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 83 0 0 1 495
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 1 0 0 4 278
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 0 0 0 2 287
A Modification of the Schmidt-Phillips Unit Root Test 0 0 0 1 1 1 2 620
Confidence Statements for Efficiency Estimates from Stochastic Frontier Models 0 0 0 502 1 1 2 997
DICKEY-FULLER TESTS WITH DRIFT 0 0 0 0 0 1 5 712
Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions 0 0 0 0 0 0 0 651
Estimating market Prices for Child Care: Sample Design Estimation and Accuracy 0 0 0 1 0 0 0 2,272
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 2 5 348
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 0 0 3 320
Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics 0 0 0 0 0 0 5 386
Likelihood Based Estimation in a Panel Setting 0 0 0 3 0 2 2 293
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 0 5 146
Marginal Comparisons with the Best ant the Efficiency Measurment Problem 0 0 0 46 0 0 2 155
On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models 0 0 3 201 0 0 7 413
On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data 0 0 0 163 0 0 1 542
On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives 0 0 0 3 0 0 6 1,013
One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels 0 0 4 192 1 2 16 681
PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS 0 0 0 410 0 0 5 1,273
Panel Data Models with Multiple Time-Varying Individual Effects 0 1 7 617 3 4 16 1,488
Predicting Criminal Recidivism Using "Split Population" Survival Time Models 0 0 4 477 1 3 16 1,467
Production Frontiers and Efficiency Measurement 0 0 0 6 2 2 9 828
Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act 0 0 0 233 0 0 1 2,910
Testing for a Unit Root in the Presence of Deterministic Trends 0 0 4 433 0 0 28 1,138
Testing forUnit Root in the Presence of Deterministic Trends 0 0 0 1 1 1 4 306
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 2 9 45 2,349
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? 2 8 45 3,265 6 23 147 10,789
The Minimum Distance Estimator for Fractionally Integrated ARMA Models 0 0 0 0 0 0 1 291
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 3 3 4 191
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 0 1 7 239
Zu Migration und Strukturfonds im Binnenmarkt der EU 0 2 2 104 0 2 7 293
Total Working Papers 2 11 69 6,968 21 57 358 34,171


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 1 2 199
A Monte Carlo investigation of the accuracy of multivariate CAPM tests 0 0 3 100 0 0 8 306
A Monte Carlo study of estimators of stochastic frontier production functions 1 2 4 207 1 2 7 435
A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables 0 0 0 15 0 0 1 106
A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated 0 0 0 60 0 0 2 290
A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators 0 0 0 61 0 0 0 217
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag 0 0 0 10 0 0 1 119
A Test of the Tobit Specification against an Alternative Suggested by Cragg 0 0 3 402 1 2 12 1,027
A minimum distance estimator for long-memory processes 0 0 1 58 0 0 5 165
A modification of the Schmidt-Phillips unit root test 0 0 0 149 1 1 6 368
A note on a fixed effect model with arbitrary interpersonal covariance 0 0 0 18 0 0 0 69
A note on the computation of inequality constrained least squares estimates 0 0 0 12 0 0 1 44
A note on the estimation of seemingly unrelated regression systems 0 0 0 36 0 0 0 76
A robust version of the KPSS test based on indicators 0 0 0 63 0 0 1 168
A survey of frontier production functions and of their relationship to efficiency measurement 0 0 8 999 2 2 31 2,069
Alternative methods of detrending and the power of unit root tests 0 0 0 63 0 1 1 153
An Argument for the Usefulness of the Gamma Distributed Lag Model 0 0 0 19 0 0 0 75
An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions 0 0 0 33 0 0 2 164
An Investigation of the Robustness of the Tobit Estimator to Non-Normality 0 2 7 199 1 3 14 595
Bank Market Structure and Competition: A Survey: Comment 0 0 1 64 0 0 1 184
Calculating the Power of the Minimum Standard Error Choice Criterion 0 0 0 12 0 0 1 155
Cognitive Range in the Theory of Revealed Preference 0 0 0 24 0 0 0 259
Editors' introduction 0 0 0 2 0 0 0 26
Editors'introduction 0 0 0 0 0 0 0 27
Efficient Estimation Using Panel Data 0 0 1 361 0 2 13 796
Efficient GMM and MD estimation of autoregressive models 0 0 0 43 0 0 0 138
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation 0 1 1 163 0 1 5 408
Efficient estimation of models for dynamic panel data 3 10 48 1,465 9 31 124 2,952
Efficient estimation of panel data models with strictly exogenous explanatory variables 1 4 7 239 3 6 25 596
Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation 0 0 0 51 0 0 2 160
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated 1 1 3 118 1 1 6 250
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers 0 0 5 350 0 0 15 683
Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment 0 0 0 0 0 0 0 57
Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach 0 0 0 215 0 0 1 618
Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment 0 0 0 70 0 0 1 299
Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited 0 0 0 25 0 0 3 101
Estimation of a fixed-effect Cobb-Douglas system using panel data 1 1 7 201 1 1 15 451
Estimation of a panel data model with parametric temporal variation in individual effects 1 1 2 117 1 3 5 266
Estimation of seemingly unrelated regressions with unequal numbers of observations 0 0 1 166 0 0 4 359
Extended tabulations for Dickey-Fuller tests 0 0 0 43 0 0 1 122
Formulation and estimation of stochastic frontier production function models 7 21 80 3,903 18 71 264 8,988
Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] 0 0 0 13 0 0 0 83
Further evidence on the robustness of the Tobit estimator to heteroskedasticity 0 2 5 193 0 4 9 400
GMM estimation of linear panel data models with time-varying individual effects 0 3 14 502 0 5 34 985
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 4 102 0 0 6 231
GMM redundancy results for general missing data problems 0 0 1 53 0 0 3 228
GMM with more moment conditions than observations 0 0 1 46 0 1 8 131
Goodness of fit tests in stochastic frontier models 0 0 1 92 0 1 6 245
Improved instrumental variables and generalized method of moments estimators 0 0 0 63 0 0 2 159
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics 0 0 1 107 0 1 4 359
Is skill more important than luck in explaining fish catches? 0 0 0 46 0 0 3 216
LM Tests for a Unit Root in the Presence of Deterministic Trends 0 0 0 6 3 10 31 1,097
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 2 53 0 0 6 166
Marginal Comparisons With the Best and the Efficiency Measurement Problem 0 0 0 22 0 0 3 96
Models for Which the MLE and the Conditional MLE Coincide 0 0 0 0 0 0 2 229
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares 0 0 2 52 0 1 8 165
Multiple comparisons with the best, with economic applications 0 0 1 246 0 1 5 675
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 7 0 0 0 78
On the Cost of Partial Observability in the Bivariate Probit Model 0 2 4 427 0 3 9 915
On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters 0 0 0 21 0 0 0 218
On the Efficiency of the Almon Lag Technique 0 0 0 146 0 0 0 404
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment 0 0 0 0 1 1 4 105
On the Estimation of Triangular Structural Systems 0 0 3 100 0 0 7 314
On the Statistical Estimation of Parametric Frontier Production Functions 0 3 8 361 0 6 24 756
On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder 0 0 1 45 0 1 5 134
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data 0 0 0 47 0 0 6 160
On the distribution of estimated technical efficiency in stochastic frontier models 0 1 5 111 0 2 8 312
On the estimation of technical inefficiency in the stochastic frontier production function model 3 10 26 1,336 8 24 88 3,029
On the power of point optimal tests of the trend stationarity hypothesis 0 0 0 14 0 0 0 64
On the power of the KPSS test of stationarity against fractionally-integrated alternatives 0 2 7 234 1 5 22 565
One-step and two-step estimation in SFA models 1 2 11 133 1 3 21 308
Partial GLS regression 0 0 0 83 0 2 4 360
Predicting criminal recidivism using 'split population' survival time models 0 2 7 171 1 3 16 498
Production Frontiers and Panel Data 0 0 0 0 1 1 25 1,261
Production frontiers with cross-sectional and time-series variation in efficiency levels 0 0 1 537 0 1 17 1,254
Redundancy of moment conditions 0 1 3 111 0 1 7 258
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 13 0 0 1 136
Simple tests of alternative specifications in stochastic frontier models 2 2 8 159 2 3 16 319
Simultaneous equations and panel data 0 0 4 1,425 0 0 5 2,304
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests 0 0 0 8 0 0 0 73
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity 1 1 1 107 1 1 1 370
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 33 0 0 1 108
Some results on testing for stationarity using data detrended in differences 0 0 0 30 0 0 0 79
Some small sample properties of estimators and test statistics in the multivariate logit model 0 0 0 30 0 0 1 130
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 1 62
Stochastic frontier models with multiple time-varying individual effects 0 0 0 193 0 0 1 406
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? 8 32 166 2,804 32 119 474 8,926
Testing the restrictions implied by the rational expectations hypothesis 0 0 0 21 0 0 1 76
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 34 0 0 0 181
The Asymptotic Distribution of Dynamic Multipliers 0 0 0 12 0 0 2 73
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model 0 0 0 20 0 0 1 94
The Determinants of Econometric Society Fellows Elections 0 0 0 191 0 0 0 642
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach 0 0 0 41 0 0 5 136
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 0 2 129 1 2 9 381
The KPSS stationarity test as a unit root test 0 1 11 1,186 2 7 31 2,668
The Prediction of Occupation Using Multiple Logit Models 2 3 9 529 2 4 29 1,145
The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models 0 0 0 2 0 0 0 59
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 0 0 1 88
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator 0 0 0 36 0 0 2 127
The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models 0 0 0 4 0 0 0 21
Three-stage least squares with different instruments for different equations 0 0 1 213 0 3 7 411
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 1 1 1 124
Unit root tests with conditional heteroskedasticity 0 1 3 283 0 3 13 533
Valid tests of whether technical inefficiency depends on firm characteristics 0 1 1 42 0 1 2 163
Total Journal Articles 32 112 496 23,234 96 349 1,578 60,903


Statistics updated 2022-08-04