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Jeffrey Marc Wooldridge

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Personal Details

First Name: Jeffrey
Middle Name: Marc
Last Name: Wooldridge
Suffix:

RePEc Short-ID: pwo39

Email:
Homepage: http://www.msu.edu/~ec/faculty/wooldridge/wooldridge.html
Postal Address: Department of Economics 110 Marshall-Adams Hall Michigan State University East Lansing, MI 48824-1038
Phone: 517-353-5972

Affiliation

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Works


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Working papers

  1. Jeffrey M. Wooldridge, 2011. "Fractional response models with endogeneous explanatory variables and heterogeneity," CHI11 Stata Conference 12, Stata Users Group.
  2. Anastasia Semykina & Jeffrey M. Woodridge, 2010. "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers wp2010_10_01, Department of Economics, Florida State University.
  3. Jeffrey Wooldridge, 2008. "Inference for partial effects in nonlinear panel-data models using Stata," Summer North American Stata Users' Group Meetings 2008 17, Stata Users Group, revised 28 Aug 2008.
  4. Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
  5. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Jeffrey M. Wooldridge, 2004. "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers CWP04/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Jeffrey M. Wooldridge, 2002. "Affairs," Instructional Stata datasets for econometrics affairs, Boston College Department of Economics.
  9. Jeffrey M. Wooldridge, 2002. "Engin," Instructional Stata datasets for econometrics engin, Boston College Department of Economics.
  10. Jeffrey M. Wooldridge, 2002. "Wine," Instructional Stata datasets for econometrics wine, Boston College Department of Economics.
  11. Jeffrey M. Wooldridge, 2002. "Twoyear," Instructional Stata datasets for econometrics twoyear, Boston College Department of Economics.
  12. Jeffrey M. Wooldridge, 2002. "Discrim," Instructional Stata datasets for econometrics discrim, Boston College Department of Economics.
  13. Jeffrey M. Wooldridge, 2002. "Fish," Instructional Stata datasets for econometrics fish, Boston College Department of Economics.
  14. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Jeffrey M. Wooldridge, 2002. "Rdtelec," Instructional Stata datasets for econometrics rdtelec, Boston College Department of Economics.
  16. Jeffrey M. Wooldridge, 2002. "Htv," Instructional Stata datasets for econometrics htv, Boston College Department of Economics.
  17. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Jeffrey M. Wooldridge, 2001. "Labsup," Instructional Stata datasets for econometrics labsup, Boston College Department of Economics.
  19. Jeffrey M. Wooldridge, 2001. "Nls80," Instructional Stata datasets for econometrics nls80, Boston College Department of Economics.
  20. Jeffrey M. Wooldridge, 2001. "Norway," Instructional Stata datasets for econometrics norway, Boston College Department of Economics.
  21. Jeffrey M. Wooldridge, 2001. "Q," Instructional Stata datasets for econometrics q, Boston College Department of Economics.
  22. Jeffrey M. Wooldridge, 2001. "Keane," Instructional Stata datasets for econometrics keane, Boston College Department of Economics.
  23. Jeffrey M. Wooldridge, 2001. "Pension," Instructional Stata datasets for econometrics pension, Boston College Department of Economics.
  24. Jeffrey M. Wooldridge, 2001. "Patent," Instructional Stata datasets for econometrics patent, Boston College Department of Economics.
  25. Jeffrey M. Wooldridge, 2001. "Nls81_87," Instructional Stata datasets for econometrics nls81_87, Boston College Department of Economics.
  26. Jeffrey M. Wooldridge, 2001. "Mathpnl," Instructional Stata datasets for econometrics mathpnl, Boston College Department of Economics.
  27. Jeffrey M. Wooldridge, 2001. "Nbasal," Instructional Stata datasets for econometrics nbasal, Boston College Department of Economics.
  28. Jeffrey M. Wooldridge, 2000. "Mlb1," Instructional Stata datasets for econometrics mlb1, Boston College Department of Economics.
  29. Jeffrey M. Wooldridge, 2000. "Hseinv," Instructional Stata datasets for econometrics hseinv, Boston College Department of Economics.
  30. Jeffrey M. Wooldridge, 2000. "Apple," Instructional Stata datasets for econometrics apple, Boston College Department of Economics.
  31. Jeffrey M. Wooldridge, 2000. "Cps91," Instructional Stata datasets for econometrics cps91, Boston College Department of Economics.
  32. Jeffrey M. Wooldridge, 2000. "Earns," Instructional Stata datasets for econometrics earns, Boston College Department of Economics.
  33. Jeffrey M. Wooldridge, 2000. "Ezunem," Instructional Stata datasets for econometrics ezunem, Boston College Department of Economics.
  34. Jeffrey M. Wooldridge, 2000. "Mroz," Instructional Stata datasets for econometrics mroz, Boston College Department of Economics.
  35. Jeffrey M. Wooldridge, 2000. "Phillips," Instructional Stata datasets for econometrics phillips, Boston College Department of Economics.
  36. Jeffrey M. Wooldridge, 2000. "Kielmc," Instructional Stata datasets for econometrics kielmc, Boston College Department of Economics.
  37. Jeffrey M. Wooldridge, 2000. "Attend," Instructional Stata datasets for econometrics attend, Boston College Department of Economics.
  38. Jeffrey M. Wooldridge, 2000. "Audit," Instructional Stata datasets for econometrics audit, Boston College Department of Economics.
  39. Jeffrey M. Wooldridge, 2000. "Card," Instructional Stata datasets for econometrics card, Boston College Department of Economics.
  40. Jeffrey M. Wooldridge, 2000. "Smoke," Instructional Stata datasets for econometrics smoke, Boston College Department of Economics.
  41. Jeffrey M. Wooldridge, 2000. "401ksubs," Instructional Stata datasets for econometrics 401ksubs, Boston College Department of Economics.
  42. Jeffrey M. Wooldridge, 2000. "Crime1," Instructional Stata datasets for econometrics crime1, Boston College Department of Economics.
  43. Jeffrey M. Wooldridge, 2000. "Fertil1," Instructional Stata datasets for econometrics fertil1, Boston College Department of Economics.
  44. Jeffrey M. Wooldridge, 2000. "Openness," Instructional Stata datasets for econometrics openness, Boston College Department of Economics.
  45. Jeffrey M. Wooldridge, 2000. "Prison," Instructional Stata datasets for econometrics prison, Boston College Department of Economics.
  46. Jeffrey M. Wooldridge, 2000. "Ceosal1," Instructional Stata datasets for econometrics ceosal1, Boston College Department of Economics.
  47. Jeffrey M. Wooldridge, 2000. "Injury," Instructional Stata datasets for econometrics injury, Boston College Department of Economics.
  48. Jeffrey M. Wooldridge, 2000. "Nyse," Instructional Stata datasets for econometrics nyse, Boston College Department of Economics.
  49. Jeffrey M. Wooldridge, 2000. "Athlet1," Instructional Stata datasets for econometrics athlet1, Boston College Department of Economics.
  50. Jeffrey M. Wooldridge, 2000. "Fringe," Instructional Stata datasets for econometrics fringe, Boston College Department of Economics.
  51. Jeffrey M. Wooldridge, 2000. "Prminwge," Instructional Stata datasets for econometrics prminwge, Boston College Department of Economics.
  52. Jeffrey M. Wooldridge, 2000. "Ezanders," Instructional Stata datasets for econometrics ezanders, Boston College Department of Economics.
  53. Jeffrey M. Wooldridge, 2000. "Hprice1," Instructional Stata datasets for econometrics hprice1, Boston College Department of Economics.
  54. Jeffrey M. Wooldridge, 2000. "Bwght," Instructional Stata datasets for econometrics bwght, Boston College Department of Economics.
  55. Jeffrey M. Wooldridge, 2000. "Pntsprd," Instructional Stata datasets for econometrics pntsprd, Boston College Department of Economics.
  56. Jeffrey M. Wooldridge, 2000. "Lowbrth," Instructional Stata datasets for econometrics lowbrth, Boston College Department of Economics.
  57. Jeffrey M. Wooldridge, 2000. "Fair," Instructional Stata datasets for econometrics fair, Boston College Department of Economics.
  58. Jeffrey M. Wooldridge, 2000. "Airfare," Instructional Stata datasets for econometrics airfare, Boston College Department of Economics.
  59. Jeffrey M. Wooldridge, 2000. "Grogger," Instructional Stata datasets for econometrics grogger, Boston College Department of Economics.
  60. Jeffrey M. Wooldridge, 2000. "Admnrev," Instructional Stata datasets for econometrics admnrev, Boston College Department of Economics.
  61. Jeffrey M. Wooldridge, 2000. "Rdchem," Instructional Stata datasets for econometrics rdchem, Boston College Department of Economics.
  62. Jeffrey M. Wooldridge, 2000. "Murder," Instructional Stata datasets for econometrics murder, Boston College Department of Economics.
  63. Jeffrey M. Wooldridge, 2000. "Traffic1," Instructional Stata datasets for econometrics traffic1, Boston College Department of Economics.
  64. Jeffrey M. Wooldridge, 2000. "Cornwell," Instructional Stata datasets for econometrics cornwell, Boston College Department of Economics.
  65. Jeffrey M. Wooldridge, 2000. "Sleep75," Instructional Stata datasets for econometrics sleep75, Boston College Department of Economics.
  66. Jeffrey M. Wooldridge, 2000. "Slp75_81," Instructional Stata datasets for econometrics slp75_81, Boston College Department of Economics.
  67. Jeffrey M. Wooldridge, 2000. "Meap93," Instructional Stata datasets for econometrics meap93, Boston College Department of Economics.
  68. Jeffrey M. Wooldridge, 2000. "Loanapp," Instructional Stata datasets for econometrics loanapp, Boston College Department of Economics.
  69. Jeffrey M. Wooldridge, 2000. "Vote1," Instructional Stata datasets for econometrics vote1, Boston College Department of Economics.
  70. Jeffrey M. Wooldridge, 2000. "Consump," Instructional Stata datasets for econometrics consump, Boston College Department of Economics.
  71. Jeffrey M. Wooldridge, 2000. "Gpa1," Instructional Stata datasets for econometrics gpa1, Boston College Department of Economics.
  72. Jeffrey M. Wooldridge, 2000. "Saving," Instructional Stata datasets for econometrics saving, Boston College Department of Economics.
  73. Jeffrey M. Wooldridge, 2000. "Return," Instructional Stata datasets for econometrics return, Boston College Department of Economics.
  74. Jeffrey M. Wooldridge, 2000. "Rental," Instructional Stata datasets for econometrics rental, Boston College Department of Economics.
  75. Jeffrey M. Wooldridge, 2000. "Lawsch85," Instructional Stata datasets for econometrics lawsch85, Boston College Department of Economics.
  76. Jeffrey M. Wooldridge, 2000. "Recid," Instructional Stata datasets for econometrics recid, Boston College Department of Economics.
  77. Jeffrey M. Wooldridge, 2000. "Wagepan," Instructional Stata datasets for econometrics wagepan, Boston College Department of Economics.
  78. Jeffrey M. Wooldridge, 2000. "Cps78_85," Instructional Stata datasets for econometrics cps78_85, Boston College Department of Economics.
  79. Jeffrey M. Wooldridge, 2000. "401k," Instructional Stata datasets for econometrics 401k, Boston College Department of Economics.
  80. Jeffrey M. Wooldridge, 2000. "Barium," Instructional Stata datasets for econometrics barium, Boston College Department of Economics.
  81. Jeffrey M. Wooldridge, 2000. "Wage1," Instructional Stata datasets for econometrics wage1, Boston College Department of Economics.
  82. Jeffrey M. Wooldridge, 2000. "Volat," Instructional Stata datasets for econometrics volat, Boston College Department of Economics.
  83. Jeffrey M. Wooldridge, 2000. "Infmrt," Instructional Stata datasets for econometrics infmrt, Boston College Department of Economics.
  84. Jeffrey M. Wooldridge, 2000. "Cement," Instructional Stata datasets for econometrics cement, Boston College Department of Economics.
  85. Wooldridge, J.M., 1993. "Estimation and Inference for Dependent Processes. alysis," Papers 9201, Michigan State - Econometrics and Economic Theory.
  86. Leslie E. Papke & Jeffrey M. Wooldridge, 1993. "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers 0147, National Bureau of Economic Research, Inc.
  87. Berndt, Ernst R. & Showalter, Mark H. & Wooldridge, Jeffrey M., 1990. "A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative," Working papers 3187-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  88. Wooldridge, J.M., 1990. "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers 564, Massachusetts Institute of Technology (MIT), Department of Economics.
  89. Wooldridge, J.M., 1990. "Regression-Based Inference In Linear Time Series Models With Incomplete Dynamics," Working papers 550, Massachusetts Institute of Technology (MIT), Department of Economics.
  90. Wooldridge, J.M, 1989. "An Encompassing Approach To Conditional Mean Tests With Applications To Testing Nonnested Hypotheses," Working papers 511, Massachusetts Institute of Technology (MIT), Department of Economics.
  91. Wooldridge, J.M., 1989. "Some Aleternative To The Box-Cox Regression Model," Working papers 534, Massachusetts Institute of Technology (MIT), Department of Economics.
  92. Danny Quah & Jeffrey M. Wooldridge, 1988. "A Common Error in the Treatment of Trending Time Series," Working papers 483, Massachusetts Institute of Technology (MIT), Department of Economics.
  93. Korenman, S.D. & Ouellette, P. & Wooldridge, J, 1988. "A Test Of New Aggregate Damand Curvature Properties," Cahiers de recherche 8801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  94. Tim Bollerslev & Jeffrey M. Wooldridge, 1988. "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers 505, Massachusetts Institute of Technology (MIT), Department of Economics.
  95. Jeffrey M. Wooldridge, 1987. "A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity," Working papers 478, Massachusetts Institute of Technology (MIT), Department of Economics.
  96. Jeffrey M. Wooldridge, 1987. "Specification Testing and Quasi-Maximum Likelihood Estimation," Working papers 479, Massachusetts Institute of Technology (MIT), Department of Economics.
  97. Jeffrey M. Wooldridge, . "Jtrain," Instructional Stata datasets for econometrics jtrain, Boston College Department of Economics.
  98. Jeffrey M. Wooldridge, . "Intdef," Instructional Stata datasets for econometrics intdef, Boston College Department of Economics.
  99. Jeffrey M. Wooldridge, . "Inven," Instructional Stata datasets for econometrics inven, Boston College Department of Economics.

Articles

  1. Semykina, Anastasia & Wooldridge, Jeffrey M., 2010. "Estimating panel data models in the presence of endogeneity and selection," Journal of Econometrics, Elsevier, vol. 157(2), pages 375-380, August.
  2. Li, Qi & Racine, Jeffrey S. & Wooldridge, Jeffrey M., 2009. "Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 206-223.
  3. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
  4. Wooldridge, Jeffrey M., 2009. "On estimating firm-level production functions using proxy variables to control for unobservables," Economics Letters, Elsevier, vol. 104(3), pages 112-114, September.
  5. Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
  6. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 539-552, January.
  7. Qi Li & Jeffrey S. Racine & Jeffrey M. Wooldridge, 2008. "Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization," American Economic Review, American Economic Association, vol. 98(2), pages 357-62, May.
  8. Papke, Leslie E. & Wooldridge, Jeffrey M., 2008. "Panel data methods for fractional response variables with an application to test pass rates," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 121-133, July.
  9. Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
  10. Wooldridge, Jeffrey M., 2006. "Acknowledgment Of Related Prior Work," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1177-1178, December.
  11. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54.
  12. Wooldridge, Jeffrey M., 2005. "Instrumental Variables Estimation With Panel Data," Econometric Theory, Cambridge University Press, vol. 21(04), pages 865-869, August.
  13. Wooldridge, Jeffrey M., 2005. "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, vol. 21(05), pages 1026-1028, October.
  14. Jeffrey M. Wooldridge, 2005. "Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 385-390, 05.
  15. Papke, Leslie E. & Wooldridge, Jeffrey M., 2005. "A computational trick for delta-method standard errors," Economics Letters, Elsevier, vol. 86(3), pages 413-417, March.
  16. Wooldridge, Jeffrey M., 2004. "03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model Solution," Econometric Theory, Cambridge University Press, vol. 20(02), pages 428-429, April.
  17. Wooldridge, Jeffrey M., 2004. "Statistical significance is okay, too: comment on "Size Matters"," The Journal of Socio-Economics, Elsevier, vol. 33(5), pages 577-579, November.
  18. Wooldridge, Jeffrey M., 2003. "Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model," Economics Letters, Elsevier, vol. 79(2), pages 185-191, May.
  19. Jeffrey M. Wooldridge, 2003. "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 133-138, May.
  20. Wooldridge, Jeffrey M., 2003. "03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model," Econometric Theory, Cambridge University Press, vol. 19(02), pages 411-412, April.
  21. Li, Qi & Wooldridge, Jeffrey M., 2002. "Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors," Econometric Theory, Cambridge University Press, vol. 18(03), pages 625-645, June.
  22. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
  23. Wooldridge, Jeffrey M., 2001. "Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples," Econometric Theory, Cambridge University Press, vol. 17(02), pages 451-470, April.
  24. Wooldridge, Jeffrey M., 2000. "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, vol. 68(3), pages 245-250, September.
  25. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
  26. Jeffrey M. Wooldridge, 1999. "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples," Econometrica, Econometric Society, vol. 67(6), pages 1385-1406, November.
  27. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
  28. Wooldridge, Jeffrey M., 1997. "On two stage least squares estimation of the average treatment effect in a random coefficient model," Economics Letters, Elsevier, vol. 56(2), pages 129-133, October.
  29. Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(05), pages 667-678, October.
  30. Wooldridge, Jeffrey, 1996. "The Asymptotic Power of RESET for Detecting Omitted Variables," Econometric Theory, Cambridge University Press, vol. 12(01), pages 209-210, March.
  31. Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 619-32, Nov.-Dec..
  32. Wooldridge, Jeffrey M., 1996. "Estimating systems of equations with different instruments for different equations," Journal of Econometrics, Elsevier, vol. 74(2), pages 387-405, October.
  33. Wooldridge, Jeffrey M., 1996. "Solutions: Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error," Econometric Theory, Cambridge University Press, vol. 12(02), pages 402-403, June.
  34. McClain, Katherine T. & Wooldridge, Jeffrey M., 1995. "A simple test for the consistency of dynamic linear regression in rational distributed lag models," Economics Letters, Elsevier, vol. 48(3-4), pages 235-240, June.
  35. Wooldridge, Jeffrey M., 1995. "Asymptotic Properties of Tests for Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 11(02), pages 399-400, February.
  36. Wooldridge, Jeffrey M., 1995. "Efficient Estimation under Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 11(04), pages 797-798, August.
  37. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
  38. Wooldridge, Jeffrey M, 1994. "A Simple Specification Test for the Predictive Ability of Transformation Models," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 59-65, February.
  39. Wooldridge, Jeffrey M., 1994. "On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi," Econometric Theory, Cambridge University Press, vol. 10(02), pages 409-418, June.
  40. Wooldridge, Jeffrey M., 1993. "Efficient Estimation with Orthogonal Regressors," Econometric Theory, Cambridge University Press, vol. 9(04), pages 687-687, August.
  41. Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(04), pages 452-475, December.
  42. Wooldridge, Jeffrey M, 1992. "Some Alternatives to the Box-Cox Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(4), pages 935-55, November.
  43. Wooldridge, Jeffrey M., 1991. "A note on computing r-squared and adjusted r-squared for trending and seasonal data," Economics Letters, Elsevier, vol. 36(1), pages 49-54, May.
  44. Wooldridge, Jeffrey M., 1991. "Specification testing and quasi-maximum- likelihood estimation," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 29-55.
  45. Wooldridge, Jeffrey M., 1991. "On the application of robust, regression- based diagnostics to models of conditional means and conditional variances," Journal of Econometrics, Elsevier, vol. 47(1), pages 5-46, January.
  46. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(01), pages 17-43, March.
  47. Wooldridge, Jeffrey M., 1990. "A note on the Lagrange multiplier and F-statistics for two stage least squares regressions," Economics Letters, Elsevier, vol. 34(2), pages 151-155, October.
  48. Wooldridge, Jeffrey M., 1990. "An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses," Journal of Econometrics, Elsevier, vol. 45(3), pages 331-350.
  49. Wooldridge, Jeffrey M., 1989. "A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model," Economics Letters, Elsevier, vol. 31(3), pages 239-243, December.
  50. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-31, February.
  51. Wooldridge, Jeffrey M. & White, Halbert, 1988. "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 4(02), pages 210-230, August.

Chapters

  1. Wooldridge, Jeffrey M., 1986. "Estimation and inference for dependent processes," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 45, pages 2639-2738 Elsevier.

Books

  1. Jeffrey M. Wooldridge, 2003. "Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232332.
  2. Jeffrey M. Wooldridge, 2001. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232197.

NEP Fields

91 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2002-10-18
  2. NEP-DEV: Development (2) 2008-08-31 2009-04-05
  3. NEP-ECM: Econometrics (7) 2002-08-16 2002-10-18 2004-04-11 2004-04-11 2005-06-14 2008-08-21 2010-10-30 Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2002-10-18 2004-04-11 2004-07-11
  5. NEP-HPE: History & Philosophy of Economics (1) 2008-08-21
  6. NEP-INO: Innovation (1) 2000-05-16
  7. NEP-PPM: Project, Program & Portfolio Management (3) 2008-08-21 2008-08-31 2009-04-05

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Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Jeffrey Wooldridge should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.