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 2022-09-13. Update your information in the RePEc Author Service.

Short-id: pwo39

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Working Papers

2022

1. Using Stata to implement simple difference-in-differences estimators for staggered interventions
   French Stata Users' Group Meetings 2022, Stata Users Group
2. When Should You Adjust Standard Errors for Clustering?
   Papers, arXiv.org View citations (527)
   Also in Research Papers, Stanford University, Graduate School of Business (2017) View citations (632)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (627)

2021

3. Nonlinear difference in differences with panel data
   Economics Virtual Symposium 2021, Stata Users Group

2020

4. Correlated random effects methods for panel data models with heterogeneous time effects
   London Stata Conference 2020, Stata Users Group View citations (1)
5. Improved Estimation of Dynamic Models of Conditional Means and Variances
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (1)
6. Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
   Papers, arXiv.org View citations (1)
7. Using generalized estimating equations to estimate nonlinear models with spatial data
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (1)
   Also in Papers, arXiv.org (2018) View citations (1)

2019

8. Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings
   Natural Field Experiments, The Field Experiments Website View citations (6)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (6)
9. Sampling-based vs. Design-based Uncertainty in Regression Analysis
   Papers, arXiv.org View citations (6)
   Also in Research Papers, Stanford University, Graduate School of Business (2017) View citations (13)

2017

10. Putting a value on injuries to natural assets: The BP Oil Spill
    Natural Field Experiments, The Field Experiments Website View citations (13)

2015

11. Binary Response Panel Data Models with Sample Selection and Self Selection
    Working Papers, Department of Economics, Florida State University View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2018)

2014

12. A Comparison of Growth Percentile and Value-Added Models of Teacher Performance
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (7)
13. A General Double Robustness Result for Estimating Average Treatment Effects
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
    See also Journal Article in Econometric Theory (2018)
14. Evaluating Specification Tests in the Context of Value-Added Estimation
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
15. Finite Population Causal Standard Errors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)

2013

16. Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (10)
    See also Journal Article in Economics of Education Review (2018)
17. What Are We Weighting For?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (144)
    See also Journal Article in Journal of Human Resources (2015)

2012

18. Can Value-Added Measures of Teacher Performance Be Trusted?
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (28)
    See also Journal Article in Education Finance and Policy (2014)
19. How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value-added
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (7)
    See also Journal Article in Journal of Policy Analysis and Management (2015)

2011

20. Fractional response models with endogeneous explanatory variables and heterogeneity
    CHI11 Stata Conference, Stata Users Group View citations (21)

2010

21. Estimating Panel Data Models in the Presence of Endogeneity and Selection
    Working Papers, Department of Economics, Florida State University View citations (203)
    See also Journal Article in Journal of Econometrics (2010)

2009

22. Recent Developments in the Econometrics of Program Evaluation
    Scholarly Articles, Harvard University Department of Economics View citations (2265)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (157)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (162)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (156)
    See also Journal Article in Journal of Economic Literature (2009)

2008

23. Inference for partial effects in nonlinear panel-data models using Stata
    Summer North American Stata Users' Group Meetings 2008, Stata Users Group View citations (2)

2004

24. Estimating average partial effects under conditional moment independence assumptions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (17)
25. Inverse probability weighted estimation for general missing data problems
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    See also Journal Article in Journal of Econometrics (2007)
26. 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 (5)

2002

27. Affairs
    Instructional Stata datasets for econometrics, Boston College Department of Economics
28. Bwght2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
29. Discrim
    Instructional Stata datasets for econometrics, Boston College Department of Economics
30. Engin
    Instructional Stata datasets for econometrics, Boston College Department of Economics
31. Fish
    Instructional Stata datasets for econometrics, Boston College Department of Economics
32. HTV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
33. 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 (239)
    See also Journal Article in Portuguese Economic Journal (2002)
34. Rdtelec
    Instructional Stata datasets for econometrics, Boston College Department of Economics
35. 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 (35)
    See also Journal Article in Journal of Applied Econometrics (2005)
36. Twoyear
    Instructional Stata datasets for econometrics, Boston College Department of Economics
37. Wine
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2001

38. JTRAIN2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
39. KEANE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
40. LABSUP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
41. MATHPNL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
42. NBASAL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
43. NLS80
    Instructional Stata datasets for econometrics, Boston College Department of Economics
44. NLS81_87
    Instructional Stata datasets for econometrics, Boston College Department of Economics
45. NORWAY
    Instructional Stata datasets for econometrics, Boston College Department of Economics
46. PATENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
47. PENSION
    Instructional Stata datasets for econometrics, Boston College Department of Economics
48. Q
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2000

49. 401K
    Instructional Stata datasets for econometrics, Boston College Department of Economics
50. 401KSUBS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
51. ADMNREV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
52. AIRFARE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
53. APPLE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
54. ATHLET1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
55. ATHLET2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
56. ATTEND
    Instructional Stata datasets for econometrics, Boston College Department of Economics
57. AUDIT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
58. BARIUM
    Instructional Stata datasets for econometrics, Boston College Department of Economics
59. BWGHT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
60. CARD
    Instructional Stata datasets for econometrics, Boston College Department of Economics
61. CEMENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
62. CEOSAL1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
63. CEOSAL2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
64. CONSUMP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
65. CORN
    Instructional Stata datasets for econometrics, Boston College Department of Economics
66. CORNWELL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
67. CPS78_85
    Instructional Stata datasets for econometrics, Boston College Department of Economics
68. CPS91
    Instructional Stata datasets for econometrics, Boston College Department of Economics
69. CRIME1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
70. CRIME2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
71. CRIME3
    Instructional Stata datasets for econometrics, Boston College Department of Economics
72. CRIME4
    Instructional Stata datasets for econometrics, Boston College Department of Economics
73. EARNS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
74. EZANDERS
    Instructional Stata datasets for econometrics, Boston College Department of Economics
75. EZUNEM
    Instructional Stata datasets for econometrics, Boston College Department of Economics
76. FAIR
    Instructional Stata datasets for econometrics, Boston College Department of Economics
77. FERTIL1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
78. FERTIL2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
79. FERTIL3
    Instructional Stata datasets for econometrics, Boston College Department of Economics
80. FRINGE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
81. GPA1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
82. GPA2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
83. GPA3
    Instructional Stata datasets for econometrics, Boston College Department of Economics
84. GROGGER
    Instructional Stata datasets for econometrics, Boston College Department of Economics
85. HPRICE1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
86. HPRICE2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
87. HPRICE3
    Instructional Stata datasets for econometrics, Boston College Department of Economics
88. HSEINV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
89. INFMRT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
90. INJURY
    Instructional Stata datasets for econometrics, Boston College Department of Economics
91. KIELMC
    Instructional Stata datasets for econometrics, Boston College Department of Economics
92. LAWSCH85
    Instructional Stata datasets for econometrics, Boston College Department of Economics
93. LOANAPP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
94. LOWBRTH
    Instructional Stata datasets for econometrics, Boston College Department of Economics
95. MEAP93
    Instructional Stata datasets for econometrics, Boston College Department of Economics
96. MLB1
    Instructional Stata datasets for econometrics, Boston College Department of Economics
97. MROZ
    Instructional Stata datasets for econometrics, Boston College Department of Economics
98. MURDER
    Instructional Stata datasets for econometrics, Boston College Department of Economics
99. NYSE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
100. OPENNESS
     Instructional Stata datasets for econometrics, Boston College Department of Economics
101. PHILLIPS
     Instructional Stata datasets for econometrics, Boston College Department of Economics
102. PNTSPRD
     Instructional Stata datasets for econometrics, Boston College Department of Economics
103. PRISON
     Instructional Stata datasets for econometrics, Boston College Department of Economics
104. PRMINWGE
     Instructional Stata datasets for econometrics, Boston College Department of Economics
105. RDCHEM
     Instructional Stata datasets for econometrics, Boston College Department of Economics
106. RECID
     Instructional Stata datasets for econometrics, Boston College Department of Economics
107. RENTAL
     Instructional Stata datasets for econometrics, Boston College Department of Economics
108. RETURN
     Instructional Stata datasets for econometrics, Boston College Department of Economics
109. SAVING
     Instructional Stata datasets for econometrics, Boston College Department of Economics
110. SLEEP75
     Instructional Stata datasets for econometrics, Boston College Department of Economics
111. SLP75_81
     Instructional Stata datasets for econometrics, Boston College Department of Economics
112. SMOKE
     Instructional Stata datasets for econometrics, Boston College Department of Economics
113. TRAFFIC1
     Instructional Stata datasets for econometrics, Boston College Department of Economics
114. TRAFFIC2
     Instructional Stata datasets for econometrics, Boston College Department of Economics
115. VOLAT
     Instructional Stata datasets for econometrics, Boston College Department of Economics
116. VOTE1
     Instructional Stata datasets for econometrics, Boston College Department of Economics
117. VOTE2
     Instructional Stata datasets for econometrics, Boston College Department of Economics
118. WAGE1
     Instructional Stata datasets for econometrics, Boston College Department of Economics
119. WAGE2
     Instructional Stata datasets for econometrics, Boston College Department of Economics
120. WAGEPAN
     Instructional Stata datasets for econometrics, Boston College Department of Economics
121. WAGEPRC
     Instructional Stata datasets for econometrics, Boston College Department of Economics

1997

122. 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, International Association of Agricultural Economists View citations (3)

1993

123. 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 (97)
     See also Journal Article in Journal of Applied Econometrics (1996)
124. Estimation and Inference for Dependent Processes. alysis
     Working Papers, Michigan State - Econometrics and Economic Theory

1990

125. 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 View citations (1)
126. 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)
127. 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

128. 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)
129. 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

130. A Common Error in the Treatment of Trending Time Series
     Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)
131. 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)
132. Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances
     Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (113)

1987

133. 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 (4)
134. Specification Testing and Quasi-Maximum 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

135. INTDEF
     Instructional Stata datasets for econometrics, Boston College Department of Economics
136. INTQRT
     Instructional Stata datasets for econometrics, Boston College Department of Economics
137. INVEN
     Instructional Stata datasets for econometrics, Boston College Department of Economics
138. JTRAIN
     Instructional Stata datasets for econometrics, Boston College Department of Economics

Journal Articles

2021

1. Revisiting regression adjustment in experiments with heterogeneous treatment effects
   Econometric Reviews, 2021, 40, (5), 504-534 View citations (9)

2020

2. A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
   Applied Economics Letters, 2020, 27, (12), 997-1001 View citations (3)
3. Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
   Journal of Business & Economic Statistics, 2020, 38, (1), 1-18 View citations (3)
4. On the consistency of the logistic quasi-MLE under conditional symmetry
   Economics Letters, 2020, 194, (C)
5. Rejoinder
   Journal of Business & Economic Statistics, 2020, 38, (1), 25-26
6. Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis
   Econometrica, 2020, 88, (1), 265-296 View citations (53)

2019

7. Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels
   Annals of Economics and Statistics, 2019, (134), 243-268 View citations (92)
8. Correlated random effects models with unbalanced panels
   Journal of Econometrics, 2019, 211, (1), 137-150 View citations (93)

2018

9. A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
   Econometric Theory, 2018, 34, (1), 112-133 View citations (26)
   See also Working Paper (2014)
10. Binary response panel data models with sample selection and self‐selection
    Journal of Applied Econometrics, 2018, 33, (2), 179-197 View citations (12)
    See also Working Paper (2015)
11. Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?
    Economics of Education Review, 2018, 64, (C), 50-74 View citations (2)
    See also Working Paper (2013)
12. Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers
    Environmental & Resource Economics, 2018, 69, (3), 609-635 View citations (8)
13. Understanding and evaluating the SAS® EVAAS® Univariate Response Model (URM) for measuring teacher effectiveness
    Economics of Education Review, 2018, 66, (C), 191-205 View citations (2)

2017

14. Quasi-generalized least squares regression estimation with spatial data
    Economics Letters, 2017, 156, (C), 138-141 View citations (1)

2016

15. A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
    Journal of Econometrics, 2016, 190, (2), 252-266 View citations (15)
16. Should instrumental variables be used as matching variables?
    Research in Economics, 2016, 70, (2), 232-237 View citations (10)

2015

17. An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures
    Journal of Educational and Behavioral Statistics, 2015, 40, (2), 190-222 View citations (23)
18. Control Function Methods in Applied Econometrics
    Journal of Human Resources, 2015, 50, (2), 420-445 View citations (390)
19. How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value Added
    Journal of Policy Analysis and Management, 2015, 34, (1), 32-58 View citations (14)
    See also Working Paper (2012)
20. On different approaches to obtaining partial effects in binary response models with endogenous regressors
    Economics Letters, 2015, 134, (C), 58-61 View citations (5)
21. What Are We Weighting For?
    Journal of Human Resources, 2015, 50, (2), 301-316 View citations (487)
    See also Working Paper (2013)

2014

22. Can Value-Added Measures of Teacher Performance Be Trusted?
    Education Finance and Policy, 2014, 10, (1), 117-156 View citations (34)
    See also Working Paper (2012)
23. Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
    Journal of Econometrics, 2014, 182, (1), 226-234 View citations (124)

2013

24. Estimation of dynamic panel data models with sample selection
    Journal of Applied Econometrics, 2013, 28, (1), 47-61 View citations (32)
25. Partial maximum likelihood estimation of spatial probit models
    Journal of Econometrics, 2013, 172, (1), 77-89 View citations (34)

2011

26. A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
    Economics Letters, 2011, 113, (1), 12-15 View citations (9)

2010

27. Estimating panel data models in the presence of endogeneity and selection
    Journal of Econometrics, 2010, 157, (2), 375-380 View citations (230)
    See also Working Paper (2010)

2009

28. Difference-in-differences estimation (in Russian)
    Quantile, 2009, (6), 25-47 View citations (3)
29. Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2009, 27, (2), 206-223 View citations (23)
30. On estimating firm-level production functions using proxy variables to control for unobservables
    Economics Letters, 2009, 104, (3), 112-114 View citations (843)
31. Recent Developments in the Econometrics of Program Evaluation
    Journal of Economic Literature, 2009, 47, (1), 5-86 View citations (2290)
    See also Working Paper (2009)

2008

32. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
    American Economic Review, 2008, 98, (2), 357-62 View citations (11)
33. Fixed effects instrumental variables estimation in correlated random coefficient panel data models
    Journal of Econometrics, 2008, 142, (1), 539-552 View citations (36)
34. Panel data methods for fractional response variables with an application to test pass rates
    Journal of Econometrics, 2008, 145, (1-2), 121-133 View citations (606)

2007

35. Inverse probability weighted estimation for general missing data problems
    Journal of Econometrics, 2007, 141, (2), 1281-1301 View citations (402)
    See also Working Paper (2004)

2006

36. ACKNOWLEDGMENT OF RELATED PRIOR WORK
    Econometric Theory, 2006, 22, (6), 1177-1178

2005

37. A computational trick for delta-method standard errors
    Economics Letters, 2005, 86, (3), 413-417 View citations (44)
38. 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 (144)
39. INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
    Econometric Theory, 2005, 21, (4), 865-869 View citations (17)
40. 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 (1062)
    Also in Journal of Applied Econometrics, 2005, 20, (1), 39-54 (2005) View citations (108)
    See also Working Paper (2002)
41. VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
    Econometric Theory, 2005, 21, (5), 1026-1028 View citations (38)

2004

42. 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution
    Econometric Theory, 2004, 20, (2), 428-429
43. 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 View citations (6)

2003

44. 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model
    Econometric Theory, 2003, 19, (2), 411-412 View citations (5)
45. Cluster-Sample Methods in Applied Econometrics
    American Economic Review, 2003, 93, (2), 133-138 View citations (468)
46. 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 (67)

2002

47. Inverse probability weighted M-estimators for sample selection, attrition, and stratification
    Portuguese Economic Journal, 2002, 1, (2), 117-139 View citations (207)
    See also Working Paper (2002)
48. SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
    Econometric Theory, 2002, 18, (3), 625-645 View citations (37)

2001

49. ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
    Econometric Theory, 2001, 17, (2), 451-470 View citations (82)
50. Applications of Generalized Method of Moments Estimation
    Journal of Economic Perspectives, 2001, 15, (4), 87-100 View citations (168)

2000

51. 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 (73)
52. 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 View citations (4)

1999

53. Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples
    Econometrica, 1999, 67, (6), 1385-1406 View citations (80)
54. Distribution-free estimation of some nonlinear panel data models
    Journal of Econometrics, 1999, 90, (1), 77-97 View citations (346)
    See also Working Paper (1990)
55. Efficient estimation of panel data models with strictly exogenous explanatory variables
    Journal of Econometrics, 1999, 93, (1), 177-201 View citations (33)

1997

56. Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
    Econometric Theory, 1997, 13, (5), 667-678 View citations (112)
57. 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 (90)

1996

58. 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 (1586)
    See also Working Paper (1993)
59. Estimating systems of equations with different instruments for different equations
    Journal of Econometrics, 1996, 74, (2), 387-405 View citations (25)

1995

60. A simple test for the consistency of dynamic linear regression in rational distributed lag models
    Economics Letters, 1995, 48, (3-4), 235-240 View citations (4)
61. Selection corrections for panel data models under conditional mean independence assumptions
    Journal of Econometrics, 1995, 68, (1), 115-132 View citations (526)

1994

62. A Simple Specification Test for the Predictive Ability of Transformation Models
    The Review of Economics and Statistics, 1994, 76, (1), 59-65 View citations (7)
63. On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi
    Econometric Theory, 1994, 10, (2), 409-418

1992

64. A Test for Functional Form Against Nonparametric Alternatives
    Econometric Theory, 1992, 8, (4), 452-475 View citations (75)
65. Some Alternatives to the Box-Cox Regression Model
    International Economic Review, 1992, 33, (4), 935-55 View citations (32)
    See also Working Paper (1989)

1991

66. A note on computing r-squared and adjusted r-squared for trending and seasonal data
    Economics Letters, 1991, 36, (1), 49-54 View citations (4)
67. 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 (133)
68. Specification testing and quasi-maximum- likelihood estimation
    Journal of Econometrics, 1991, 48, (1-2), 29-55 View citations (34)
    See also Working Paper (1987)

1990

69. A Unified Approach to Robust, Regression-Based Specification Tests
    Econometric Theory, 1990, 6, (1), 17-43 View citations (135)
70. A note on the Lagrange multiplier and F-statistics for two stage least squares regressions
    Economics Letters, 1990, 34, (2), 151-155 View citations (9)
71. An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
    Journal of Econometrics, 1990, 45, (3), 331-350 View citations (18)
    See also Working Paper (1989)

1989

72. A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
    Economics Letters, 1989, 31, (3), 239-243 View citations (10)

1988

73. A Capital Asset Pricing Model with Time-Varying Covariances
    Journal of Political Economy, 1988, 96, (1), 116-31 View citations (1388)
74. Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
    Econometric Theory, 1988, 4, (2), 210-230 View citations (91)

Books

2010

1. Econometric Analysis of Cross Section and Panel Data, vol 1
   MIT Press Books, The MIT Press View citations (5979)
   Also in MIT Press Books, The MIT Press (2001) View citations (857)
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 (17)
   Also in MIT Press Books, The MIT Press (2003) View citations (3)

Chapters

2019

1. Model-Selection Tests for Complex Survey Samples
   A chapter in The Econometrics of Complex Survey Data, 2019, vol. 39, pp 109-135

2011

2. Teaching Undergraduate Econometrics
   Chapter 43 in International Handbook on Teaching and Learning Economics, 2011

1986

3. Estimation and inference for dependent processes
   Chapter 45 in Handbook of Econometrics, 1986, vol. 4, pp 2639-2738 View citations (8)