letters 68 (3), 245-250, 2000 | 152 | 2000 |
| A general double robustness result for estimating average treatment effects T Słoczyński, JM Wooldridge Econometric Theory 34 (1), 112-133, 2018 | 110 | 2018 |
| A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form C Lu, JM Wooldridge Applied Economics Letters 27 (12), 997-1001, 2020 | 21 | 2020 |
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