Jeffrey M. Wooldridge
Michigan State University
H-index: 77
North America-United States
Top articles of Jeffrey M. Wooldridge
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect | arXiv preprint arXiv:2204.07672 | Tymon Słoczyński S Derya Uysal Jeffrey M Wooldridge | 2022/4/15 |
Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels | Economics Letters | Trang Hoang Jeffrey M Wooldridge | 2024/1/1 |
Doubly robust estimation of multivariate fractional outcome means with multivalued treatments | Econometric Reviews | Akanksha Negi Wooldridge Jeffrey M | 2024/4/20 |
A Simple Transformation Approach to Difference-in-Differences Estimation for Panel Data | Available at SSRN 4516518 | Soo Jeong Lee Jeffrey M Wooldridge | 2023/7/20 |
Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects | arXiv preprint arXiv:2310.18563 | Tymon Słoczyński S Derya Uysal Jeffrey M Wooldridge | 2023/10/28 |
A simple, robust test for choosing the level of fixed effects in linear panel data models | Empirical Economics | Leslie E Papke Jeffrey M Wooldridge | 2023/6 |
KAPPALATE: Stata module to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators | Selver Uysal Tymon Słoczyński Jeffrey M Wooldridge | 2023/10/25 | |
When should you adjust standard errors for clustering? | The Quarterly Journal of Economics | Alberto Abadie Susan Athey Guido W Imbens Jeffrey M Wooldridge | 2023/2 |
Introdução à econometria: uma abordagem moderna | Jeffrey M Wooldridge | 2023/9/19 | |
The robustness of conditional logit for binary response panel data models with serial correlation | Journal of Econometric Methods | Do Won Kwak Robert S Martin Jeffrey M Wooldridge | 2023/1/26 |
Simple approaches to nonlinear difference-in-differences with panel data | The Econometrics Journal | Jeffrey M Wooldridge | 2023/9 |
More efficient estimation of multiplicative panel data models in the presence of serial correlation | Nicholas Brown Jeffrey M Wooldridge | 2023 | |
Another Look at the Linear Probability Model and Nonlinear Index Models | arXiv preprint arXiv:2308.15338 | Kaicheng Chen Robert S Martin Jeffrey M Wooldridge | 2023/8/29 |
What is a standard error?(And how should we compute it?) | Journal of Econometrics | Jeffrey M Wooldridge | 2023/12/1 |
Using Stata to implement simple difference-in-differences estimators for staggered interventions | Jeffrey Wooldridge | 2022/8/1 | |
What Estimators Are Unbiased For Linear Models? | arXiv preprint arXiv:2212.14185 | Lihua Lei Jeffrey Wooldridge | 2022/12/29 |
A design-based approach to spatial correlation | arXiv preprint arXiv:2211.14354 | Ruonan Xu Jeffrey M Wooldridge | 2022/11/25 |
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption | Available at SSRN 4236785 | Riju Joshi Jeffrey M Wooldridge | 2022/10/3 |
Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels | Michael Bates Jeffrey Wooldridge Lelsie Papke | 2022/9/6 | |
Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment | arXiv preprint arXiv:2208.01300 | Tymon Słoczyński S Derya Uysal Jeffrey M Wooldridge | 2022/8/2 |
Co-Authors
