Details about Jeffrey Wooldridge
Access statistics for papers by Jeffrey Wooldridge.
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Shortid: pwo39
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Working Papers
2017
 When Should You Adjust Standard Errors for Clustering?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
2014
 A Comparison of Growth Percentile and ValueAdded Models of Teacher Performance
IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (2)
 A General Double Robustness Result for Estimating Average Treatment Effects
IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (1)
 Evaluating Specification Tests in the Context of ValueAdded Estimation
IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (3)
 Finite Population Causal Standard Errors
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
2013
 Does the Precision and Stability of ValueAdded Estimates of Teacher Performance Depend on the Types of Students They Serve?
IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (6)
 What Are We Weighting For?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (58)
2012
 Can ValueAdded Measures of Teacher Performance Be Trusted?
IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (20)
 How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Valueadded
IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (6)
2011
 Fractional response models with endogeneous explanatory variables and heterogeneity
CHI11 Stata Conference, Stata Users Group View citations (4)
2010
 Estimating Panel Data Models in the Presence of Endogeneity and Selection
Working Papers, Department of Economics, Florida State University View citations (109)
See also Journal Article in Journal of Econometrics (2010)
2009
 Recent Developments in the Econometrics of Program Evaluation
Scholarly Articles, Harvard University Department of Economics View citations (1068)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (86) IZA Discussion Papers, Institute for the Study of Labor (IZA) (2008) View citations (78) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (84)
See also Journal Article in Journal of Economic Literature (2009)
2008
 Inference for partial effects in nonlinear paneldata models using Stata
Summer North American Stata Users' Group Meetings 2008, Stata Users Group
2004
 Estimating average partial effects under conditional moment independence assumptions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
 Inverse probability weighted estimation for general missing data problems
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
See also Journal Article in Journal of Econometrics (2007)
 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 (4)
2002
 Affairs
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Bwght2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Discrim
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Engin
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Fish
Instructional Stata datasets for econometrics, Boston College Department of Economics
 HTV
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Inverse probability weighted Mestimators for sample selection, attrition and stratification
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (108)
 Rdtelec
Instructional Stata datasets for econometrics, Boston College Department of Economics
 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 (22)
See also Journal Article in Journal of Applied Econometrics (2005)
 Twoyear
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Wine
Instructional Stata datasets for econometrics, Boston College Department of Economics
2001
 JTRAIN2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 KEANE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 LABSUP
Instructional Stata datasets for econometrics, Boston College Department of Economics
 MATHPNL
Instructional Stata datasets for econometrics, Boston College Department of Economics
 NBASAL
Instructional Stata datasets for econometrics, Boston College Department of Economics
 NLS80
Instructional Stata datasets for econometrics, Boston College Department of Economics
 NLS81_87
Instructional Stata datasets for econometrics, Boston College Department of Economics
 NORWAY
Instructional Stata datasets for econometrics, Boston College Department of Economics
 PATENT
Instructional Stata datasets for econometrics, Boston College Department of Economics
 PENSION
Instructional Stata datasets for econometrics, Boston College Department of Economics
 Q
Instructional Stata datasets for econometrics, Boston College Department of Economics
2000
 401K
Instructional Stata datasets for econometrics, Boston College Department of Economics
 401KSUBS
Instructional Stata datasets for econometrics, Boston College Department of Economics
 ADMNREV
Instructional Stata datasets for econometrics, Boston College Department of Economics
 AIRFARE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 APPLE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 ATHLET1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 ATHLET2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 ATTEND
Instructional Stata datasets for econometrics, Boston College Department of Economics
 AUDIT
Instructional Stata datasets for econometrics, Boston College Department of Economics
 BARIUM
Instructional Stata datasets for econometrics, Boston College Department of Economics
 BWGHT
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CARD
Instructional Stata datasets for econometrics, Boston College Department of Economics
Also in Instructional Stata datasets for econometrics, Boston College Department of Economics (2000)
 CEMENT
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CEOSAL1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CEOSAL2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CONSUMP
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CORNWELL
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CPS78_85
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CPS91
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CRIME1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CRIME2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CRIME3
Instructional Stata datasets for econometrics, Boston College Department of Economics
 CRIME4
Instructional Stata datasets for econometrics, Boston College Department of Economics
 EARNS
Instructional Stata datasets for econometrics, Boston College Department of Economics
 EZANDERS
Instructional Stata datasets for econometrics, Boston College Department of Economics
 EZUNEM
Instructional Stata datasets for econometrics, Boston College Department of Economics
 FAIR
Instructional Stata datasets for econometrics, Boston College Department of Economics
 FERTIL1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 FERTIL2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 FERTIL3
Instructional Stata datasets for econometrics, Boston College Department of Economics
 FRINGE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 GPA1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 GPA2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 GPA3
Instructional Stata datasets for econometrics, Boston College Department of Economics
 GROGGER
Instructional Stata datasets for econometrics, Boston College Department of Economics
 HPRICE1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 HPRICE2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 HPRICE3
Instructional Stata datasets for econometrics, Boston College Department of Economics
 HSEINV
Instructional Stata datasets for econometrics, Boston College Department of Economics
 INFMRT
Instructional Stata datasets for econometrics, Boston College Department of Economics
Also in Instructional Stata datasets for econometrics, Boston College Department of Economics
 INJURY
Instructional Stata datasets for econometrics, Boston College Department of Economics
 KIELMC
Instructional Stata datasets for econometrics, Boston College Department of Economics
 LAWSCH85
Instructional Stata datasets for econometrics, Boston College Department of Economics
 LOANAPP
Instructional Stata datasets for econometrics, Boston College Department of Economics
 LOWBRTH
Instructional Stata datasets for econometrics, Boston College Department of Economics
 MEAP93
Instructional Stata datasets for econometrics, Boston College Department of Economics
 MLB1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 MROZ
Instructional Stata datasets for econometrics, Boston College Department of Economics
 MURDER
Instructional Stata datasets for econometrics, Boston College Department of Economics
 NYSE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 OPENNESS
Instructional Stata datasets for econometrics, Boston College Department of Economics
 PHILLIPS
Instructional Stata datasets for econometrics, Boston College Department of Economics
 PNTSPRD
Instructional Stata datasets for econometrics, Boston College Department of Economics
 PRISON
Instructional Stata datasets for econometrics, Boston College Department of Economics
 PRMINWGE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 RDCHEM
Instructional Stata datasets for econometrics, Boston College Department of Economics
 RECID
Instructional Stata datasets for econometrics, Boston College Department of Economics
 RENTAL
Instructional Stata datasets for econometrics, Boston College Department of Economics
 RETURN
Instructional Stata datasets for econometrics, Boston College Department of Economics
 SAVING
Instructional Stata datasets for econometrics, Boston College Department of Economics
 SLEEP75
Instructional Stata datasets for econometrics, Boston College Department of Economics
 SLP75_81
Instructional Stata datasets for econometrics, Boston College Department of Economics
 SMOKE
Instructional Stata datasets for econometrics, Boston College Department of Economics
 TRAFFIC1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 TRAFFIC2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 VOLAT
Instructional Stata datasets for econometrics, Boston College Department of Economics
 VOTE1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 VOTE2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 WAGE1
Instructional Stata datasets for econometrics, Boston College Department of Economics
 WAGE2
Instructional Stata datasets for econometrics, Boston College Department of Economics
 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
 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 (82)
See also Journal Article in Journal of Applied Econometrics (1996)
 Estimation and Inference for Dependent Processes. alysis
Working Papers, Michigan State  Econometrics and Economic Theory
1990
 A theoretical and empirical investigation of the BoxCox model and a nonlinear least squares alternative
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (1)
 DISTRIBUTIONFREE 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)
 REGRESSIONBASED INFERENCE IN LINEAR TIME SERIES MODELS WITH INCOMPLETE DYNAMICS
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
1989
 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)
 SOME ALETERNATIVE TO THE BOXCOX 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
 A Common Error in the Treatment of Trending Time Series
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)
 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) View citations (1)
 QuasiMaximum Likelihood Estimation of Dynamic Models with TimeVarying Covariances
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (106)
1987
 A RegressionBased Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (2)
 Specification Testing and QuasiMaximum Likelihood Estimation
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
See also Journal Article in Journal of Econometrics (1991)
Undated
 INTDEF
Instructional Stata datasets for econometrics, Boston College Department of Economics
 INVEN
Instructional Stata datasets for econometrics, Boston College Department of Economics
 JTRAIN
Instructional Stata datasets for econometrics, Boston College Department of Economics
Journal Articles
2014
 Quasimaximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Journal of Econometrics, 2014, 182, (1), 226234 View citations (39)
2013
 Estimation of dynamic panel data models with sample selection
Journal of Applied Econometrics, 2013, 28, (1), 4761 View citations (19)
 Partial maximum likelihood estimation of spatial probit models
Journal of Econometrics, 2013, 172, (1), 7789 View citations (20)
2011
 A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Economics Letters, 2011, 113, (1), 1215 View citations (4)
2010
 Estimating panel data models in the presence of endogeneity and selection
Journal of Econometrics, 2010, 157, (2), 375380 View citations (111)
See also Working Paper (2010)
2009
 Differenceindifferences estimation (in Russian)
Quantile, 2009, (6), 2547 View citations (1)
 Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
Journal of Business & Economic Statistics, 2009, 27, (2), 206223 View citations (13)
 On estimating firmlevel production functions using proxy variables to control for unobservables
Economics Letters, 2009, 104, (3), 112114 View citations (257)
 Recent Developments in the Econometrics of Program Evaluation
Journal of Economic Literature, 2009, 47, (1), 586 View citations (1054)
See also Working Paper (2009)
2008
 Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of SwanGanz Catheterization
American Economic Review, 2008, 98, (2), 35762 View citations (9)
 Fixed effects instrumental variables estimation in correlated random coefficient panel data models
Journal of Econometrics, 2008, 142, (1), 539552 View citations (23)
 Panel data methods for fractional response variables with an application to test pass rates
Journal of Econometrics, 2008, 145, (12), 121133 View citations (274)
2007
 Inverse probability weighted estimation for general missing data problems
Journal of Econometrics, 2007, 141, (2), 12811301 View citations (127)
See also Working Paper (2004)
2006
 ACKNOWLEDGMENT OF RELATED PRIOR WORK
Econometric Theory, 2006, 22, (06), 11771178
2005
 A computational trick for deltamethod standard errors
Economics Letters, 2005, 86, (3), 413417 View citations (25)
 FixedEffects and Related Estimators for Correlated RandomCoefficient and TreatmentEffect Panel Data Models
The Review of Economics and Statistics, 2005, 87, (2), 385390 View citations (60)
 INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
Econometric Theory, 2005, 21, (04), 865869 View citations (7)
 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Journal of Applied Econometrics, 2005, 20, (1), 3954 View citations (590)
See also Working Paper (2002)
 VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
Econometric Theory, 2005, 21, (05), 10261028 View citations (16)
2004
 03.2.1. Fixed Effects Estimation of the PopulationAveraged Slopes in a Panel Data Random Coefficient Model Solution
Econometric Theory, 2004, 20, (02), 428429
 Statistical significance is okay, too: comment on "Size Matters"
Journal of Behavioral and Experimental Economics (formerly The Journal of SocioEconomics), 2004, 33, (5), 577579 View citations (2)
2003
 03.2.1. Fixed Effects Estimation of the PopulationAveraged Slopes in a Panel Data Random Coefficient Model
Econometric Theory, 2003, 19, (02), 411412 View citations (2)
 ClusterSample Methods in Applied Econometrics
American Economic Review, 2003, 93, (2), 133138 View citations (310)
 Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
Economics Letters, 2003, 79, (2), 185191 View citations (39)
2002
 SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
Econometric Theory, 2002, 18, (03), 625645 View citations (25)
2001
 ASYMPTOTIC PROPERTIES OF WEIGHTED MESTIMATORS FOR STANDARD STRATIFIED SAMPLES
Econometric Theory, 2001, 17, (02), 451470 View citations (67)
 Applications of Generalized Method of Moments Estimation
Journal of Economic Perspectives, 2001, 15, (4), 87100 View citations (96)
2000
 A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Economics Letters, 2000, 68, (3), 245250 View citations (51)
 Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to CrossCountry Growth
Annals of Economics and Finance, 2000, 1, (2), 337357 View citations (3)
1999
 Asymptotic Properties of Weighted MEstimators for Variable Probability Samples
Econometrica, 1999, 67, (6), 13851406 View citations (59)
 Distributionfree estimation of some nonlinear panel data models
Journal of Econometrics, 1999, 90, (1), 7797 View citations (175)
See also Working Paper (1990)
 Efficient estimation of panel data models with strictly exogenous explanatory variables
Journal of Econometrics, 1999, 93, (1), 177201 View citations (23)
1997
 Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
Econometric Theory, 1997, 13, (05), 667678 View citations (78)
 On two stage least squares estimation of the average treatment effect in a random coefficient model
Economics Letters, 1997, 56, (2), 129133 View citations (64)
1996
 Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates
Journal of Applied Econometrics, 1996, 11, (6), 61932 View citations (848)
See also Working Paper (1993)
 Estimating systems of equations with different instruments for different equations
Journal of Econometrics, 1996, 74, (2), 387405 View citations (18)
 Solutions: Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error
Econometric Theory, 1996, 12, (02), 402403
 The Asymptotic Power of RESET for Detecting Omitted Variables
Econometric Theory, 1996, 12, (01), 209210
Also in Econometric Theory, 1994, 10, (05), 968969 (1994)
1995
 A simple test for the consistency of dynamic linear regression in rational distributed lag models
Economics Letters, 1995, 48, (34), 235240 View citations (2)
 Asymptotic Properties of Tests for Heteroskedasticity
Econometric Theory, 1995, 11, (02), 399400
 Efficient Estimation under Heteroskedasticity
Econometric Theory, 1995, 11, (04), 797798
Also in Econometric Theory, 1994, 10, (01), 223223 (1994)
 Selection corrections for panel data models under conditional mean independence assumptions
Journal of Econometrics, 1995, 68, (1), 115132 View citations (377)
1994
 A Simple Specification Test for the Predictive Ability of Transformation Models
The Review of Economics and Statistics, 1994, 76, (1), 5965 View citations (3)
 On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi
Econometric Theory, 1994, 10, (02), 409418
1993
 Efficient Estimation with Orthogonal Regressors
Econometric Theory, 1993, 9, (04), 687687 View citations (5)
1992
 A Test for Functional Form Against Nonparametric Alternatives
Econometric Theory, 1992, 8, (04), 452475 View citations (55)
 Some Alternatives to the BoxCox Regression Model
International Economic Review, 1992, 33, (4), 93555 View citations (21)
See also Working Paper (1989)
1991
 A note on computing rsquared and adjusted rsquared for trending and seasonal data
Economics Letters, 1991, 36, (1), 4954 View citations (2)
 On the application of robust, regression based diagnostics to models of conditional means and conditional variances
Journal of Econometrics, 1991, 47, (1), 546 View citations (104)
 Specification testing and quasimaximum likelihood estimation
Journal of Econometrics, 1991, 48, (12), 2955 View citations (31)
See also Working Paper (1987)
1990
 A Unified Approach to Robust, RegressionBased Specification Tests
Econometric Theory, 1990, 6, (01), 1743 View citations (105)
 A note on the Lagrange multiplier and Fstatistics for two stage least squares regressions
Economics Letters, 1990, 34, (2), 151155 View citations (7)
 An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
Journal of Econometrics, 1990, 45, (3), 331350 View citations (14)
See also Working Paper (1989)
1989
 A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Economics Letters, 1989, 31, (3), 239243 View citations (6)
1988
 A Capital Asset Pricing Model with TimeVarying Covariances
Journal of Political Economy, 1988, 96, (1), 11631 View citations (998)
 Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
Econometric Theory, 1988, 4, (02), 210230 View citations (63)
Books
2010
 Econometric Analysis of Cross Section and Panel Data, vol 1
MIT Press Books, The MIT Press View citations (2169)
Also in MIT Press Books, The MIT Press (2001) View citations (603)
 Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, vol 1
MIT Press Books, The MIT Press View citations (6)
Also in MIT Press Books, The MIT Press (2003) View citations (2)
Chapters
1986
 Estimation and inference for dependent processes
Chapter 45 in Handbook of Econometrics, 1986, vol. 4, pp 26392738 View citations (5)

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