Jeffrey Wooldridge

Jeffrey Wooldridge's AcademicInfluence.com Rankings

Jeffrey Wooldridge

Economics

#366

World Rank

#460

Historical Rank

#228

USA Rank

Econometrics

#10

World Rank

#11

Historical Rank

USA Rank

economics Degrees

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Economics

Jeffrey Wooldridge's Degrees

PhD Economics University of California, San Diego

Why Is Jeffrey Wooldridge Influential?

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According to Wikipedia, Jeffrey Marc Wooldridge is an American econometrician. He is a University Distinguished Professor in the Department of Economics at Michigan State University. Wooldridge is known for his theoretical contributions to the analysis of cross-sectional and panel data.

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Jeffrey Wooldridge's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data (2003) (14941)
Introductory Econometrics: A Modern Approach (1999) (12903)
Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates (1993) (3778)
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992) (3412)
A Capital Asset Pricing Model with Time-Varying Covariances (1988) (3169)
Introduction to Econometrics (2013) (2493)
The Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity (2002) (1819)
What Are We Weighting For? (2013) (1222)
Cluster-Sample Methods in Applied Econometrics (2003) (1197)
On estimating firm-level production functions using proxy variables to control for unobservables (2009) (1139)
Panel data methods for fractional response variables with an application to test pass rates (2008) (1112)
When Should You Adjust Standard Errors for Clustering? (2017) (1005)
Selection corrections for panel data models under conditional mean independence assumptions (1995) (919)
Inverse probability weighted estimation for general missing data problems (2004) (782)
Control Function Methods in Applied Econometrics (2015) (775)
Distribution-free estimation of some nonlinear panel data models (1999) (620)
Inverse probability weighted M-estimators for sample selection, attrition, and stratification (2002) (520)
Estimating Panel Data Models in the Presence of Endogeneity and Selection (2010) (494)
Applications of Generalized Method of Moments Estimation (2001) (435)
Solutions manual and supplementary material for econometric analysis of cross section and panel data, second edition (2007) (335)
Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models (2005) (316)
Quasi‐Likelihood Methods for Count Data (2008) (307)
A Unified Approach to Robust, Regression-Based Specification Tests (1990) (305)
Estimation and inference for dependent processes (1994) (292)
Correlated random effects models with unbalanced panels (2019) (286)
On the application of robust, regression- based diagnostics to models of conditional means and conditional variances (1991) (277)
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables (2014) (246)
Quasi-maximum likelihood estimation of dynamic models with time varying covariances (1988) (240)
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes (1988) (214)
On two stage least squares estimation of the average treatment effect in a random coefficient model (1997) (210)
Multiplicative Panel Data Models Without the Strict Exogeneity Assumption (1997) (201)
Can Value-Added Measures of Teacher Performance Be Trusted? (2012) (190)
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model (2003) (171)
A Test for Functional Form Against Nonparametric Alternatives (1992) (159)
Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis (2017) (152)
ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES (2001) (150)
Asymptotic properties of weighted M-estimators for variable probability samples (1999) (149)
CLUSTER-SAMPLE METHODS IN APPLIED ECONOMETRICS: AN EXTENDED ANALYSIS (2006) (143)
Identification and Inference for Econometric Models: Unobserved Heterogeneity and Estimation of Average Partial Effects (2005) (131)
A computational trick for delta-method standard errors (2005) (116)
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (2000) (106)
Some Alternatives to the Box-Cox Regression Model (1992) (93)
Specification testing and quasi-maximum-likelihood estimation (1991) (90)
Putting a value on injuries to natural assets: The BP oil spill (2017) (85)
Instrumental variables estimation of the average treatment effect in the correlated random coefficient model (2008) (81)
Should Instrumental Variables be Used as Matching Variables (2016) (78)
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS (2002) (76)
Estimation of dynamic panel data models with sample selection (2013) (75)
VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS (2005) (73)
An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures (2015) (70)
Partial maximum likelihood estimation of spatial probit models (2013) (70)
A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS (2014) (67)
Finite Population Causal Standard Errors (2014) (66)
Fixed effects instrumental variables estimation in correlated random coefficient panel data models (2008) (65)
Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators (2021) (64)
Estimating average partial effects under conditional moment independence assumptions (2004) (60)
Efficient estimation of panel data models with strictly exogenous explanatory variables (1999) (58)
A Comparison of Student Growth Percentile and Value-Added Models of Teacher Performance (2014) (54)
Estimating systems of equations with different instruments for different equations (1996) (53)
Fractional response models with endogeneous explanatory variables and heterogeneity (2011) (51)
An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses (1989) (43)
Student's Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, second edition (2011) (42)
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching (2016) (42)
INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA (2005) (41)
Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data (2009) (35)
Asymptotic properties of econometric estimators (1986) (33)
Binary response panel data models with sample selection and self‐selection (2018) (32)
Can Value-Added Measures of Teacher Education Performance Be Trusted? (2012) (30)
A note on the Lagrange multiplier and F-statistics for two stage least squares regressions (1990) (30)
Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve? (2013) (30)
A Simple Specification Test for the Predictive Ability of Transformation Models (1994) (29)
Testing and Correcting for Endogeneity in Nonlinear Unobserved Effects Models (2019) (29)
Revisiting regression adjustment in experiments with heterogeneous treatment effects (2020) (27)
Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization (2008) (27)
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model (1989) (27)
A note on computing r-squared and adjusted r-squared for trending and seasonal data (1991) (21)
Statistical significance is okay, too: comment on "Size Matters" (2004) (19)
Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers (2018) (18)
Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels (2019) (17)
Evaluating Specification Tests in the Context of Value-Added Estimation (2014) (16)
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models (2011) (15)
Econometrics: Panel Data Methods (2009) (13)
Efficient Estimation with Orthogonal Regressors (1993) (11)
On the robustness of fixed effects and related estimators in correlated random coefficient panel data models. (2004) (11)
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model (2003) (11)
A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form (2020) (11)
Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data (2020) (10)
Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth (2000) (10)
Inference in Approximately Sparse Correlated Random Effects Probit Models (2017) (10)
On different approaches to obtaining partial effects in binary response models with endogenous regressors (2015) (9)
An empirical investigation of the box-cox model and a nonlinear least squares alternative (1993) (9)
A Comparison of Growth Percentile and Value-Added Models of Teacher Performance (2014) (8)
A simple test for the consistency of dynamic linear regression in rational distributed lag models (1995) (8)
Multiple Regression Analysis : Estimation I (2004) (7)
A Common Error in the Treatment of Trending Time Series (1988) (7)
Understanding and evaluating the SAS® EVAAS® Univariate Response Model (URM) for measuring teacher effectiveness (2018) (7)
An Evaluation of Empirical Bayes' Estimation of Value- Added Teacher Performance Measures. Working Paper #31. Revised. (2014) (6)
A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity (1987) (6)
Regression-based inference in linear time series models with incomplete dynamics (1990) (6)
Contingent valuation: Flawed logic?—Response (2017) (6)
Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment (2022) (5)
Comparing and assessing the consequences of two different approaches to measuring school effectiveness (2019) (5)
Using generalized estimating equations to estimate nonlinear models with spatial data (2018) (4)
Inference for partial effects in nonlinear panel-data models using Stata (2008) (4)
The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation (2021) (4)
Policy and Research Challenges of Moving Toward Best Practices in Using Student Test Scores to Evaluate Teacher Performance (2015) (4)
ACKNOWLEDGMENT OF RELATED PRIOR WORK (2006) (4)
Evaluating Value-Added Methods of Estimating of Teacher Performance. (2011) (4)
Panel data estimation in finance : parameter consistency and the standard error (2015) (3)
On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi (1994) (3)
Preconference Workshop: Treatment Effect Estimation with Unconfounded Assignment (2016) (3)
Quasi-generalized least squares regression estimation with spatial data (2017) (2)
A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative (1990) (2)
Specification Tests in Unbalanced Panels with Endogeneity (2017) (2)
Presidential approval and gas prices: Sociotropic or pocketbook influence? (2016) (2)
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution (2004) (1)
On Estimating Partial Effects after Retransformation (2016) (1)
Nested Effects (1993) (1)
On the consistency of the logistic quasi-MLE under conditional symmetry (2020) (1)
Teaching Undergraduate Econometrics (2011) (1)
Robust and Efficient Estimation of Potential Outcome Means under Random Assignment. (2020) (1)
A Simple, Robust Test for Choosing the Level of Fixed Effects in Linear Panel Data Models (2022) (1)
Introductory econometrics, Wooldridge, 2nd edition (2007) (0)
Control Function Estimation of Spatial Error Models with Endogeneity∗ (2017) (0)
Preliminary Draft Not for Citation What Are We Weighting For ? (2013) (0)
A Design-Based Approach to Spatial Correlation (2022) (0)
Improved Estimation of Dynamic Models of Conditional Means and Variances (2020) (0)
American Economic Association Cluster-Sample Methods in Applied Econometrics (2007) (0)
Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect (2022) (0)
Introductory Econometrics Asia-Pacific Edition (2017) (0)
Binary and Fractional Response Models with Continuous and Binary Endogenous Explanatory Variables (2016) (0)
Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings (2019) (0)
Book Reviews (1998) (0)
Announcement: Zellner Thesis Award (1998) (0)
Efficient Estimation under Heteroskedasticity (1994) (0)
Estimation and Inference for Dependent Processes. alysis (1993) (0)
INV ARIANCE PRINCIPLES 211 (2001) (0)
Editor's Report (2000) (0)
Supplement to : Binary Response Panel Data Models with Sample Selection and Self Selection by Anastasia Semykina (2017) (0)
The Asymptotic Power of RESET for Detecting Omitted Variables (1994) (0)
Chapter 9. Diagnostic Testing (2007) (0)
Rejoinder (2019) (0)
Essentials of Econometrics (2008) (0)
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption (2022) (0)
9 PrEsiDENtial aPProVal aND gas PricEs Sociotropic or Pocketbook Influence ? 1 (2016) (0)
WORKING PAPER SERIES UNDERSTANDING AND EVALUATING THE SAS â EVAAS â UNIVARIATE RESPONSE MODEL ( URM ) FOR MEASURING TEACHER EFFECTIVENESS (2018) (0)
Highlights of Conference on Using Student Test Scores to Measure Teacher Performance: The State of the Art in Research and Practice. (2013) (0)
Simple Approaches to Nonlinear Difference-in-Differences with Panel Data (2022) (0)
The Asymptotic Power of RESET for Detecting Omitted Variables (1994) (0)
Asymptotic Properties of Tests for Heteroskedasticity (1995) (0)
L1-Regularized Quasi-Maximum Likelihood Estimation and Inference in High-Dimensional Correlated Random Effects Probit (2016) (0)
Model-Selection Tests for Complex Survey Samples (2019) (0)
Fractional Response Model Applications to Accounting Research (2014) (0)
Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers (2018) (0)
NBER WORKING PAPER SERIES FINITE POPULATION CAUSAL STANDARD ERRORS (0)
Difference-in-differences estimation (in Russian) (2009) (0)
Efficient Estimation Under Heteroskedasticity (1994) (0)
DATA SET HANDBOOK (2000) (0)
The Curse of Dimensionality and Regularization An early occurrence of the term ‘ Big (0)
Solutions: Asymptotic Properties of Tests for Heteroskedasticity under Measurement Error (1996) (0)

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Jeffrey Wooldridge's Academic­Influence.com Rankings