Access Statistics for Peter Schmidt

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Hall of Fame" Voting: The Econometric Society 0 0 0 84 1 3 5 503
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 1 1 1 1 279
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 0 0 0 2 289
A Modification of the Schmidt-Phillips Unit Root Test 0 0 0 1 1 1 1 625
Confidence Statements for Efficiency Estimates from Stochastic Frontier Models 0 0 0 502 0 2 4 1,002
DICKEY-FULLER TESTS WITH DRIFT 0 0 0 0 0 1 2 722
Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions 0 0 0 0 0 0 4 656
Estimating market Prices for Child Care: Sample Design Estimation and Accuracy 0 0 0 1 1 1 1 2,273
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 1 2 353
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 2 4 4 328
Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics 0 0 0 0 0 2 3 392
Likelihood Based Estimation in a Panel Setting 0 0 0 3 0 0 3 298
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 1 2 156
Marginal Comparisons with the Best ant the Efficiency Measurment Problem 0 0 0 46 1 1 2 160
On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models 0 0 2 207 2 3 8 429
On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data 0 0 0 163 2 4 4 548
On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives 0 0 0 3 0 2 3 1,022
One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels 0 0 1 199 3 4 7 705
PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS 0 0 0 410 4 4 10 1,289
Panel Data Models with Multiple Time-Varying Individual Effects 0 0 0 619 2 4 8 1,514
Predicting Criminal Recidivism Using "Split Population" Survival Time Models 0 0 0 478 1 4 5 1,480
Production Frontiers and Efficiency Measurement 0 0 0 6 1 1 5 845
Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act 0 0 0 233 0 2 4 2,917
Testing for a Unit Root in the Presence of Deterministic Trends 0 0 0 438 0 0 3 1,155
Testing forUnit Root in the Presence of Deterministic Trends 0 0 0 1 1 2 3 313
Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root? 0 0 0 5 12 21 50 2,472
Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? 5 11 32 3,364 11 24 79 11,061
The Minimum Distance Estimator for Fractionally Integrated ARMA Models 0 0 0 0 2 2 3 295
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 1 194
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 1 4 251
Zu Migration und Strukturfonds im Binnenmarkt der EU 0 0 0 105 1 1 5 301
Total Working Papers 5 11 35 7,090 50 97 238 34,827


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalization of the Durbin-Watson Test 0 0 0 0 0 0 0 200
A Monte Carlo investigation of the accuracy of multivariate CAPM tests 0 0 0 103 0 1 3 318
A Monte Carlo study of estimators of stochastic frontier production functions 0 0 0 213 0 0 3 447
A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables 0 0 0 15 0 0 1 107
A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated 0 0 0 60 0 0 1 293
A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators 0 0 0 62 0 0 1 219
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag 0 0 0 13 0 0 1 123
A Test of the Tobit Specification against an Alternative Suggested by Cragg 0 0 0 409 3 6 7 1,049
A minimum distance estimator for long-memory processes 0 0 0 59 0 0 7 177
A modification of the Schmidt-Phillips unit root test 1 2 4 154 3 4 8 384
A note on a fixed effect model with arbitrary interpersonal covariance 0 0 0 18 0 0 3 72
A note on the computation of inequality constrained least squares estimates 0 1 1 14 0 2 5 51
A note on the estimation of seemingly unrelated regression systems 0 0 1 38 0 0 2 80
A robust version of the KPSS test based on indicators 0 0 0 64 1 2 4 179
A survey of frontier production functions and of their relationship to efficiency measurement 0 0 2 1,007 1 2 11 2,104
Alternative methods of detrending and the power of unit root tests 0 0 0 66 1 1 5 165
An Argument for the Usefulness of the Gamma Distributed Lag Model 0 0 0 19 0 1 4 80
An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions 0 0 0 34 1 1 2 169
An Investigation of the Robustness of the Tobit Estimator to Non-Normality 0 0 1 209 4 5 13 635
Bank Market Structure and Competition: A Survey: Comment 0 0 1 67 0 0 3 192
Calculating the Power of the Minimum Standard Error Choice Criterion 0 0 0 12 0 0 1 157
Cognitive Range in the Theory of Revealed Preference 0 1 1 25 0 1 2 263
Editors' introduction 0 0 0 2 0 0 1 27
Editors'introduction 0 0 0 0 0 0 0 28
Efficient Estimation Using Panel Data 1 1 2 365 3 3 9 815
Efficient GMM and MD estimation of autoregressive models 0 0 0 44 0 1 4 146
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation 0 0 1 170 2 2 7 428
Efficient estimation of models for dynamic panel data 2 6 13 1,552 22 35 54 3,204
Efficient estimation of panel data models with strictly exogenous explanatory variables 0 0 2 249 1 2 6 626
Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation 0 0 0 51 2 2 5 168
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated 0 0 0 125 0 0 0 262
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers 1 2 4 362 5 6 8 708
Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment 0 0 0 0 0 0 2 59
Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach 0 0 0 215 1 1 1 619
Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment 0 0 0 71 0 1 2 303
Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited 0 0 0 26 0 1 3 107
Estimation of a fixed-effect Cobb-Douglas system using panel data 0 0 1 207 1 1 3 464
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 120 1 1 4 277
Estimation of seemingly unrelated regressions with unequal numbers of observations 0 0 0 172 0 0 3 374
Extended tabulations for Dickey-Fuller tests 0 0 1 47 3 3 5 131
Formulation and estimation of stochastic frontier production function models 1 11 37 4,055 8 73 165 9,540
Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] 0 0 0 13 1 1 2 85
Further evidence on the robustness of the Tobit estimator to heteroskedasticity 0 0 1 203 0 2 4 424
GMM estimation of linear panel data models with time-varying individual effects 0 1 7 529 6 9 27 1,064
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model 0 0 0 105 0 1 4 243
GMM redundancy results for general missing data problems 0 0 1 59 1 1 6 247
GMM with more moment conditions than observations 0 0 0 48 0 1 4 141
Goodness of fit tests in stochastic frontier models 0 0 1 98 0 1 4 263
Improved instrumental variables and generalized method of moments estimators 0 0 1 64 0 1 4 166
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics 1 1 1 110 3 4 7 373
Is skill more important than luck in explaining fish catches? 0 0 1 50 1 1 3 226
LM Tests for a Unit Root in the Presence of Deterministic Trends 0 0 0 6 1 5 22 1,190
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 1 3 170
Marginal Comparisons With the Best and the Efficiency Measurement Problem 0 0 0 22 1 2 6 103
Models for Which the MLE and the Conditional MLE Coincide 0 0 0 0 1 2 5 234
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares 0 1 4 60 0 1 9 187
Multiple comparisons with the best, with economic applications 0 0 0 247 1 2 3 681
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 7 1 1 2 81
On the Cost of Partial Observability in the Bivariate Probit Model 0 0 2 435 2 2 8 939
On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters 0 0 0 22 0 1 3 222
On the Efficiency of the Almon Lag Technique 0 0 1 147 1 1 5 409
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment 0 0 0 0 0 0 1 107
On the Estimation of Triangular Structural Systems 0 0 2 104 0 1 4 322
On the Statistical Estimation of Parametric Frontier Production Functions 0 0 3 374 0 1 7 794
On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder 0 0 0 46 1 1 2 138
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data 0 0 0 47 0 0 1 164
On the distribution of estimated technical efficiency in stochastic frontier models 0 0 3 119 0 0 14 346
On the estimation of technical inefficiency in the stochastic frontier production function model 3 7 20 1,418 14 24 59 3,241
On the power of point optimal tests of the trend stationarity hypothesis 0 0 0 14 0 0 3 68
On the power of the KPSS test of stationarity against fractionally-integrated alternatives 2 2 3 243 7 8 15 603
One-step and two-step estimation in SFA models 0 0 1 146 1 1 5 336
Partial GLS regression 0 0 0 84 1 1 2 367
Predicting criminal recidivism using 'split population' survival time models 2 2 4 182 6 6 9 529
Production Frontiers and Panel Data 0 0 0 0 2 5 11 1,315
Production frontiers with cross-sectional and time-series variation in efficiency levels 1 1 1 546 3 5 12 1,289
Redundancy of moment conditions 0 0 0 115 0 2 7 271
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 13 1 1 2 138
Simple tests of alternative specifications in stochastic frontier models 0 0 1 166 4 5 12 342
Simultaneous equations and panel data 1 1 2 1,436 1 1 4 2,326
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests 0 0 0 8 0 1 2 76
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity 0 0 0 108 3 3 3 375
Some Small Evidence on the Distribution of Dynamic Simulation Forecasts 0 0 0 4 0 0 0 70
Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters 0 0 0 34 1 1 3 112
Some results on testing for stationarity using data detrended in differences 0 0 0 30 0 0 1 81
Some small sample properties of estimators and test statistics in the multivariate logit model 0 0 0 30 0 2 4 134
Spurious logarithms and the KPSS statistic 0 0 0 8 1 3 5 68
Stochastic frontier models with multiple time-varying individual effects 0 0 0 193 1 5 8 420
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? 5 22 90 3,160 25 74 261 10,003
Testing the restrictions implied by the rational expectations hypothesis 0 0 0 22 0 1 1 80
The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model 0 0 0 35 0 1 2 184
The Asymptotic Distribution of Dynamic Multipliers 0 0 0 12 1 1 2 75
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model 0 0 0 20 0 1 1 96
The Determinants of Econometric Society Fellows Elections 0 0 0 191 2 2 5 656
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach 0 0 0 47 0 0 4 151
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 1 7 139 0 2 8 398
The KPSS stationarity test as a unit root test 1 2 6 1,211 6 9 24 2,748
The Prediction of Occupation Using Multiple Logit Models 0 0 3 560 1 5 15 1,217
The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models 0 0 0 2 0 0 2 61
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 1 2 9 99
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator 0 0 1 37 0 0 4 136
The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models 0 0 0 4 0 0 2 23
Three-stage least squares with different instruments for different equations 0 0 1 218 1 2 5 435
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 0 3 127
Unit root tests with conditional heteroskedasticity 0 0 0 290 2 2 2 551
Valid tests of whether technical inefficiency depends on firm characteristics 0 0 0 44 2 4 7 173
Total Journal Articles 22 65 241 24,293 171 381 1,053 64,443


Statistics updated 2025-12-06