EconBase
← All authors

Jeffrey M. Wooldridge

Michigan State University (from arXiv:2308.15338, 2023) · ORCID · OpenAlex

108 papers in scope · 101 published · 10 on the econ.EM arXiv · 65,068 citations · h-index 53 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. S. Derya Uysal
  2. Tymon Słoczyński
  3. Pedro H. C. Sant’Anna
  4. Helge Liebert
  5. Yukun Man
  6. Liyang Sun
  7. Anna Josephson
  8. Jeffrey D. Michler
  9. Guido W. Imbens
  10. Qi Xu
  11. Jonathan Roth
  12. Xiaojun Song
  13. Brantly Callaway
  14. Luther Yap
  15. Susan Athey
  16. Alberto Abadie
  17. Benedikt M. Pötscher
  18. Peter Hull
  19. Ye Wang
  20. Fu J

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(11 of 108)

Two-way fixed effects, the two-way mundlak regression, and difference-in-differences estimators
published2025 · Empirical Economics · 497 citations · first circulated 2021
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption
published2025 · Journal of Applied Econometrics · 1 citations · first circulated 2022
with Riju Joshi
Ben Franklin’s Whistle, Cost Expectations, and the Choice of Valuation Format
published2025 · Environmental and Resource Economics · 2 citations
with W. Michael Hanemann, Jon A. Krosnick, Lisanne Wichgers, Stephanie Lampron, Daniel Schneider, Eric M. Shaeffer, Trevor Tompson, Penny S. Visser
published2024 · Econometric Reviews · 4 citations · first circulated 2018
published2024 · Journal of Business and Economic Statistics · 4 citations · first circulated 2020
Improved estimation of dynamic models of conditional means and variances
published2024 · Journal of Time Series Analysis · 1 citations · first circulated 2020
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated
published2024 · Journal of Business and Economic Statistics · 4 citations
with Doosoo Kim
Non linear correlated random effects models with endogeneity and unbalanced panels
published2024 · Econometric Reviews · 3 citations
with Michael D. Bates, Leslie E. Papke
published2024 · Journal of Business and Economic Statistics · 4 citations · first circulated 2022
Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels
published2023 · Economics Letters · 6 citations
with Trang Hoang
working paper2023 · arXiv · 3 citations
What is a standard error? (And how should we compute it?)
published2023 · Journal of Econometrics · 12 citations
working paper2023 · arXiv · 4 citations
Simple approaches to nonlinear difference-in-differences with panel data
published2023 · Econometrics Journal · 196 citations · first circulated 2022
A Simple Transformation Approach to Difference-in-Differences Estimation for Panel Data
published2023 · Journal of Business and Economic Statistics · 5 citations
with Soo-Jeong Lee
working paper2022 · arXiv · 1 citations
A simple, robust test for choosing the level of fixed effects in linear panel data models
published2022 · Empirical Economics · 18 citations
with Leslie E. Papke
working paper2022 · arXiv
published2022 · The Quarterly Journal of Economics · 1392 citations · first circulated 2017
working paper2022 · arXiv · 18 citations
working paper2021 · arXiv · 3 citations
The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation
published2021 · Journal of Econometric Methods · 18 citations
with Do Won Kwak, Robert Martin
Revisiting regression adjustment in experiments with heterogeneous treatment effects
published2020 · Econometric Reviews · 76 citations
On the consistency of the logistic quasi-MLE under conditional symmetry
published2020 · Economics Letters · 1 citations
Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis
published2020 · Econometrica · 285 citations
Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
published2019 · Journal of Business and Economic Statistics · 20 citations
Rejoinder
published2019 · Journal of Business and Economic Statistics
A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
published2019 · Applied Economics Letters · 31 citations
Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels
published2019 · Annals of Economics and Statistics · 7 citations
with Riju Joshi
Correlated random effects models with unbalanced panels
published2018 · Journal of Econometrics · 617 citations
Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers
published2018 · Environmental and Resource Economics · 26 citations
with Kevin Boyle
Binary response panel data models with sample selection and self‐selection
published2017 · Journal of Applied Econometrics · 55 citations · first circulated 2015
with Anastasia Semykina
Contingent valuation: Flawed logic?—Response
published2017 · Science · 8 citations
with Richard C. Bishop, Kevin Boyle, Richard T. Carson, David Chapman, W. Michael Hanemann, Barbara Kanninen, Raymond J. Kopp, Jon A. Krosnick, John A. List, Norman Meade, Robert W. Paterson, Stanley Presser, …
working paper2017 · arXiv · 11 citations
Quasi-generalized least squares regression estimation with spatial data
published2017 · Economics Letters · 2 citations
Putting a value on injuries to natural assets: The BP oil spill
published2017 · Science · 170 citations
with Richard C. Bishop, Kevin Boyle, Richard T. Carson, David Chapman, W. Michael Hanemann, Barbara Kanninen, Raymond J. Kopp, Jon A. Krosnick, John A. List, Norman Meade, Robert W. Paterson, Stanley Presser, …
A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
published2017 · Econometric Theory · 110 citations · first circulated 2014
Preconference Workshop: Treatment Effect Estimation with Unconfounded Assignment
published2016 · 6th Biennial Conference of the American Society of Health Economists
Should instrumental variables be used as matching variables?
published2016 · Research in Economics · 156 citations
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
published2015 · Journal of Econometrics · 75 citations
On different approaches to obtaining partial effects in binary response models with endogenous regressors
published2015 · Economics Letters · 14 citations
with Wei Lin
An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures
published2015 · Journal of Educational and Behavioral Statistics · 66 citations
with Cassandra M. Guarino, Michelle Maxfield, Mark D. Reckase, Paul N. Thompson
Evaluating Specification Tests in the Context of Value-Added Estimation
published2015 · Journal of Research on Educational Effectiveness · 16 citations · first circulated 2014
with Cassandra M. Guarino, Mark D. Reckase, Brian Stacy
Policy and Research Challenges of Moving Toward Best Practices in Using Student Test Scores to Evaluate Teacher Performance
published2015 · Journal of Research on Educational Effectiveness · 4 citations
with Cassandra M. Guarino, Mark D. Reckase
Control Function Methods in Applied Econometrics
published2015 · The Journal of Human Resources · 1586 citations
What Are We Weighting For?
published2015 · The Journal of Human Resources · 1242 citations · first circulated 2013
with Gary Solon, Steven J. Haider
A Comparison of Student Growth Percentile and Value-Added Models of Teacher Performance
published2015 · Statistics and Public Policy · 46 citations · first circulated 2014
with Cassandra M. Guarino, Mark D. Reckase, Brian Stacy
How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value Added
published2014 · Journal of Policy Analysis and Management · 60 citations · first circulated 2013
with Steven Dieterle, Cassandra M. Guarino, Mark D. Reckase
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
published2014 · Journal of Econometrics · 300 citations
Partial maximum likelihood estimation of spatial probit models
published2012 · Journal of Econometrics · 77 citations
with Honglin Wang, Emma M. Iglesias
Estimation of dynamic panel data models with sample selection
published2011 · Journal of Applied Econometrics · 105 citations
with Anastasia Semykina
Student's Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, second edition
published2011 · Medical Entomology and Zoology · 28341 citations · first circulated 2001
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
published2011 · Economics Letters · 26 citations
Evaluating Value-Added Methods of Estimating of Teacher Performance.
published2011 · Society for Research on Educational Effectiveness · 4 citations
with Cassandra M. Guarino, Mark D. Reckase
Estimating panel data models in the presence of endogeneity and selection
published2010 · Journal of Econometrics · 571 citations
with Anastasia Semykina
On estimating firm-level production functions using proxy variables to control for unobservables
published2009 · Economics Letters · 1430 citations
Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
published2009 · Journal of Business and Economic Statistics · 57 citations
with Qi Li, Jeffrey S. Racine
Recent Developments in the Econometrics of Program Evaluation
published2009 · Journal of Economic Literature · 4925 citations · first circulated 2008
Panel data methods for fractional response variables with an application to test pass rates
published2008 · Journal of Econometrics · 1321 citations
with Leslie E. Papke
Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
published2008 · American Economic Review · 25 citations
with Qi Li, Jeffrey S. Racine
Fixed effects instrumental variables estimation in correlated random coefficient panel data models
published2007 · Journal of Econometrics · 68 citations
Inverse probability weighted estimation for general missing data problems
published2007 · Journal of Econometrics · 1020 citations · first circulated 2004
ACKNOWLEDGMENT OF RELATED PRIOR WORK
published2006 · Econometric Theory · 4 citations
VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
published2005 · Econometric Theory · 104 citations
INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
published2005 · Econometric Theory · 44 citations
Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models
published2005 · The Review of Economics and Statistics · 367 citations · first circulated 2004
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
published2005 · Journal of Applied Econometrics · 1819 citations · first circulated 2002
A computational trick for delta-method standard errors
published2004 · Economics Letters · 132 citations
with Leslie E. Papke
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
published2003 · Economics Letters · 189 citations
with Tom Fomby, R. Carter Hill, Daniel L. Millimet, Jeffrey A. Smith, Edward Vytlacil
Cluster-Sample Methods in Applied Econometrics
published2003 · American Economic Review · 1254 citations
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution
published2003 · Econometric Theory · 9 citations
Inverse probability weighted M-estimators for sample selection, attrition, and stratification
published2002 · Portuguese Economic Journal · 575 citations
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
published2002 · Econometric Theory · 74 citations
with Qi Li
Applications of Generalized Method of Moments Estimation
published2001 · The Journal of Economic Perspectives · 547 citations
ASYMPTOTIC PROPERTIES OF WEIGHTED M -ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
published2001 · Econometric Theory · 123 citations
Estimating semiparametric econometrics models by local linear method: With an application to gross-country growth
published2000 · Annals of economics and finance · 7 citations
with Qi Li
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
published2000 · Economics Letters · 110 citations
Editor's Report
published2000 · Journal of Business and Economic Statistics
Asymptotic Properties of Weighted M-estimators for variable probability samples
published1999 · Econometrica · 159 citations
Efficient estimation of panel data models with strictly exogenous explanatory variables
published1999 · Journal of Econometrics · 81 citations
with Kyung So Im, Seung C. Ahn, Peter Schmidt
Distribution-free estimation of some nonlinear panel data models
published1999 · Journal of Econometrics · 854 citations · first circulated 1990
with Anna Bindler, Randi Hjalmarsson
Announcement: Zellner Thesis Award
published1998 · Journal of Business and Economic Statistics
On two stage least squares estimation of the average treatment effect in a random coefficient model
published1997 · Economics Letters · 212 citations
Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
published1997 · Econometric Theory · 193 citations
Econometric methods for fractional response variables with an application to 401(k) plan participation rates
published1996 · Journal of Applied Econometrics · 4086 citations · first circulated 1993
with Leslie E. Papke
Estimating systems of equations with different instruments for different equations
published1996 · Journal of Econometrics · 71 citations
Solutions: Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error
published1996 · Econometric Theory · 1 citations
Selection corrections for panel data models under conditional mean independence assumptions
published1995 · Journal of Econometrics · 929 citations
A simple test for the consistency of dynamic linear regression in rational distributed lag models
published1995 · Economics Letters · 6 citations
with Katherine T. McClain
Asymptotic Properties of Tests for Heteroskedasticity
published1995 · Econometric Theory
The Asymptotic Power of RESET for Detecting Omitted Variables
published1994 · Econometric Theory
On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi
published1994 · Econometric Theory · 3 citations
Efficient Estimation Under Heteroskedasticity
published1994 · Econometric Theory
A Simple Specification Test for the Predictive Ability of Transformation Models
published1994 · The Review of Economics and Statistics · 28 citations
Efficient Estimation with Orthogonal Regressors
published1993 · Econometric Theory · 13 citations
An empirical investigation of the box-cox model and a nonlinear least squares alternative
published1993 · Econometric Reviews · 19 citations · first circulated 1990
with Ernst R. Berndt, Mark H. Showalter
A Test for Functional Form Against Nonparametric Alternatives
published1992 · Econometric Theory · 147 citations
Some Alternatives to the Box-Cox Regression Model
published1992 · International Economic Review · 85 citations · first circulated 1989
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
published1992 · Econometric Reviews · 3333 citations
with Tim Bollerslev
A note on computing r-squared and adjusted r-squared for trending and seasonal data
published1991 · Economics Letters · 37 citations
Specification testing and quasi-maximum-likelihood estimation
published1991 · Journal of Econometrics · 92 citations · first circulated 1987
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
published1991 · Journal of Econometrics · 303 citations
A note on the Lagrange multiplier and F-statistics for two stage least squares regressions
published1990 · Economics Letters · 36 citations
A Unified Approach to Robust, Regression-Based Specification Tests
published1990 · Econometric Theory · 320 citations
An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
published1990 · Journal of Econometrics · 44 citations · first circulated 1989
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
published1989 · Economics Letters · 30 citations
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
published1988 · Econometric Theory · 260 citations
with Halbert White
A Capital Asset Pricing Model with Time-Varying Covariances
published1988 · Journal of Political Economy · 3218 citations
with Tim Bollerslev, Robert F. Engle

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.