Details about Jeffrey Wooldridge

Access statistics for papers by Jeffrey Wooldridge.

Last updated 2009-10-06. Update your information in the RePEc Author Service.

Short-id: pwo39

Working Papers

2008

1. Inference for partial effects in nonlinear panel-data models using Stata
   Summer North American Stata Users' Group Meetings 2008, Stata Users Group
2. Recent Developments in the Econometrics of Program Evaluation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2004

3. Estimating average partial effects under conditional moment independence assumptions
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
4. Inverse probability weighted estimation for general missing data problems
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
   See also Journal Article in Journal of Econometrics (2007)
5. 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 View citations

2002

6. Affairs
   Instructional Stata datasets for econometrics, Boston College Department of Economics
7. Bwght2
   Instructional Stata datasets for econometrics, Boston College Department of Economics
   Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
8. Discrim
   Instructional Stata datasets for econometrics, Boston College Department of Economics
9. Engin
   Instructional Stata datasets for econometrics, Boston College Department of Economics
10. Fish
    Instructional Stata datasets for econometrics, Boston College Department of Economics
11. HTV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
12. Inverse probability weighted M-estimators for sample selection, attrition and stratification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
13. Rdtelec
    Instructional Stata datasets for econometrics, Boston College Department of Economics
14. 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 View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
15. Twoyear
    Instructional Stata datasets for econometrics, Boston College Department of Economics
16. Wine
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2001

17. JTRAIN2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics
18. KEANE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
19. LABSUP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
20. MATHPNL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
21. NBASAL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
22. NLS80
    Instructional Stata datasets for econometrics, Boston College Department of Economics
23. NLS81_87
    Instructional Stata datasets for econometrics, Boston College Department of Economics
24. NORWAY
    Instructional Stata datasets for econometrics, Boston College Department of Economics
25. PATENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
26. PENSION
    Instructional Stata datasets for econometrics, Boston College Department of Economics
27. Q
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2000

28. 401K
    Instructional Stata datasets for econometrics, Boston College Department of Economics
29. 401KSUBS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
30. ADMNREV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
31. AIRFARE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
32. APPLE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
33. ATHLET1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
34. ATTEND
    Instructional Stata datasets for econometrics, Boston College Department of Economics
35. AUDIT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
36. BARIUM
    Instructional Stata datasets for econometrics, Boston College Department of Economics
37. CARD
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
38. CEMENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
39. CEOSAL1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
40. CONSUMP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
41. CORNWELL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
42. CPS78_85
    Instructional Stata datasets for econometrics, Boston College Department of Economics
43. CPS91
    Instructional Stata datasets for econometrics, Boston College Department of Economics
44. CRIME1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
    Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
    Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
45. EARNS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
46. EZANDERS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
47. EZUNEM
    Instructional Stata datasets for econometrics, Boston College Department of Economics
48. FAIR
    Instructional Stata datasets for econometrics, Boston College Department of Economics
49. FERTIL1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
    Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
50. FRINGE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
51. GPA1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
    Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
52. GROGGER
    Instructional Stata datasets for econometrics, Boston College Department of Economics
53. HPRICE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
    Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
54. HSEINV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
55. INFMRT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics
56. INJURY
    Instructional Stata datasets for econometrics, Boston College Department of Economics
57. KIELMC
    Instructional Stata datasets for econometrics, Boston College Department of Economics
58. LAWSCH85
    Instructional Stata datasets for econometrics, Boston College Department of Economics
59. LOANAPP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
60. LOWBRTH
    Instructional Stata datasets for econometrics, Boston College Department of Economics
61. MEAP93
    Instructional Stata datasets for econometrics, Boston College Department of Economics
62. MLB1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
63. MROZ
    Instructional Stata datasets for econometrics, Boston College Department of Economics
64. MURDER
    Instructional Stata datasets for econometrics, Boston College Department of Economics
65. NYSE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
66. OPENNESS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
67. PHILLIPS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
68. PNTSPRD
    Instructional Stata datasets for econometrics, Boston College Department of Economics
69. PRISON
    Instructional Stata datasets for econometrics, Boston College Department of Economics
70. PRMINWGE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
71. RDCHEM
    Instructional Stata datasets for econometrics, Boston College Department of Economics
72. RECID
    Instructional Stata datasets for econometrics, Boston College Department of Economics
73. RENTAL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
74. RETURN
    Instructional Stata datasets for econometrics, Boston College Department of Economics
75. SAVING
    Instructional Stata datasets for econometrics, Boston College Department of Economics
76. SLEEP75
    Instructional Stata datasets for econometrics, Boston College Department of Economics
77. SLP75_81
    Instructional Stata datasets for econometrics, Boston College Department of Economics
78. SMOKE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
79. TRAFFIC1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
80. VOLAT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
81. VOTE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
82. WAGE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
83. WAGEPAN
    Instructional Stata datasets for econometrics, Boston College Department of Economics
    Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)

1993

84. 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 View citations
    See also Journal Article in Journal of Applied Econometrics (1996)
85. Estimation and Inference for Dependent Processes. alysis
    Working Papers, Michigan State - Econometrics and Economic Theory

1990

86. 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
87. DISTRIBUTION-FREE ESTIMATION OF SOME NONLINEAR PANEL DATA MODELS
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations
    See also Journal Article in Journal of Econometrics (1999)
88. REGRESSION-BASED INFERENCE IN LINEAR TIME SERIES MODELS WITH INCOMPLETE DYNAMICS
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations

1989

89. 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
    See also Journal Article in Journal of Econometrics (1990)
90. SOME ALETERNATIVE TO THE BOX-COX REGRESSION MODEL
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations
    See also Journal Article in International Economic Review (1992)

1988

91. A Common Error in the Treatment of Trending Time Series
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations
92. 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)
93. Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations

1987

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

Undated

96. INTDEF
    Instructional Stata datasets for econometrics, Boston College Department of Economics
97. INVEN
    Instructional Stata datasets for econometrics, Boston College Department of Economics

Journal Articles

2008

1. Fixed effects instrumental variables estimation in correlated random coefficient panel data models
   Journal of Econometrics, 2008, 142, (1), 539-552 View citations

2007

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

2005

3. A computational trick for delta-method standard errors
   Economics Letters, 2005, 86, (3), 413-417 View citations
4. 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 View citations
5. 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 View citations
   See also Working Paper (2002)

2004

6. Statistical significance is okay, too: comment on "Size Matters"
   The Journal of Socio-Economics, 2004, 33, (5), 577-579 View citations

2003

7. Cluster-Sample Methods in Applied Econometrics
   American Economic Review, 2003, 93, (2), 133-138 View citations
8. Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
   Economics Letters, 2003, 79, (2), 185-191 View citations

2001

9. Applications of Generalized Method of Moments Estimation
   Journal of Economic Perspectives, 2001, 15, (4), 87-100 View citations

2000

10. A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
    Economics Letters, 2000, 68, (3), 245-250 View citations

1999

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

1997

14. On two stage least squares estimation of the average treatment effect in a random coefficient model
    Economics Letters, 1997, 56, (2), 129-133 View citations

1996

15. Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates
    Journal of Applied Econometrics, 1996, 11, (6), 619-32 View citations
    See also Working Paper (1993)
16. Estimating systems of equations with different instruments for different equations
    Journal of Econometrics, 1996, 74, (2), 387-405 View citations

1995

17. A simple test for the consistency of dynamic linear regression in rational distributed lag models
    Economics Letters, 1995, 48, (3-4), 235-240
18. Selection corrections for panel data models under conditional mean independence assumptions
    Journal of Econometrics, 1995, 68, (1), 115-132 View citations

1994

19. A Simple Specification Test for the Predictive Ability of Transformation Models
    The Review of Economics and Statistics, 1994, 76, (1), 59-65

1993

20. An empirical investigation of the box-cox model and a nonlinear least squares alternative
    Econometric Reviews, 1993, 12, (1), 65-102 View citations

1992

21. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
    Econometric Reviews, 1992, 11, (2), 143-172 View citations
22. Some Alternatives to the Box-Cox Regression Model
    International Economic Review, 1992, 33, (4), 935-55 View citations
    See also Working Paper (1989)

1991

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

1990

26. A note on the Lagrange multiplier and F-statistics for two stage least squares regressions
    Economics Letters, 1990, 34, (2), 151-155 View citations
27. An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
    Journal of Econometrics, 1990, 45, (3), 331-350 View citations
    See also Working Paper (1989)

1989

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

1988

29. A Capital Asset Pricing Model with Time-Varying Covariances
    Journal of Political Economy, 1988, 96, (1), 116-31 View citations

Chapters

1986

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