Details about Jeffrey Wooldridge

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 2025-04-06. Update your information in the RePEc Author Service.

Short-id: pwo39

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Working Papers

2024

1. A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
   Papers, arXiv.org View citations (2)
   Also in CESifo Working Paper Series, CESifo (2022) View citations (3)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2022) View citations (3)
   Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition (2023) View citations (1)
   See also Journal Article Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect, Journal of Business & Economic Statistics, Taylor & Francis Journals (2025) (2025)
3. Relationships among recent difference-in-differences estimators and how to compute them in Stata
   UK Stata Conference 2024, Stata Users Group
4. Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
   Papers, arXiv.org View citations (1)
   See also Journal Article Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment, Journal of Business & Economic Statistics, Taylor & Francis Journals (2025) (2025)

2023

5. Another Look at the Linear Probability Model and Nonlinear Index Models
   Papers, arXiv.org View citations (1)
6. Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
   Papers, arXiv.org View citations (2)
7. More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation
   Working Paper, Economics Department, Queen's University View citations (1)
8. Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels
   Working Papers, University of California at Riverside, Department of Economics
   Also in Working Papers, University of California at Riverside, Department of Economics (2022) View citations (2)
   See also Journal Article Non linear correlated random effects models with endogeneity and unbalanced panels, Econometric Reviews, Taylor & Francis Journals (2024) (2024)

2022

9. A Design-Based Approach to Spatial Correlation
   Papers, arXiv.org View citations (4)
10. Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment
    CESifo Working Paper Series, CESifo View citations (1)
    Also in Papers, arXiv.org (2022) View citations (5)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2022) View citations (1)
11. Using Stata to implement simple difference-in-differences estimators for staggered interventions
    French Stata Users' Group Meetings 2022, Stata Users Group
12. What Estimators Are Unbiased For Linear Models?
    Papers, arXiv.org View citations (3)
13. When Should You Adjust Standard Errors for Clustering?
    Papers, arXiv.org View citations (600)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (771)
    Research Papers, Stanford University, Graduate School of Business (2017) View citations (784)
    See also Journal Article When Should You Adjust Standard Errors for Clustering?, The Quarterly Journal of Economics, President and Fellows of Harvard College (2023) View citations (228) (2023)

2021

14. Nonlinear difference in differences with panel data
    Economics Virtual Symposium 2021, Stata Users Group
15. Simple Alternatives to the Common Correlated Effects Model
    Papers, arXiv.org

2020

16. Correlated random effects methods for panel data models with heterogeneous time effects
    London Stata Conference 2020, Stata Users Group View citations (1)
17. 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)
18. 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)
    See also Journal Article Using generalized estimating equations to estimate nonlinear models with spatial data, Econometric Reviews, Taylor & Francis Journals (2025) (2025)

2019

19. Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in Natural Field Experiments, The Field Experiments Website (2019) View citations (6)
20. 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 (15)

2018

21. The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation
    Economic Working Papers, Bureau of Labor Statistics
    See also Journal Article The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation, Journal of Econometric Methods, De Gruyter (2023) View citations (2) (2023)

2017

22. Putting a value on injuries to natural assets: The BP Oil Spill
    Natural Field Experiments, The Field Experiments Website View citations (17)

2015

23. 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 Binary response panel data models with sample selection and self‐selection, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (16) (2018)

2014

24. A Comparison of Growth Percentile and Value-Added Models of Teacher Performance
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (7)
25. 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 A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS, Econometric Theory, Cambridge University Press (2018) View citations (43) (2018)
26. Evaluating Specification Tests in the Context of Value-Added Estimation
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
27. Finite Population Causal Standard Errors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)

2013

28. 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 Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?, Economics of Education Review, Elsevier (2018) View citations (5) (2018)
29. What Are We Weighting For?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (150)
    See also Journal Article What Are We Weighting For?, Journal of Human Resources, University of Wisconsin Press (2015) View citations (599) (2015)

2012

30. Can Value-Added Measures of Teacher Performance Be Trusted?
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (28)
    See also Journal Article Can Value-Added Measures of Teacher Performance Be Trusted?, Education Finance and Policy, MIT Press (2014) View citations (35) (2014)
31. 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 How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value Added, Journal of Policy Analysis and Management, John Wiley & Sons, Ltd. (2015) View citations (15) (2015)

2011

32. Fractional response models with endogeneous explanatory variables and heterogeneity
    CHI11 Stata Conference, Stata Users Group View citations (27)

2010

33. Estimating Panel Data Models in the Presence of Endogeneity and Selection
    Working Papers, Department of Economics, Florida State University View citations (255)
    See also Journal Article Estimating panel data models in the presence of endogeneity and selection, Journal of Econometrics, Elsevier (2010) View citations (273) (2010)

2009

34. Recent Developments in the Econometrics of Program Evaluation
    Scholarly Articles, Harvard University Department of Economics View citations (2511)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (165)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (172)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (166)
    See also Journal Article Recent Developments in the Econometrics of Program Evaluation, Journal of Economic Literature, American Economic Association (2009) View citations (2630) (2009)

2008

35. 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

36. Estimating average partial effects under conditional moment independence assumptions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (19)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2004) View citations (3)
37. Inverse probability weighted estimation for general missing data problems
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (10)
    See also Journal Article Inverse probability weighted estimation for general missing data problems, Journal of Econometrics, Elsevier (2007) View citations (471) (2007)
38. On the robustness of fixed effects and related estimators in correlated random coefficient panel data models
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (5)

2002

39. Affairs
    Instructional Stata datasets for econometrics, Boston College Department of Economics
40. Bwght2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
41. Discrim
    Instructional Stata datasets for econometrics, Boston College Department of Economics
42. Engin
    Instructional Stata datasets for econometrics, Boston College Department of Economics
43. Fish
    Instructional Stata datasets for econometrics, Boston College Department of Economics
44. HTV
    Instructional Stata datasets for econometrics, Boston College Department of Economics
45. 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 (269)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2002) View citations (28)
    See also Journal Article Inverse probability weighted M-estimators for sample selection, attrition, and stratification, Portuguese Economic Journal, Springer (2002) View citations (248) (2002)
46. Rdtelec
    Instructional Stata datasets for econometrics, Boston College Department of Economics
47. 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 (37)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2002) View citations (1)
    See also Journal Article Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (1131) (2005)
48. Twoyear
    Instructional Stata datasets for econometrics, Boston College Department of Economics
49. Wine
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2001

50. JTRAIN2
    Instructional Stata datasets for econometrics, Boston College Department of Economics
51. KEANE
    Instructional Stata datasets for econometrics, Boston College Department of Economics
52. LABSUP
    Instructional Stata datasets for econometrics, Boston College Department of Economics
53. MATHPNL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
54. NBASAL
    Instructional Stata datasets for econometrics, Boston College Department of Economics
55. NLS80
    Instructional Stata datasets for econometrics, Boston College Department of Economics
56. NLS81_87
    Instructional Stata datasets for econometrics, Boston College Department of Economics
57. NORWAY
    Instructional Stata datasets for econometrics, Boston College Department of Economics
58. PATENT
    Instructional Stata datasets for econometrics, Boston College Department of Economics
59. PENSION
    Instructional Stata datasets for econometrics, Boston College Department of Economics
60. Q
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2000

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

1997

134. 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

135. 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 Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996) View citations (1822) (1996)
136. Estimation and Inference for Dependent Processes. alysis
     Working Papers, Michigan State - Econometrics and Economic Theory

1990

137. 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)
138. DISTRIBUTION-FREE ESTIMATION OF SOME NONLINEAR PANEL DATA MODELS
     Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (10)
     See also Journal Article Distribution-free estimation of some nonlinear panel data models, Journal of Econometrics, Elsevier (1999) View citations (411) (1999)
139. 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

140. 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 An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses, Journal of Econometrics, Elsevier (1990) View citations (18) (1990)
141. 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 Some Alternatives to the Box-Cox Regression Model, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1992) View citations (32) (1992)

1988

142. A Common Error in the Treatment of Trending Time Series
     Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)
143. 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)
144. Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances
     Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (110)

1987

145. 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)
146. Specification Testing and Quasi-Maximum Likelihood Estimation
     Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
     See also Journal Article Specification testing and quasi-maximum- likelihood estimation, Journal of Econometrics, Elsevier (1991) View citations (36) (1991)

Undated

147. INTDEF
     Instructional Stata datasets for econometrics, Boston College Department of Economics
148. INTQRT
     Instructional Stata datasets for econometrics, Boston College Department of Economics
149. INVEN
     Instructional Stata datasets for econometrics, Boston College Department of Economics
150. JTRAIN
     Instructional Stata datasets for econometrics, Boston College Department of Economics

Journal Articles

2025

1. Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect
   Journal of Business & Economic Statistics, 2025, 43, (1), 164-177
   See also Working Paper Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect, Papers (2024) View citations (2) (2024)
2. Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated
   Journal of Business & Economic Statistics, 2025, 43, (2), 401-412
3. Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment
   Journal of Business & Economic Statistics, 2025, 43, (2), 454-467
   See also Working Paper Robust and Efficient Estimation of Potential Outcome Means under Random Assignment, Papers (2024) View citations (1) (2024)
4. Using generalized estimating equations to estimate nonlinear models with spatial data
   Econometric Reviews, 2025, 44, (2), 214-242
   See also Working Paper Using generalized estimating equations to estimate nonlinear models with spatial data, IRTG 1792 Discussion Papers (2020) View citations (1) (2020)

2024

5. Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels
   Economics Letters, 2024, 234, (C)
6. Doubly robust estimation of multivariate fractional outcome means with multivalued treatments
   Econometric Reviews, 2024, 43, (2-4), 175-196
7. Non linear correlated random effects models with endogeneity and unbalanced panels
   Econometric Reviews, 2024, 43, (9), 713-732
   See also Working Paper Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels, Working Papers (2023) (2023)

2023

8. A simple, robust test for choosing the level of fixed effects in linear panel data models
   Empirical Economics, 2023, 64, (6), 2683-2701 View citations (2)
   See also Chapter A simple, robust test for choosing the level of fixed effects in linear panel data models, Advanced Studies in Theoretical and Applied Econometrics, 2024, 219-237 (2024) (2024)
9. Simple approaches to nonlinear difference-in-differences with panel data
   The Econometrics Journal, 2023, 26, (3), C31-C66 View citations (27)
10. The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation
    Journal of Econometric Methods, 2023, 12, (1), 33-56 View citations (2)
    See also Working Paper The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation, Economic Working Papers (2018) (2018)
11. What is a standard error? (And how should we compute it?)
    Journal of Econometrics, 2023, 237, (2) View citations (1)
12. When Should You Adjust Standard Errors for Clustering?
    The Quarterly Journal of Economics, 2023, 138, (1), 1-35 View citations (228)
    See also Working Paper When Should You Adjust Standard Errors for Clustering?, Papers (2022) View citations (600) (2022)

2021

13. Revisiting regression adjustment in experiments with heterogeneous treatment effects
    Econometric Reviews, 2021, 40, (5), 504-534 View citations (31)

2020

14. 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 (8)
15. 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)
16. On the consistency of the logistic quasi-MLE under conditional symmetry
    Economics Letters, 2020, 194, (C) View citations (2)
17. Rejoinder
    Journal of Business & Economic Statistics, 2020, 38, (1), 25-26
18. Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis
    Econometrica, 2020, 88, (1), 265-296 View citations (106)

2019

19. Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels
    Annals of Economics and Statistics, 2019, (134), 243-268 View citations (147)
20. Correlated random effects models with unbalanced panels
    Journal of Econometrics, 2019, 211, (1), 137-150 View citations (142)

2018

21. A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
    Econometric Theory, 2018, 34, (1), 112-133 View citations (43)
    See also Working Paper A General Double Robustness Result for Estimating Average Treatment Effects, IZA Discussion Papers (2014) View citations (2) (2014)
22. Binary response panel data models with sample selection and self‐selection
    Journal of Applied Econometrics, 2018, 33, (2), 179-197 View citations (16)
    See also Working Paper Binary Response Panel Data Models with Sample Selection and Self Selection, Working Papers (2015) View citations (1) (2015)
23. 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 (5)
    See also Working Paper Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?, IZA Discussion Papers (2013) View citations (10) (2013)
24. Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers
    Environmental & Resource Economics, 2018, 69, (3), 609-635 View citations (9)
25. 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

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

2016

27. 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 (23)
28. Should instrumental variables be used as matching variables?
    Research in Economics, 2016, 70, (2), 232-237 View citations (21)

2015

29. 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 (24)
30. Control Function Methods in Applied Econometrics
    Journal of Human Resources, 2015, 50, (2), 420-445 View citations (602)
31. 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 (15)
    See also Working Paper How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value-added, IZA Discussion Papers (2012) View citations (7) (2012)
32. On different approaches to obtaining partial effects in binary response models with endogenous regressors
    Economics Letters, 2015, 134, (C), 58-61 View citations (6)
33. What Are We Weighting For?
    Journal of Human Resources, 2015, 50, (2), 301-316 View citations (599)
    See also Working Paper What Are We Weighting For?, NBER Working Papers (2013) View citations (150) (2013)

2014

34. Can Value-Added Measures of Teacher Performance Be Trusted?
    Education Finance and Policy, 2014, 10, (1), 117-156 View citations (35)
    See also Working Paper Can Value-Added Measures of Teacher Performance Be Trusted?, IZA Discussion Papers (2012) View citations (28) (2012)
35. Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
    Journal of Econometrics, 2014, 182, (1), 226-234 View citations (153)

2013

36. Estimation of dynamic panel data models with sample selection
    Journal of Applied Econometrics, 2013, 28, (1), 47-61 View citations (35)
37. Partial maximum likelihood estimation of spatial probit models
    Journal of Econometrics, 2013, 172, (1), 77-89 View citations (35)

2011

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

2010

39. Estimating panel data models in the presence of endogeneity and selection
    Journal of Econometrics, 2010, 157, (2), 375-380 View citations (273)
    See also Working Paper Estimating Panel Data Models in the Presence of Endogeneity and Selection, Working Papers (2010) View citations (255) (2010)

2009

40. Difference-in-differences estimation (in Russian)
    Quantile, 2009, (6), 25-47 View citations (4)
41. 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)
42. On estimating firm-level production functions using proxy variables to control for unobservables
    Economics Letters, 2009, 104, (3), 112-114 View citations (1044)
43. Recent Developments in the Econometrics of Program Evaluation
    Journal of Economic Literature, 2009, 47, (1), 5-86 View citations (2630)
    See also Working Paper Recent Developments in the Econometrics of Program Evaluation, Scholarly Articles (2009) View citations (2511) (2009)

2008

44. 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)
45. Fixed effects instrumental variables estimation in correlated random coefficient panel data models
    Journal of Econometrics, 2008, 142, (1), 539-552 View citations (41)
46. 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 (710)

2007

47. Inverse probability weighted estimation for general missing data problems
    Journal of Econometrics, 2007, 141, (2), 1281-1301 View citations (471)
    See also Working Paper Inverse probability weighted estimation for general missing data problems, CeMMAP working papers (2004) (2004)

2006

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

2005

49. A computational trick for delta-method standard errors
    Economics Letters, 2005, 86, (3), 413-417 View citations (51)
50. 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 (180)
51. INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
    Econometric Theory, 2005, 21, (4), 865-869 View citations (21)
52. 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 (1131)
    Also in Journal of Applied Econometrics, 2005, 20, (1), 39-54 (2005) View citations (179)
    See also Working Paper Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity, CeMMAP working papers (2002) View citations (37) (2002)
53. VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
    Econometric Theory, 2005, 21, (5), 1026-1028 View citations (50)

2004

54. 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
55. 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

56. 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 (4)
57. Cluster-Sample Methods in Applied Econometrics
    American Economic Review, 2003, 93, (2), 133-138 View citations (503)
58. 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 (78)

2002

59. Inverse probability weighted M-estimators for sample selection, attrition, and stratification
    Portuguese Economic Journal, 2002, 1, (2), 117-139 View citations (248)
    See also Working Paper Inverse probability weighted M-estimators for sample selection, attrition and stratification, CeMMAP working papers (2002) View citations (269) (2002)
60. SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
    Econometric Theory, 2002, 18, (3), 625-645 View citations (42)

2001

61. ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
    Econometric Theory, 2001, 17, (2), 451-470 View citations (83)
62. Applications of Generalized Method of Moments Estimation
    Journal of Economic Perspectives, 2001, 15, (4), 87-100 View citations (208)

2000

63. 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 (77)
64. 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

65. Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples
    Econometrica, 1999, 67, (6), 1385-1406 View citations (84)
66. Distribution-free estimation of some nonlinear panel data models
    Journal of Econometrics, 1999, 90, (1), 77-97 View citations (411)
    See also Working Paper DISTRIBUTION-FREE ESTIMATION OF SOME NONLINEAR PANEL DATA MODELS, Working papers (1990) View citations (10) (1990)
67. Efficient estimation of panel data models with strictly exogenous explanatory variables
    Journal of Econometrics, 1999, 93, (1), 177-201 View citations (35)

1997

68. Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
    Econometric Theory, 1997, 13, (5), 667-678 View citations (133)
69. 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 (109)

1996

70. 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 (1822)
    See also Working Paper Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates, NBER Technical Working Papers (1993) View citations (97) (1993)
71. Estimating systems of equations with different instruments for different equations
    Journal of Econometrics, 1996, 74, (2), 387-405 View citations (26)

1995

72. 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)
73. Selection corrections for panel data models under conditional mean independence assumptions
    Journal of Econometrics, 1995, 68, (1), 115-132 View citations (583)

1994

74. 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)
75. On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi
    Econometric Theory, 1994, 10, (2), 409-418 View citations (1)

1992

76. A Test for Functional Form Against Nonparametric Alternatives
    Econometric Theory, 1992, 8, (4), 452-475 View citations (76)
77. Some Alternatives to the Box-Cox Regression Model
    International Economic Review, 1992, 33, (4), 935-55 View citations (32)
    See also Working Paper SOME ALETERNATIVE TO THE BOX-COX REGRESSION MODEL, Working papers (1989) View citations (1) (1989)

1991

78. A note on computing r-squared and adjusted r-squared for trending and seasonal data
    Economics Letters, 1991, 36, (1), 49-54 View citations (6)
79. 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 (137)
80. Specification testing and quasi-maximum- likelihood estimation
    Journal of Econometrics, 1991, 48, (1-2), 29-55 View citations (36)
    See also Working Paper Specification Testing and Quasi-Maximum Likelihood Estimation, Working papers (1987) View citations (3) (1987)

1990

81. A Unified Approach to Robust, Regression-Based Specification Tests
    Econometric Theory, 1990, 6, (1), 17-43 View citations (140)
82. 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)
83. 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 AN ENCOMPASSING APPROACH TO CONDITIONAL MEAN TESTS WITH APPLICATIONS TO TESTING NONNESTED HYPOTHESES, Working papers (1989) View citations (2) (1989)

1989

84. A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
    Economics Letters, 1989, 31, (3), 239-243 View citations (11)

1988

85. A Capital Asset Pricing Model with Time-Varying Covariances
    Journal of Political Economy, 1988, 96, (1), 116-31 View citations (1480)
86. Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
    Econometric Theory, 1988, 4, (2), 210-230 View citations (99)

Books

2010

1. Econometric Analysis of Cross Section and Panel Data, vol 1
   MIT Press Books, The MIT Press View citations (7359)
   Also in MIT Press Books, The MIT Press (2001) View citations (896)
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 (18)
   Also in MIT Press Books, The MIT Press (2003) View citations (3)

Chapters

2024

1. A simple, robust test for choosing the level of fixed effects in linear panel data models
   Springer
   See also Journal Article A simple, robust test for choosing the level of fixed effects in linear panel data models, Springer (2023) View citations (2) (2023)

2019

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

2011

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

2008

4. Instrumental variables estimation of the average treatment effect in the correlated random coefficient model
   A chapter in Modelling and Evaluating Treatment Effects in Econometrics, 2008, pp 93-116 View citations (6)

1986

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

Software Items

2025

1. KAPPALATE: Stata module to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators
   Statistical Software Components, Boston College Department of Economics