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Results: 1-8 |
Results: 8
Untitled
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, Untitled, J BUS ECON, 19(1), 2001, pp. 1-1
Asymptotic properties of weighted M-estimators for standard stratified samples
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, Asymptotic properties of weighted M-estimators for standard stratified samples, ECONOMET TH, 17(2), 2001, pp. 451-470
Robustness of tests for functional form to serial correlation - Solution
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, Robustness of tests for functional form to serial correlation - Solution, ECONOMET TH, 16(5), 2000, pp. 795-796
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables, ECON LETT, 68(3), 2000, pp. 245-250
Efficient estimation of panel data models with strictly exogenous explanatory variables
Authors: Im, KS Ahn, SC Schmidt, P Wooldridge, JM
Citation: Ks. Im et al., Efficient estimation of panel data models with strictly exogenous explanatory variables, J ECONOMET, 93(1), 1999, pp. 177-201
Distribution-free estimation of some nonlinear panel data models
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, Distribution-free estimation of some nonlinear panel data models, J ECONOMET, 90(1), 1999, pp. 77-97
Consistency of OLS in the presence of lagged dependent variable and serially correlated errors
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, Consistency of OLS in the presence of lagged dependent variable and serially correlated errors, ECONOMET TH, 15(2), 1999, pp. 260-261
Asymptotic properties of weighted M-estimators for variable probability samples
Authors: Wooldridge, JM
Citation: Jm. Wooldridge, Asymptotic properties of weighted M-estimators for variable probability samples, ECONOMETRIC, 67(6), 1999, pp. 1385-1406
Risultati: 1-8 |