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Details about Jeffrey Wooldridge

E-mail:
Homepage:http://www.econ.msu.edu/faculty/wooldridge/index.php
Phone:517-353-5972
Postal address:Department of Economics 110 Marshall-Adams Hall Michigan State University East Lansing, MI 48824-1038
Workplace:Economics Department, Michigan State University, (more information at EDIRC)

Access statistics for papers by Jeffrey Wooldridge.

Last updated 2014-09-17. Update your information in the RePEc Author Service.

Short-id: pwo39


Jump to Journal Articles Books Chapters

Working Papers

2014

  1. A Comparison of Growth Percentile and Value-Added Models of Teacher Performance
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (1)
  2. A General Double Robustness Result for Estimating Average Treatment Effects
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
  3. Evaluating Specification Tests in the Context of Value-Added Estimation
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (3)
  4. Finite Population Causal Standard Errors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2013

  1. Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (5)
  2. What Are We Weighting For?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)

2012

  1. Can Value-Added Measures of Teacher Performance Be Trusted?
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (19)
  2. How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value-added
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (5)

2011

  1. Fractional response models with endogeneous explanatory variables and heterogeneity
    CHI11 Stata Conference, Stata Users Group Downloads View citations (3)

2010

  1. Estimating Panel Data Models in the Presence of Endogeneity and Selection
    Working Papers, Department of Economics, Florida State University Downloads View citations (92)
    See also Journal Article in Journal of Econometrics (2010)

2009

  1. Recent Developments in the Econometrics of Program Evaluation
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (833)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2008) Downloads View citations (65)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) Downloads View citations (71)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (73)

    See also Journal Article in Journal of Economic Literature (2009)

2008

  1. Inference for partial effects in nonlinear panel-data models using Stata
    Summer North American Stata Users' Group Meetings 2008, Stata Users Group Downloads

2004

  1. Estimating average partial effects under conditional moment independence assumptions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (7)
  2. Inverse probability weighted estimation for general missing data problems
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2007)
  3. On the robustness of fixed effects and related estimators in correlated random coefficient panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)

2002

  1. Affairs
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  2. Bwght2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  3. Discrim
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  4. Engin
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  5. Fish
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  6. HTV
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  7. Inverse probability weighted M-estimators for sample selection, attrition and stratification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (83)
  8. Rdtelec
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  9. Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (22)
    See also Journal Article in Journal of Applied Econometrics (2005)
  10. Twoyear
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  11. Wine
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads

2001

  1. JTRAIN2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  2. KEANE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  3. LABSUP
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  4. MATHPNL
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  5. NBASAL
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  6. NLS80
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  7. NLS81_87
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  8. NORWAY
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  9. PATENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  10. PENSION
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  11. Q
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads

2000

  1. 401K
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  2. 401KSUBS
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  3. ADMNREV
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  4. AIRFARE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  5. APPLE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  6. ATHLET1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  7. ATHLET2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  8. ATTEND
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  9. AUDIT
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  10. BARIUM
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  11. BWGHT
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  12. CARD
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000) Downloads
  13. CEMENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  14. CEOSAL1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  15. CEOSAL2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  16. CONSUMP
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  17. CORNWELL
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  18. CPS78_85
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  19. CPS91
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  20. CRIME1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  21. CRIME2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  22. CRIME3
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  23. CRIME4
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  24. EARNS
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  25. EZANDERS
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  26. EZUNEM
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  27. FAIR
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  28. FERTIL1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  29. FERTIL2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  30. FERTIL3
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  31. FRINGE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  32. GPA1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  33. GPA2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  34. GPA3
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  35. GROGGER
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  36. HPRICE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  37. HPRICE2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  38. HPRICE3
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  39. HSEINV
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  40. INFMRT
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  41. INJURY
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  42. KIELMC
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  43. LAWSCH85
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  44. LOANAPP
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  45. LOWBRTH
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  46. MEAP93
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  47. MLB1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  48. MROZ
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  49. MURDER
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  50. NYSE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  51. OPENNESS
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  52. PHILLIPS
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  53. PNTSPRD
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  54. PRISON
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  55. PRMINWGE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  56. RDCHEM
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  57. RECID
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  58. RENTAL
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  59. RETURN
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  60. SAVING
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  61. SLEEP75
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  62. SLP75_81
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  63. SMOKE
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  64. TRAFFIC1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  65. TRAFFIC2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  66. VOLAT
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  67. VOTE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  68. VOTE2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  69. WAGE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  70. WAGE2
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  71. WAGEPAN
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000) Downloads

1993

  1. Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (77)
    See also Journal Article in Journal of Applied Econometrics (1996)
  2. Estimation and Inference for Dependent Processes. alysis
    Working Papers, Michigan State - Econometrics and Economic Theory

1990

  1. A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (1)
  2. DISTRIBUTION-FREE ESTIMATION OF SOME NONLINEAR PANEL DATA MODELS
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (9)
    See also Journal Article in Journal of Econometrics (1999)
  3. REGRESSION-BASED INFERENCE IN LINEAR TIME SERIES MODELS WITH INCOMPLETE DYNAMICS
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)

1989

  1. AN ENCOMPASSING APPROACH TO CONDITIONAL MEAN TESTS WITH APPLICATIONS TO TESTING NONNESTED HYPOTHESES
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (2)
    See also Journal Article in Journal of Econometrics (1990)
  2. SOME ALETERNATIVE TO THE BOX-COX REGRESSION MODEL
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
    See also Journal Article in International Economic Review (1992)

1988

  1. A Common Error in the Treatment of Trending Time Series
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)
  2. A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988) Downloads View citations (1)
  3. Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (105)

1987

  1. A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
  2. Specification Testing and Quasi-Maximum Likelihood Estimation
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (2)
    See also Journal Article in Journal of Econometrics (1991)

Undated

  1. INTDEF
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  2. INVEN
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  3. JTRAIN
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads

Journal Articles

2014

  1. Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
    Journal of Econometrics, 2014, 182, (1), 226-234 Downloads View citations (25)

2013

  1. Estimation of dynamic panel data models with sample selection
    Journal of Applied Econometrics, 2013, 28, (1), 47-61 View citations (17)
  2. Partial maximum likelihood estimation of spatial probit models
    Journal of Econometrics, 2013, 172, (1), 77-89 Downloads View citations (10)

2011

  1. A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
    Economics Letters, 2011, 113, (1), 12-15 Downloads

2010

  1. Estimating panel data models in the presence of endogeneity and selection
    Journal of Econometrics, 2010, 157, (2), 375-380 Downloads View citations (94)
    See also Working Paper (2010)

2009

  1. Difference-in-differences estimation (in Russian)
    Quantile, 2009, (6), 25-47 Downloads View citations (1)
  2. Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2009, 27, (2), 206-223 Downloads View citations (11)
  3. On estimating firm-level production functions using proxy variables to control for unobservables
    Economics Letters, 2009, 104, (3), 112-114 Downloads View citations (163)
  4. Recent Developments in the Econometrics of Program Evaluation
    Journal of Economic Literature, 2009, 47, (1), 5-86 Downloads View citations (819)
    See also Working Paper (2009)

2008

  1. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
    American Economic Review, 2008, 98, (2), 357-62 Downloads View citations (8)
  2. Fixed effects instrumental variables estimation in correlated random coefficient panel data models
    Journal of Econometrics, 2008, 142, (1), 539-552 Downloads View citations (19)
  3. Panel data methods for fractional response variables with an application to test pass rates
    Journal of Econometrics, 2008, 145, (1-2), 121-133 Downloads View citations (217)

2007

  1. Inverse probability weighted estimation for general missing data problems
    Journal of Econometrics, 2007, 141, (2), 1281-1301 Downloads View citations (88)
    See also Working Paper (2004)

2006

  1. ACKNOWLEDGMENT OF RELATED PRIOR WORK
    Econometric Theory, 2006, 22, (06), 1177-1178 Downloads

2005

  1. A computational trick for delta-method standard errors
    Economics Letters, 2005, 86, (3), 413-417 Downloads View citations (22)
  2. Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models
    The Review of Economics and Statistics, 2005, 87, (2), 385-390 Downloads View citations (49)
  3. INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
    Econometric Theory, 2005, 21, (04), 865-869 Downloads View citations (4)
  4. Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
    Journal of Applied Econometrics, 2005, 20, (1), 39-54 Downloads View citations (500)
    See also Working Paper (2002)
  5. VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
    Econometric Theory, 2005, 21, (05), 1026-1028 Downloads View citations (13)

2004

  1. 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model Solution
    Econometric Theory, 2004, 20, (02), 428-429 Downloads
  2. Statistical significance is okay, too: comment on "Size Matters"
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2004, 33, (5), 577-579 Downloads View citations (2)

2003

  1. 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model
    Econometric Theory, 2003, 19, (02), 411-412 Downloads
  2. Cluster-Sample Methods in Applied Econometrics
    American Economic Review, 2003, 93, (2), 133-138 Downloads View citations (269)
  3. Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
    Economics Letters, 2003, 79, (2), 185-191 Downloads View citations (33)

2002

  1. SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
    Econometric Theory, 2002, 18, (03), 625-645 Downloads View citations (23)

2001

  1. ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
    Econometric Theory, 2001, 17, (02), 451-470 Downloads View citations (66)
  2. Applications of Generalized Method of Moments Estimation
    Journal of Economic Perspectives, 2001, 15, (4), 87-100 Downloads View citations (70)

2000

  1. A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
    Economics Letters, 2000, 68, (3), 245-250 Downloads View citations (45)
  2. Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth
    Annals of Economics and Finance, 2000, 1, (2), 337-357 Downloads View citations (2)

1999

  1. Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples
    Econometrica, 1999, 67, (6), 1385-1406 View citations (55)
  2. Distribution-free estimation of some nonlinear panel data models
    Journal of Econometrics, 1999, 90, (1), 77-97 Downloads View citations (141)
    See also Working Paper (1990)
  3. Efficient estimation of panel data models with strictly exogenous explanatory variables
    Journal of Econometrics, 1999, 93, (1), 177-201 Downloads View citations (22)

1997

  1. Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
    Econometric Theory, 1997, 13, (05), 667-678 Downloads View citations (73)
  2. On two stage least squares estimation of the average treatment effect in a random coefficient model
    Economics Letters, 1997, 56, (2), 129-133 Downloads View citations (62)

1996

  1. Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates
    Journal of Applied Econometrics, 1996, 11, (6), 619-32 Downloads View citations (693)
    See also Working Paper (1993)
  2. Estimating systems of equations with different instruments for different equations
    Journal of Econometrics, 1996, 74, (2), 387-405 Downloads View citations (18)
  3. Solutions: Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error
    Econometric Theory, 1996, 12, (02), 402-403 Downloads
  4. The Asymptotic Power of RESET for Detecting Omitted Variables
    Econometric Theory, 1996, 12, (01), 209-210 Downloads
    Also in Econometric Theory, 1994, 10, (05), 968-969 (1994) Downloads

1995

  1. A simple test for the consistency of dynamic linear regression in rational distributed lag models
    Economics Letters, 1995, 48, (3-4), 235-240 Downloads View citations (1)
  2. Asymptotic Properties of Tests for Heteroskedasticity
    Econometric Theory, 1995, 11, (02), 399-400 Downloads
  3. Efficient Estimation under Heteroskedasticity
    Econometric Theory, 1995, 11, (04), 797-798 Downloads
    Also in Econometric Theory, 1994, 10, (01), 223-223 (1994) Downloads
  4. Selection corrections for panel data models under conditional mean independence assumptions
    Journal of Econometrics, 1995, 68, (1), 115-132 Downloads View citations (312)

1994

  1. A Simple Specification Test for the Predictive Ability of Transformation Models
    The Review of Economics and Statistics, 1994, 76, (1), 59-65 Downloads View citations (3)
  2. On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi
    Econometric Theory, 1994, 10, (02), 409-418 Downloads

1993

  1. Efficient Estimation with Orthogonal Regressors
    Econometric Theory, 1993, 9, (04), 687-687 Downloads View citations (4)

1992

  1. A Test for Functional Form Against Nonparametric Alternatives
    Econometric Theory, 1992, 8, (04), 452-475 Downloads View citations (53)
  2. Some Alternatives to the Box-Cox Regression Model
    International Economic Review, 1992, 33, (4), 935-55 Downloads View citations (17)
    See also Working Paper (1989)

1991

  1. A note on computing r-squared and adjusted r-squared for trending and seasonal data
    Economics Letters, 1991, 36, (1), 49-54 Downloads View citations (2)
  2. On the application of robust, regression- based diagnostics to models of conditional means and conditional variances
    Journal of Econometrics, 1991, 47, (1), 5-46 Downloads View citations (93)
  3. Specification testing and quasi-maximum- likelihood estimation
    Journal of Econometrics, 1991, 48, (1-2), 29-55 Downloads View citations (26)
    See also Working Paper (1987)

1990

  1. A Unified Approach to Robust, Regression-Based Specification Tests
    Econometric Theory, 1990, 6, (01), 17-43 Downloads View citations (100)
  2. A note on the Lagrange multiplier and F-statistics for two stage least squares regressions
    Economics Letters, 1990, 34, (2), 151-155 Downloads View citations (6)
  3. An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
    Journal of Econometrics, 1990, 45, (3), 331-350 Downloads View citations (13)
    See also Working Paper (1989)

1989

  1. A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
    Economics Letters, 1989, 31, (3), 239-243 Downloads View citations (6)

1988

  1. A Capital Asset Pricing Model with Time-Varying Covariances
    Journal of Political Economy, 1988, 96, (1), 116-31 Downloads View citations (880)
  2. Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
    Econometric Theory, 1988, 4, (02), 210-230 Downloads View citations (56)

Books

2010

  1. Econometric Analysis of Cross Section and Panel Data, vol 1
    MIT Press Books, The MIT Press View citations (1395)
    Also in MIT Press Books, The MIT Press (2001) View citations (503)
  2. Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, vol 1
    MIT Press Books, The MIT Press View citations (5)
    Also in MIT Press Books, The MIT Press (2003) View citations (1)

Chapters

1986

  1. Estimation and inference for dependent processes
    Chapter 45 in Handbook of Econometrics, 1986, vol. 4, pp 2639-2738 Downloads View citations (5)
 
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