Introduction to Econometrics

By Jeffrey M. Wooldridge. 2013

2,795 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Citations in the corpus

Credit Scoring, Statistical Techniques and Evaluation Criteria: A Review of the Literature (2011, background): “However, early in the 1930s the term “Probit” was developed and stood for probability unit (Pindyck & Rubinfeld, 1997; Maddala, 2001).”
Detecting Earnings Management: A New Approach (2012, background): “4 See chapter 4 of Maddala (2001) for an analysis of the consequences of omitted variables for OLS estimation.”
Returns to Skills Around the World: Evidence from PIAAC (2014, background): “14 Again for specialized cases such as just two explanatory variables, there are approximations of the asymptotic bias; see Maddala (1992). But they do not generalize to multiple variables with error as we face in the estimation.”
Distinguishing Race Effects on Pre-Trial Release and Sentencing Decisions (2012, background): “Alternately, biased hypothesis tests could still exist even when tolerance values do not suggest a problem (Maddala, 2001).”
Estimating Wealth Effects Without Expenditure Data—Or Tears: An Application To Educational Enrollments In States Of India* (2001, background): “If enrollment and wealth are measured with error, then, under certain conditions, the true regression parameter is bounded by β and 1/βr (see, for example, Maddala 1988).”
The Impact of Climate Change on Nuclear Power Supply (2011, background): “For more information see Stock and Watson (2003).”
The role of market fundamentals and speculation in recent price changes for crude oil (2011, methodology): “1 See Chapter 5 of Enders (1995) for a description of how to interpret Granger causality relative to the coefficients in a structural VAR.”
Step away from stepwise (2018, background): “The estimated coefficients of the true explanatory variables are biased if variables that belong in the model are excluded, and have enlarged variances if variables that don’t belong are included [28, 29].”
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning (2019, background): “For example, in mean-variance portfolio analysis the portfolio to be minimized depends on the covariance matrix the asset returns, while the optimal portfolio weights depend on the precision matrix. the internal climate variability as an input and outputs a climate change signal depending the…”
How Does Social Media Impact Bitcoin Value? A Test of the Silent Majority Hypothesis (2018, background): “Out-of-sample forecasting is regarded as the ultimate test of a model [53, p. 571].”