Access Statistics for Jeffrey Wooldridge

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
401K 0 12 25 295 2 27 73 1,086
401KSUBS 1 14 31 150 1 19 46 325
A Common Error in the Treatment of Trending Time Series 0 0 0 0 2 3 14 162
A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity 0 0 0 0 2 26 44 284
A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES 0 0 0 0 0 4 20 714
A Test of New Aggregate Damand Curvature Properties 0 0 2 11 1 3 12 96
A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative 0 0 5 73 0 0 11 133
ADMNREV 1 4 6 63 1 5 13 201
AIRFARE 2 19 50 212 8 41 99 626
AN ENCOMPASSING APPROACH TO CONDITIONAL MEAN TESTS WITH APPLICATIONS TO TESTING NONNESTED HYPOTHESES 0 0 0 0 0 1 17 136
APPLE 0 10 28 167 3 20 62 465
ATHLET1 0 3 6 80 0 8 22 200
ATHLET2 0 2 6 52 1 7 21 175
ATTEND 1 13 32 178 1 19 48 372
AUDIT 0 4 6 119 0 6 16 265
Affairs 1 41 72 257 1 58 105 510
BARIUM 1 7 15 88 1 11 35 337
BWGHT 5 12 41 302 9 21 86 548
Bwght2 1 13 39 138 2 18 83 349
CARD 4 48 101 342 18 152 1,141 2,283
CEMENT 0 2 12 177 0 6 26 442
CEOSAL1 5 13 41 167 8 28 77 545
CEOSAL2 3 13 37 174 3 22 68 343
CONSUMP 0 15 26 145 2 17 38 479
CORN 0 7 9 64 3 18 104 345
CORNWELL 1 12 16 82 3 17 32 224
CPS78_85 0 28 37 173 0 31 44 268
CPS91 0 4 9 62 0 4 22 173
CRIME1 1 38 60 272 4 50 104 508
CRIME2 5 21 43 240 10 35 85 535
CRIME3 1 7 17 111 4 18 44 264
CRIME4 2 14 45 205 5 22 78 414
DISTRIBUTION-FREE ESTIMATION OF SOME NONLINEAR PANEL DATA MODELS 0 0 0 0 8 13 49 253
Discrim 2 26 57 266 2 39 88 494
EARNS 0 2 6 116 0 7 12 264
EZANDERS 0 10 15 74 0 10 16 173
EZUNEM 0 10 13 86 1 13 21 217
Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates 18 51 125 512 28 85 257 1,615
Engin 0 9 17 97 0 17 39 333
Estimating average partial effects under conditional moment independence assumptions 14 30 81 277 33 98 268 814
Estimation and Inference for Dependent Processes. alysis 0 0 0 0 4 8 21 267
FAIR 1 9 13 88 2 14 19 188
FERTIL1 2 33 61 281 2 39 81 433
FERTIL2 0 12 23 159 1 20 48 298
FERTIL3 1 12 17 112 1 18 34 237
FRINGE 1 12 26 105 5 17 37 271
Fish 0 15 31 152 2 34 87 420
GPA1 0 12 28 154 0 19 62 379
GPA2 4 9 27 231 4 11 52 600
GPA3 3 30 49 207 4 37 83 651
GROGGER 2 6 14 102 3 10 33 370
HPRICE1 4 18 66 327 5 24 97 503
HPRICE2 0 5 16 108 0 10 37 257
HPRICE3 0 4 12 85 0 9 29 240
HSEINV 0 5 10 81 0 6 16 208
HTV 0 13 21 108 1 20 47 419
INFMRT 0 5 5 59 0 6 7 161
INJURY 0 25 34 112 0 27 37 218
INTDEF 1 5 10 83 3 9 18 183
INTQRT 0 3 6 60 0 4 11 167
INVEN 0 8 11 86 1 11 26 266
Inference for partial effects in nonlinear panel-data models using Stata 8 32 179 179 12 47 240 240
Inverse probability weighted M-estimators for sample selection, attrition and stratification 6 14 57 324 18 42 178 1,030
Inverse probability weighted estimation for general missing data problems 2 12 39 185 20 58 177 613
JTRAIN 1 29 47 241 5 46 98 614
JTRAIN2 0 8 28 147 1 13 57 323
KEANE 2 14 25 116 2 20 44 347
KIELMC 1 37 48 159 1 40 57 281
LABSUP 1 9 13 81 1 15 32 210
LAWSCH85 1 6 20 119 1 9 33 215
LOANAPP 2 16 38 217 4 22 57 400
LOWBRTH 0 6 7 71 1 9 13 264
MATHPNL 2 22 30 118 2 29 47 241
MEAP93 0 15 42 137 0 17 56 233
MLB1 1 12 21 158 3 19 47 319
MROZ 7 57 132 465 12 87 213 927
MURDER 0 15 31 221 1 22 50 633
NBASAL 0 6 28 126 0 13 49 323
NLS80 0 16 37 127 1 22 49 252
NLS81_87 0 2 5 55 0 8 17 148
NORWAY 1 4 11 102 2 11 23 235
NYSE 0 2 10 161 0 7 33 594
OPENNESS 0 40 51 208 0 49 73 356
On the robustness of fixed effects and related estimators in correlated random coefficient panel data models 3 7 22 198 4 9 37 376
PATENT 1 16 26 163 1 23 41 315
PENSION 1 11 20 181 3 20 44 353
PHILLIPS 0 6 22 177 0 11 40 369
PNTSPRD 0 7 15 109 0 13 26 237
PRISON 1 10 16 212 2 20 40 644
PRMINWGE 0 2 7 53 0 7 15 150
Q 0 6 15 83 1 14 32 322
Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances 0 0 0 0 13 35 168 1,392
RDCHEM 1 10 20 129 2 14 32 272
RECID 3 9 20 131 9 29 93 503
REGRESSION-BASED INFERENCE IN LINEAR TIME SERIES MODELS WITH INCOMPLETE DYNAMICS 0 0 0 0 1 5 9 136
RENTAL 0 27 39 229 0 29 48 373
RETURN 0 0 5 79 1 5 17 227
Rdtelec 0 7 10 62 0 17 24 176
Recent Developments in the Econometrics of Program Evaluation 8 43 203 203 14 69 220 220
SAVING 1 15 28 157 1 24 44 380
SLEEP75 3 21 68 296 3 27 92 421
SLP75_81 1 7 14 78 1 7 17 256
SMOKE 6 35 68 299 8 41 97 502
SOME ALETERNATIVE TO THE BOX-COX REGRESSION MODEL 0 0 0 0 9 31 89 341
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity 12 33 117 530 24 64 224 1,068
Specification Testing and Quasi-Maximum Likelihood Estimation 0 0 0 0 5 12 37 252
TRAFFIC1 0 8 13 122 0 12 29 293
TRAFFIC2 1 11 19 120 5 21 60 323
Twoyear 0 16 27 137 1 22 44 301
VOLAT 1 4 7 74 2 11 42 294
VOTE1 0 7 28 183 1 27 84 395
VOTE2 0 6 20 108 0 9 41 269
WAGE1 5 31 88 424 10 46 145 708
WAGE2 5 34 108 635 6 44 151 920
WAGEPAN 3 34 79 312 5 42 106 628
WAGEPRC 0 8 28 123 0 16 53 352
Wine 5 35 74 382 7 59 140 879
Total Working Papers 184 1,595 3,736 18,233 431 2,792 8,346 48,151

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Capital Asset Pricing Model with Time-Varying Covariances 38 94 225 1,624 59 163 449 3,992
A Simple Specification Test for the Predictive Ability of Transformation Models 1 2 4 44 3 7 13 136
A computational trick for delta-method standard errors 9 28 108 476 22 62 254 938
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model 0 7 34 124 3 24 115 352
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables 1 8 24 132 2 14 39 217
A note on computing r-squared and adjusted r-squared for trending and seasonal data 2 10 49 258 22 61 437 1,843
A note on the Lagrange multiplier and F-statistics for two stage least squares regressions 2 3 10 38 3 6 24 114
A simple test for the consistency of dynamic linear regression in rational distributed lag models 2 2 7 21 2 2 12 69
An empirical investigation of the box-cox model and a nonlinear least squares alternative 0 2 15 23 2 6 36 55
An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses 0 0 1 37 0 0 7 87
Applications of Generalized Method of Moments Estimation 11 33 138 1,767 19 57 283 3,750
Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples 0 0 0 0 2 7 31 359
Cluster-Sample Methods in Applied Econometrics 2 18 63 307 10 43 201 768
Distribution-free estimation of some nonlinear panel data models 4 8 40 131 12 18 66 229
Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates 15 33 101 359 21 49 176 739
Efficient estimation of panel data models with strictly exogenous explanatory variables 3 9 26 94 4 16 52 204
Estimating systems of equations with different instruments for different equations 1 6 24 79 2 8 34 168
Fixed effects instrumental variables estimation in correlated random coefficient panel data models 6 14 38 56 11 26 96 142
Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models 1 9 33 189 5 19 85 486
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model 3 4 12 93 3 6 24 154
Inverse probability weighted estimation for general missing data problems 1 5 13 20 2 12 46 57
On the application of robust, regression- based diagnostics to models of conditional means and conditional variances 5 10 38 173 8 17 61 275
On two stage least squares estimation of the average treatment effect in a random coefficient model 2 7 25 210 5 13 58 759
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 21 68 271 480 34 112 398 692
Selection corrections for panel data models under conditional mean independence assumptions 17 49 141 437 21 66 210 722
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity 18 54 175 568 29 91 296 1,174
Some Alternatives to the Box-Cox Regression Model 5 20 65 242 11 44 217 1,118
Specification testing and quasi-maximum- likelihood estimation 4 15 41 161 5 17 53 235
Statistical significance is okay, too: comment on "Size Matters" 3 3 9 40 3 4 20 81
Total Journal Articles 177 521 1,730 8,183 325 970 3,793 19,915

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation and inference for dependent processes 4 17 69 213 10 28 123 389
Total Chapters 4 17 69 213 10 28 123 389

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Statistics updated 2009-07-03