An Introduction to Classical Econometric Theory

By Christopher M. Cornwell, P. Ruud. 2000

379 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/690a51e2e6b10dedebaed0b10db391186718c4d5

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Citations in the corpus

An Empirical Analysis of Search Engine Advertising: Sponsored Search in Electronic Markets (2009, neutral): “7 Ruud (2000) demonstrates that if % is restricted so that its determinant is a known constant, then log det % plays no role in the in the”
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, neutral): “dit = xitfl + fi1i + †1it; (25) y⁄i0 = di0µ1 + fi2i + †2i0; ( 26 )”
In the Right Place at the Wrong Time: The Role of Firms and Luck in Young Workers' Careers (2006, neutral): “For an overview of the arguments for and against establishing large-scale apprentice programs in the US, see Stern et al. (1994) or Heckman et al.”
Fixed effects estimation of structural parameters and marginal effects in panel probit models (2007, background): “In empirical analysis, the ultimate quantities of interest are often the marginal effects of specific changes in the regressors on the conditional response probability (see, e.g., Ruud, 2000; Angrist, 2001; Wooldridge, 2002; and Wooldridge, 2005).”
A new baseline model for estimating willingness to pay from discrete choice models (2013, methodology): “Ruud (2000) for example, in his widely-used econometrics text, provides an example of using the delta method to look at the distribution of the ratio of two ML parameters.”
Instrumental Variables and GMM: Estimation and Testing (2003, methodology): “For a detailed discussion of the relationship between the different types of tests in a GMM framework, see Ruud (2000, Chapter 22). (17)See Wooldridge (2002, 58–61) and Wooldridge (1995) for more detailed discussion.”
A Robust Test for Weak Instruments (2013, methodology): “We use code for FC,W2 (x) available from Ruud (2000) (Imhof 1961; Koerts and Abrahamse 1969; Farebrother 1990; Ruud 2000).”
Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation (2007, background): “Useful surveys of the econometrics of these models include Maddala (1983), Amemiya (1985), Ruud (2000) and Wooldridge (2002).”
Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond (2005, neutral): “Textbook treatments of the normal selection model are available in Amemiya (1985) and Ruud (2000).”
Discrete Choice Methods with Simulation by Kenneth E. Train (2003, methodology): “(1985, Appendix B) and Ruud (2000) rewarding.”
Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective (2014, neutral): “See the discussion about stopping criteria in section 6.3 in Quandt (1983) and in section 16.5 in Ruud (2000).”
Discrete Choice Methods with Simulation (2016, methodology): “So the book should be used as a complement to standard econometrics text books, such as Greene (2011), Ruud (2000), or Wooldridge (2010).”
Frugal IV alternatives to identify the parameter for an endogenous regressor (2009, background): “Simultaneity can be seen as a special omitted variable problem (Ruud, 2000).”