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Jeffrey Wooldridge

Personal Details

First Name:Jeffrey
Middle Name:Marc
Last Name:Wooldridge
Suffix:
RePEc Short-ID:pwo39
[This author has chosen not to make the email address public]
http://www.econ.msu.edu/faculty/wooldridge/index.php
Department of Economics 110 Marshall-Adams Hall Michigan State University East Lansing, MI 48824-1038
517-353-5972
Twitter: @jmwooldridge
Terminal Degree:1986 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Economics Department
Michigan State University

East Lansing, Michigan (United States)
http://econ.msu.edu/
RePEc:edi:edmsuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters Books

Working papers

  1. Partha Deb & Edward C. Norton & Jeffrey M. Wooldridge & Jeffrey E. Zabel, 2024. "A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections," NBER Working Papers 33026, National Bureau of Economic Research, Inc.
  2. Jeffrey Wooldridge, 2024. "Relationships among recent difference-in-differences estimators and how to compute them in Stata," UK Stata Conference 2024 24, Stata Users Group.
  3. Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2023. "Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects," Papers 2310.18563, arXiv.org.
  4. Kaicheng Chen & Robert S. Martin & Jeffrey M. Wooldridge, 2023. "Another Look at the Linear Probability Model and Nonlinear Index Models," Papers 2308.15338, arXiv.org, revised Oct 2023.
  5. Jeffrey Wooldridge, 2022. "Using Stata to implement simple difference-in-differences estimators for staggered interventions," French Stata Users' Group Meetings 2022 27, Stata Users Group.
  6. Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," Papers 2204.07672, arXiv.org, revised Feb 2024.
  7. Ruonan Xu & Jeffrey M. Wooldridge, 2022. "A Design-Based Approach to Spatial Correlation," Papers 2211.14354, arXiv.org.
  8. Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2022. "Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment," Papers 2208.01300, arXiv.org, revised Nov 2022.
  9. Tymon Sloczynski & S. Derya Uysal & Jeffrey M. Wooldridge & Derya Uysal, 2022. "Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment," CESifo Working Paper Series 10105, CESifo.
  10. Tymon Sloczynski & S. Derya Uysal & Jeffrey M. Wooldridge & Derya Uysal, 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," CESifo Working Paper Series 9715, CESifo.
  11. Jeffrey M. Wooldridge, 2021. "Nonlinear difference in differences with panel data," Economics Virtual Symposium 2021 4, Stata Users Group.
  12. Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge, 2021. "Simple Alternatives to the Common Correlated Effects Model," Papers 2112.01486, arXiv.org.
  13. Wang, Weining & Wooldridge, Jeffrey M. & Xu, Mengshan, 2020. "Improved Estimation of Dynamic Models of Conditional Means and Variances," IRTG 1792 Discussion Papers 2020-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  14. Jeff Wooldridge, 2020. "Correlated random effects methods for panel data models with heterogeneous time effects," London Stata Conference 2020 06, Stata Users Group.
  15. Akanksha Negi & Jeffrey M. Wooldridge, 2020. "Robust and Efficient Estimation of Potential Outcome Means under Random Assignment," Papers 2010.01800, arXiv.org, revised Aug 2024.
  16. Bharat Chandar & Ali Hortacsu & John List & Ian Muir & Jeffrey Wooldridge, 2019. "Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings," Natural Field Experiments 00681, The Field Experiments Website.
  17. Do Won Kwak & Robert S. Martin & Jeffrey M. Wooldridge, 2018. "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Economic Working Papers 502, Bureau of Labor Statistics.
  18. Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018. "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers 1810.05855, arXiv.org.
  19. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2017. "Sampling-based vs. Design-based Uncertainty in Regression Analysis," Papers 1706.01778, arXiv.org, revised Jun 2019.
  20. Richard Bishop & Kevin Boyle & Richard Carson & David Chapman & Matthew DeBell & Colleen Donovan & W. Michael Hanemann & Barbara Kanninen & Matthew Konopka & Raymond Kopp & Jon Krosnick & John List & , 2017. "Putting a value on injuries to natural assets: The BP Oil Spill," Natural Field Experiments 00610, The Field Experiments Website.
  21. Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017. "When Should You Adjust Standard Errors for Clustering?," Papers 1710.02926, arXiv.org, revised Sep 2022.
  22. Anastasia Semykina & Jeffrey M. Wooldridge, 2015. "Binary Response Panel Data Models with Sample Selection and Self Selection," Working Papers wp2015_05_01, Department of Economics, Florida State University.
  23. Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014. "A Comparison of Growth Percentile and Value-Added Models of Teacher Performance," IZA Discussion Papers 7973, Institute of Labor Economics (IZA).
  24. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014. "Finite Population Causal Standard Errors," NBER Working Papers 20325, National Bureau of Economic Research, Inc.
  25. Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014. "Evaluating Specification Tests in the Context of Value-Added Estimation," IZA Discussion Papers 7974, Institute of Labor Economics (IZA).
  26. Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014. "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers 8084, Institute of Labor Economics (IZA).
  27. Stacy, Brian & Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2013. "Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?," IZA Discussion Papers 7676, Institute of Labor Economics (IZA).
  28. Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013. "What Are We Weighting For?," NBER Working Papers 18859, National Bureau of Economic Research, Inc.
  29. Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012. "Can Value-Added Measures of Teacher Performance Be Trusted?," IZA Discussion Papers 6602, Institute of Labor Economics (IZA).
  30. Dieterle, Steven G. & Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012. "How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value-added," IZA Discussion Papers 7112, Institute of Labor Economics (IZA).
  31. Jeffrey M. Wooldridge, 2011. "Fractional response models with endogeneous explanatory variables and heterogeneity," CHI11 Stata Conference 12, Stata Users Group.
  32. 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.
  33. Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
  34. 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.
  35. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers 03/04, Institute for Fiscal Studies.
  36. Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers 05/04, Institute for Fiscal Studies.
  37. 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.
  38. Jeffrey M. Wooldridge, 2004. "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers 04/04, Institute for Fiscal Studies.
  39. 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.
  40. 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.
  41. Jeffrey M. Wooldridge, 2002. "Affairs," Instructional Stata datasets for econometrics affairs, Boston College Department of Economics.
  42. Jeffrey M. Wooldridge, 2002. "Engin," Instructional Stata datasets for econometrics engin, Boston College Department of Economics.
  43. Jeffrey M. Wooldridge, 2002. "Htv," Instructional Stata datasets for econometrics htv, Boston College Department of Economics.
  44. Jeffrey M. Wooldridge, 2002. "Fish," Instructional Stata datasets for econometrics fish, Boston College Department of Economics.
  45. Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers 18/02, Institute for Fiscal Studies.
  46. Jeffrey M. Wooldridge, 2002. "Twoyear," Instructional Stata datasets for econometrics twoyear, Boston College Department of Economics.
  47. Jeffrey M. Wooldridge, 2002. "Discrim," Instructional Stata datasets for econometrics discrim, Boston College Department of Economics.
  48. Jeffrey M. Wooldridge, 2002. "Bwght2," Instructional Stata datasets for econometrics bwght2, Boston College Department of Economics.
  49. Jeffrey M. Wooldridge, 2002. "Wine," Instructional Stata datasets for econometrics wine, Boston College Department of Economics.
  50. 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.
  51. 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.
  52. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
  53. Jeffrey M. Wooldridge, 2002. "Rdtelec," Instructional Stata datasets for econometrics rdtelec, Boston College Department of Economics.
  54. Jeffrey M. Wooldridge, 2001. "Nls81_87," Instructional Stata datasets for econometrics nls81_87, Boston College Department of Economics.
  55. Jeffrey M. Wooldridge, 2001. "Nbasal," Instructional Stata datasets for econometrics nbasal, Boston College Department of Economics.
  56. Jeffrey M. Wooldridge, 2001. "Keane," Instructional Stata datasets for econometrics keane, Boston College Department of Economics.
  57. Jeffrey M. Wooldridge, 2001. "Norway," Instructional Stata datasets for econometrics norway, Boston College Department of Economics.
  58. Jeffrey M. Wooldridge, 2001. "Pension," Instructional Stata datasets for econometrics pension, Boston College Department of Economics.
  59. Jeffrey M. Wooldridge, 2001. "Q," Instructional Stata datasets for econometrics q, Boston College Department of Economics.
  60. Jeffrey M. Wooldridge, 2001. "Mathpnl," Instructional Stata datasets for econometrics mathpnl, Boston College Department of Economics.
  61. Jeffrey M. Wooldridge, 2001. "Labsup," Instructional Stata datasets for econometrics labsup, Boston College Department of Economics.
  62. Jeffrey M. Wooldridge, 2001. "Nls80," Instructional Stata datasets for econometrics nls80, Boston College Department of Economics.
  63. Jeffrey M. Wooldridge, 2001. "Patent," Instructional Stata datasets for econometrics patent, Boston College Department of Economics.
  64. Jeffrey M. Wooldridge, 2001. "Jtrain2," Instructional Stata datasets for econometrics jtrain2, Boston College Department of Economics.
  65. Jeffrey M. Wooldridge, 2000. "Lawsch85," Instructional Stata datasets for econometrics lawsch85, Boston College Department of Economics.
  66. Jeffrey M. Wooldridge, 2000. "Cornwell," Instructional Stata datasets for econometrics cornwell, Boston College Department of Economics.
  67. Jeffrey M. Wooldridge, 2000. "Earns," Instructional Stata datasets for econometrics earns, Boston College Department of Economics.
  68. Jeffrey M. Wooldridge, 2000. "Openness," Instructional Stata datasets for econometrics openness, Boston College Department of Economics.
  69. Jeffrey M. Wooldridge, 2000. "Attend," Instructional Stata datasets for econometrics attend, Boston College Department of Economics.
  70. Jeffrey M. Wooldridge, 2000. "Injury," Instructional Stata datasets for econometrics injury, Boston College Department of Economics.
  71. Jeffrey M. Wooldridge, 2000. "Vote2," Instructional Stata datasets for econometrics vote2, Boston College Department of Economics.
  72. Jeffrey M. Wooldridge, 2000. "Slp75_81," Instructional Stata datasets for econometrics slp75_81, Boston College Department of Economics.
  73. Jeffrey M. Wooldridge, 2000. "Wage2," Instructional Stata datasets for econometrics wage2, Boston College Department of Economics.
  74. Jeffrey M. Wooldridge, 2000. "Fringe," Instructional Stata datasets for econometrics fringe, Boston College Department of Economics.
  75. Jeffrey M. Wooldridge, 2000. "Grogger," Instructional Stata datasets for econometrics grogger, Boston College Department of Economics.
  76. Jeffrey M. Wooldridge, 2000. "Athlet1," Instructional Stata datasets for econometrics athlet1, Boston College Department of Economics.
  77. Jeffrey M. Wooldridge, 2000. "Mroz," Instructional Stata datasets for econometrics mroz, Boston College Department of Economics.
  78. Jeffrey M. Wooldridge, 2000. "Phillips," Instructional Stata datasets for econometrics phillips, Boston College Department of Economics.
  79. Jeffrey M. Wooldridge, 2000. "Hprice3," Instructional Stata datasets for econometrics hprice3, Boston College Department of Economics.
  80. Jeffrey M. Wooldridge, 2000. "Wageprc," Instructional Stata datasets for econometrics wageprc, Boston College Department of Economics.
  81. Jeffrey M. Wooldridge, 2000. "Meap93," Instructional Stata datasets for econometrics meap93, Boston College Department of Economics.
  82. Jeffrey M. Wooldridge, 2000. "Loanapp," Instructional Stata datasets for econometrics loanapp, Boston College Department of Economics.
  83. Jeffrey M. Wooldridge, 2000. "Prison," Instructional Stata datasets for econometrics prison, Boston College Department of Economics.
  84. Jeffrey M. Wooldridge, 2000. "Athlet2," Instructional Stata datasets for econometrics athlet2, Boston College Department of Economics.
  85. Jeffrey M. Wooldridge, 2000. "Traffic2," Instructional Stata datasets for econometrics traffic2, Boston College Department of Economics.
  86. Jeffrey M. Wooldridge, 2000. "Pntsprd," Instructional Stata datasets for econometrics pntsprd, Boston College Department of Economics.
  87. Jeffrey M. Wooldridge, 2000. "Cps91," Instructional Stata datasets for econometrics cps91, Boston College Department of Economics.
  88. Jeffrey M. Wooldridge, 2000. "Murder," Instructional Stata datasets for econometrics murder, Boston College Department of Economics.
  89. Jeffrey M. Wooldridge, 2000. "Gpa3," Instructional Stata datasets for econometrics gpa3, Boston College Department of Economics.
  90. Jeffrey M. Wooldridge, 2000. "Fair," Instructional Stata datasets for econometrics fair, Boston College Department of Economics.
  91. Jeffrey M. Wooldridge, 2000. "Ezanders," Instructional Stata datasets for econometrics ezanders, Boston College Department of Economics.
  92. Jeffrey M. Wooldridge, 2000. "Recid," Instructional Stata datasets for econometrics recid, Boston College Department of Economics.
  93. Jeffrey M. Wooldridge, 2000. "Corn," Instructional Stata datasets for econometrics corn, Boston College Department of Economics.
  94. Jeffrey M. Wooldridge, 2000. "Rental," Instructional Stata datasets for econometrics rental, Boston College Department of Economics.
  95. Jeffrey M. Wooldridge, 2000. "Ceosal1," Instructional Stata datasets for econometrics ceosal1, Boston College Department of Economics.
  96. Jeffrey M. Wooldridge, 2000. "Airfare," Instructional Stata datasets for econometrics airfare, Boston College Department of Economics.
  97. Jeffrey M. Wooldridge, 2000. "Fertil3," Instructional Stata datasets for econometrics fertil3, Boston College Department of Economics.
  98. Jeffrey M. Wooldridge, 2000. "Return," Instructional Stata datasets for econometrics return, Boston College Department of Economics.
  99. Jeffrey M. Wooldridge, 2000. "Crime4," Instructional Stata datasets for econometrics crime4, Boston College Department of Economics.
  100. Jeffrey M. Wooldridge, 2000. "Ezunem," Instructional Stata datasets for econometrics ezunem, Boston College Department of Economics.
  101. Jeffrey M. Wooldridge, 2000. "Vote1," Instructional Stata datasets for econometrics vote1, Boston College Department of Economics.
  102. Jeffrey M. Wooldridge, 2000. "Barium," Instructional Stata datasets for econometrics barium, Boston College Department of Economics.
  103. Jeffrey M. Wooldridge, 2000. "Nyse," Instructional Stata datasets for econometrics nyse, Boston College Department of Economics.
  104. Jeffrey M. Wooldridge, 2000. "Crime3," Instructional Stata datasets for econometrics crime3, Boston College Department of Economics.
  105. Jeffrey M. Wooldridge, 2000. "Prminwge," Instructional Stata datasets for econometrics prminwge, Boston College Department of Economics.
  106. Jeffrey M. Wooldridge, 2000. "Fertil2," Instructional Stata datasets for econometrics fertil2, Boston College Department of Economics.
  107. Jeffrey M. Wooldridge, 2000. "Audit," Instructional Stata datasets for econometrics audit, Boston College Department of Economics.
  108. Jeffrey M. Wooldridge, 2000. "Cement," Instructional Stata datasets for econometrics cement, Boston College Department of Economics.
  109. Jeffrey M. Wooldridge, 2000. "401k," Instructional Stata datasets for econometrics 401k, Boston College Department of Economics.
  110. Jeffrey M. Wooldridge, 2000. "Saving," Instructional Stata datasets for econometrics saving, Boston College Department of Economics.
  111. Jeffrey M. Wooldridge, 2000. "Gpa2," Instructional Stata datasets for econometrics gpa2, Boston College Department of Economics.
  112. Jeffrey M. Wooldridge, 2000. "Infmrt," Instructional Stata datasets for econometrics infmrt, Boston College Department of Economics.
  113. Jeffrey M. Wooldridge, 2000. "Hprice1," Instructional Stata datasets for econometrics hprice1, Boston College Department of Economics.
  114. Jeffrey M. Wooldridge, 2000. "Smoke," Instructional Stata datasets for econometrics smoke, Boston College Department of Economics.
  115. Jeffrey M. Wooldridge, 2000. "Kielmc," Instructional Stata datasets for econometrics kielmc, Boston College Department of Economics.
  116. Jeffrey M. Wooldridge, 2000. "Admnrev," Instructional Stata datasets for econometrics admnrev, Boston College Department of Economics.
  117. Jeffrey M. Wooldridge, 2000. "Crime2," Instructional Stata datasets for econometrics crime2, Boston College Department of Economics.
  118. Jeffrey M. Wooldridge, 2000. "Fertil1," Instructional Stata datasets for econometrics fertil1, Boston College Department of Economics.
  119. Jeffrey M. Wooldridge, 2000. "Traffic1," Instructional Stata datasets for econometrics traffic1, Boston College Department of Economics.
  120. Jeffrey M. Wooldridge, 2000. "Sleep75," Instructional Stata datasets for econometrics sleep75, Boston College Department of Economics.
  121. Jeffrey M. Wooldridge, 2000. "401ksubs," Instructional Stata datasets for econometrics 401ksubs, Boston College Department of Economics.
  122. Jeffrey M. Wooldridge, 2000. "Wagepan," Instructional Stata datasets for econometrics wagepan, Boston College Department of Economics.
  123. Jeffrey M. Wooldridge, 2000. "Hseinv," Instructional Stata datasets for econometrics hseinv, Boston College Department of Economics.
  124. Jeffrey M. Wooldridge, 2000. "Hprice2," Instructional Stata datasets for econometrics hprice2, Boston College Department of Economics.
  125. Jeffrey M. Wooldridge, 2000. "Cps78_85," Instructional Stata datasets for econometrics cps78_85, Boston College Department of Economics.
  126. Jeffrey M. Wooldridge, 2000. "Consump," Instructional Stata datasets for econometrics consump, Boston College Department of Economics.
  127. Jeffrey M. Wooldridge, 2000. "Mlb1," Instructional Stata datasets for econometrics mlb1, Boston College Department of Economics.
  128. Jeffrey M. Wooldridge, 2000. "Crime1," Instructional Stata datasets for econometrics crime1, Boston College Department of Economics.
  129. Jeffrey M. Wooldridge, 2000. "Volat," Instructional Stata datasets for econometrics volat, Boston College Department of Economics.
  130. Jeffrey M. Wooldridge, 2000. "Wage1," Instructional Stata datasets for econometrics wage1, Boston College Department of Economics.
  131. Jeffrey M. Wooldridge, 2000. "Ceosal2," Instructional Stata datasets for econometrics ceosal2, Boston College Department of Economics.
  132. Jeffrey M. Wooldridge, 2000. "Gpa1," Instructional Stata datasets for econometrics gpa1, Boston College Department of Economics.
  133. Jeffrey M. Wooldridge, 2000. "Rdchem," Instructional Stata datasets for econometrics rdchem, Boston College Department of Economics.
  134. Jeffrey M. Wooldridge, 2000. "Apple," Instructional Stata datasets for econometrics apple, Boston College Department of Economics.
  135. Jeffrey M. Wooldridge, 2000. "Card," Instructional Stata datasets for econometrics card, Boston College Department of Economics.
  136. Jeffrey M. Wooldridge, 2000. "Lowbrth," Instructional Stata datasets for econometrics lowbrth, Boston College Department of Economics.
  137. Jeffrey M. Wooldridge, 2000. "Bwght," Instructional Stata datasets for econometrics bwght, Boston College Department of Economics.
  138. Boughton, D. & Reardon, T. & Wooldridge, J., 1997. "Determinants of Diversification of Urban Sahel Diets into Maize: A Contingent Valuation Study of Processed Maize Demand in Mali," 1997 Conference, August 10-16, 1997, Sacramento, California 197052, International Association of Agricultural Economists.
  139. Wooldridge, J.M., 1993. "Estimation and Inference for Dependent Processes. alysis," Papers 9201, Michigan State - Econometrics and Economic Theory.
  140. 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.
  141. Wooldridge, J.M., 1990. "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers 564, Massachusetts Institute of Technology (MIT), Department of Economics.
  142. 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.
  143. 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.
  144. Wooldridge, J.M., 1989. "Some Aleternative To The Box-Cox Regression Model," Working papers 534, Massachusetts Institute of Technology (MIT), Department of Economics.
  145. 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.
  146. 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.
  147. 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.
  148. Korenman, S.D. & Ouellette, P. & Wooldridge, J., 1988. "A Test of New Aggregate Damand Curvature Properties," Cahiers de recherche 8801, Universite de Montreal, Departement de sciences economiques.
  149. 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.
  150. Jeffrey M. Wooldridge, 1987. "Specification Testing and Quasi-Maximum Likelihood Estimation," Working papers 479, Massachusetts Institute of Technology (MIT), Department of Economics.
  151. Jeffrey M. Wooldridge, "undated". "Intdef," Instructional Stata datasets for econometrics intdef, Boston College Department of Economics.
  152. Jeffrey M. Wooldridge, "undated". "Jtrain," Instructional Stata datasets for econometrics jtrain, Boston College Department of Economics.
  153. Jeffrey M. Wooldridge, "undated". "Intqrt," Instructional Stata datasets for econometrics intqrt, Boston College Department of Economics.
  154. Jeffrey M. Wooldridge, "undated". "Inven," Instructional Stata datasets for econometrics inven, Boston College Department of Economics.

Articles

  1. Akanksha Negi & Wooldridge Jeffrey M., 2024. "Doubly robust estimation of multivariate fractional outcome means with multivalued treatments," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 175-196, April.
  2. Hoang, Trang & Wooldridge, Jeffrey M., 2024. "Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels," Economics Letters, Elsevier, vol. 234(C).
  3. Wooldridge, Jeffrey M., 2023. "What is a standard error? (And how should we compute it?)," Journal of Econometrics, Elsevier, vol. 237(2).
  4. Jeffrey M Wooldridge, 2023. "Simple approaches to nonlinear difference-in-differences with panel data," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 31-66.
  5. Kwak Do Won & Martin Robert S. & Wooldridge Jeffrey M., 2023. "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 33-56, January.
  6. Leslie E. Papke & Jeffrey M. Wooldridge, 2023. "A simple, robust test for choosing the level of fixed effects in linear panel data models," Empirical Economics, Springer, vol. 64(6), pages 2683-2701, June.
  7. Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023. "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35.
  8. Akanksha Negi & Jeffrey M. Wooldridge, 2021. "Revisiting regression adjustment in experiments with heterogeneous treatment effects," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 504-534, April.
  9. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
  10. Cuicui Lu & Jeffrey M. Wooldridge, 2020. "A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form," Applied Economics Letters, Taylor & Francis Journals, vol. 27(12), pages 997-1001, June.
  11. Jeffrey M. Wooldridge & Ying Zhu, 2020. "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 25-26, January.
  12. Wooldridge, Jeffrey M., 2020. "On the consistency of the logistic quasi-MLE under conditional symmetry," Economics Letters, Elsevier, vol. 194(C).
  13. Jeffrey M. Wooldridge & Ying Zhu, 2020. "Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 1-18, January.
  14. Riju Joshi & Jeffrey M. Wooldridge, 2019. "Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels," Annals of Economics and Statistics, GENES, issue 134, pages 243-268.
  15. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
  16. Vosters, Kelly N. & Guarino, Cassandra M. & Wooldridge, Jeffrey M., 2018. "Understanding and evaluating the SAS® EVAAS® Univariate Response Model (URM) for measuring teacher effectiveness," Economics of Education Review, Elsevier, vol. 66(C), pages 191-205.
  17. Anastasia Semykina & Jeffrey M. Wooldridge, 2018. "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 179-197, March.
  18. Stacy, Brian & Guarino, Cassandra & Wooldridge, Jeffrey, 2018. "Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?," Economics of Education Review, Elsevier, vol. 64(C), pages 50-74.
  19. Słoczyński, Tymon & Wooldridge, Jeffrey M., 2018. "A General Double Robustness Result For Estimating Average Treatment Effects," Econometric Theory, Cambridge University Press, vol. 34(1), pages 112-133, February.
  20. Kevin J. Boyle & Jeffrey M. Wooldridge, 2018. "Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 69(3), pages 609-635, March.
  21. Lu, Cuicui & Wooldridge, Jeffrey M., 2017. "Quasi-generalized least squares regression estimation with spatial data," Economics Letters, Elsevier, vol. 156(C), pages 138-141.
  22. Wooldridge, Jeffrey M., 2016. "Should instrumental variables be used as matching variables?," Research in Economics, Elsevier, vol. 70(2), pages 232-237.
  23. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016. "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, vol. 190(2), pages 252-266.
  24. Cassandra M. Guarino & Michelle Maxfield & Mark D. Reckase & Paul N. Thompson & Jeffrey M. Wooldridge, 2015. "An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures," Journal of Educational and Behavioral Statistics, , vol. 40(2), pages 190-222, April.
  25. Steven Dieterle & Cassandra M. Guarino & Mark D. Reckase & Jeffrey M. Wooldridge, 2015. "How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value Added," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 34(1), pages 32-58, January.
  26. Lin, Wei & Wooldridge, Jeffrey M., 2015. "On different approaches to obtaining partial effects in binary response models with endogenous regressors," Economics Letters, Elsevier, vol. 134(C), pages 58-61.
  27. Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015. "What Are We Weighting For?," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 301-316.
  28. Jeffrey M. Wooldridge, 2015. "Control Function Methods in Applied Econometrics," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 420-445.
  29. Wooldridge, Jeffrey M., 2014. "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 182(1), pages 226-234.
  30. Cassandra M. Guarino & Mark D. Reckase & Jeffrey M. Woolrdige, 2014. "Can Value-Added Measures of Teacher Performance Be Trusted?," Education Finance and Policy, MIT Press, vol. 10(1), pages 117-156, November.
  31. Anastasia Semykina & Jeffrey M. Wooldridge, 2013. "Estimation of dynamic panel data models with sample selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 47-61, January.
  32. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013. "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, vol. 172(1), pages 77-89.
  33. Wooldridge, Jeffrey M., 2011. "A simple method for estimating unconditional heterogeneity distributions in correlated random effects models," Economics Letters, Elsevier, vol. 113(1), pages 12-15, October.
  34. 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.
  35. 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.
  36. 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.
  37. Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
  38. 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.
  39. 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.
  40. 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 357-362, May.
  41. 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.
  42. Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
  43. Wooldridge, Jeffrey M., 2006. "Acknowledgment Of Related Prior Work," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1177-1178, December.
  44. Wooldridge, Jeffrey M., 2005. "Instrumental Variables Estimation With Panel Data," Econometric Theory, Cambridge University Press, vol. 21(4), pages 865-869, August.
  45. Wooldridge, Jeffrey M., 2005. "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, vol. 21(5), pages 1026-1028, October.
  46. 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, May.
  47. 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.
  48. 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.
  49. 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(2), pages 428-429, April.
  50. Wooldridge, Jeffrey M., 2004. "Statistical significance is okay, too: comment on "Size Matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 577-579, November.
  51. 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(2), pages 411-412, April.
  52. 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.
  53. Jeffrey M. Wooldridge, 2003. "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 133-138, May.
  54. 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(3), pages 625-645, June.
  55. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
  56. Wooldridge, Jeffrey M., 2001. "Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples," Econometric Theory, Cambridge University Press, vol. 17(2), pages 451-470, April.
  57. 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.
  58. Qi Li & Jeffrey Wooldridge, 2000. "Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 337-357, November.
  59. 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.
  60. 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.
  61. Jeffrey M. Wooldridge, 1999. "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples," Econometrica, Econometric Society, vol. 67(6), pages 1385-1406, November.
  62. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
  63. Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(5), pages 667-678, October.
  64. 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.
  65. 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 619-632, Nov.-Dec..
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. 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(2), pages 409-418, June.
  71. Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(4), pages 452-475, December.
  72. 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 935-955, November.
  73. 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.
  74. 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.
  75. Wooldridge, Jeffrey M., 1991. "Specification testing and quasi-maximum- likelihood estimation," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 29-55.
  76. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(1), pages 17-43, March.
  77. 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.
  78. 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.
  79. 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.
  80. 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 116-131, February.
  81. Wooldridge, Jeffrey M. & White, Halbert, 1988. "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 4(2), pages 210-230, August.

Software components

  1. Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge, 2023. "KAPPALATE: Stata module to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators," Statistical Software Components S459257, Boston College Department of Economics, revised 30 Jun 2024.

Chapters

  1. Iraj Rahmani & Jeffrey M. Wooldridge, 2019. "Model-Selection Tests for Complex Survey Samples," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 109-135, Emerald Group Publishing Limited.
  2. Jeffrey M. Wooldridge, 2011. "Teaching Undergraduate Econometrics," Chapters, in: Gail M. Hoyt & KimMarie McGoldrick (ed.), International Handbook on Teaching and Learning Economics, chapter 43, Edward Elgar Publishing.
  3. Jeffrey M. Wooldridge, 2008. "Instrumental variables estimation of the average treatment effect in the correlated random coefficient model," Advances in Econometrics, in: Modelling and Evaluating Treatment Effects in Econometrics, pages 93-116, Emerald Group Publishing Limited.
  4. 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, April.
  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, April.

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Co-authorship network on CollEc

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (25) 2002-08-16 2002-10-18 2004-04-11 2004-04-11 2005-06-14 2008-08-21 2010-10-30 2012-06-25 2013-03-16 2014-03-01 2014-04-18 2014-08-02 2015-05-09 2017-11-05 2017-11-05 2018-10-29 2019-10-21 2020-10-19 2021-03-15 2022-01-03 2022-05-16 2022-09-05 2023-01-16 2023-10-02 2023-12-04. Author is listed
  2. NEP-EXP: Experimental Economics (5) 2017-11-05 2017-11-26 2018-06-25 2019-10-21 2019-10-28. Author is listed
  3. NEP-ORE: Operations Research (5) 2019-10-28 2020-09-28 2021-03-08 2021-03-15 2022-02-07. Author is listed
  4. NEP-EDU: Education (4) 2012-06-25 2013-02-03 2013-11-02 2014-03-01
  5. NEP-ETS: Econometric Time Series (4) 2002-10-18 2004-04-11 2004-07-11 2021-03-15
  6. NEP-DCM: Discrete Choice Models (3) 2002-10-18 2017-04-30 2023-10-02
  7. NEP-PPM: Project, Program and Portfolio Management (3) 2008-08-21 2008-08-31 2009-04-05
  8. NEP-URE: Urban and Real Estate Economics (3) 2013-02-03 2013-11-02 2014-03-01
  9. NEP-DEV: Development (2) 2008-08-31 2009-04-05
  10. NEP-RMG: Risk Management (2) 2017-04-30 2021-03-15
  11. NEP-CNA: China (1) 2021-03-08
  12. NEP-DEM: Demographic Economics (1) 2014-08-02
  13. NEP-ENE: Energy Economics (1) 2017-04-30
  14. NEP-ENV: Environmental Economics (1) 2017-04-30
  15. NEP-GEO: Economic Geography (1) 2023-01-16
  16. NEP-HPE: History and Philosophy of Economics (1) 2008-08-21
  17. NEP-INO: Innovation (1) 2000-05-16
  18. NEP-LAB: Labour Economics (1) 2012-06-25
  19. NEP-TRA: Transition Economics (1) 2018-10-29

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