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 0 1 2 499
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 1 0 0 0 278
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 0 0 2 2 289
A Modification of the Schmidt-Phillips Unit Root Test 0 0 0 1 0 0 2 624
Confidence Statements for Efficiency Estimates from Stochastic Frontier Models 0 0 0 502 1 2 3 1,000
DICKEY-FULLER TESTS WITH DRIFT 0 0 0 0 1 1 2 721
Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions 0 0 0 0 0 2 2 654
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 1 1 352
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 0 0 3 324
Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics 0 0 0 0 0 0 1 389
Likelihood Based Estimation in a Panel Setting 0 0 0 3 0 1 1 296
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 0 2 154
Marginal Comparisons with the Best ant the Efficiency Measurment Problem 0 0 0 46 1 1 2 159
On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models 1 1 1 206 1 3 5 424
On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data 0 0 0 163 0 0 2 544
On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives 0 0 0 3 0 0 1 1,019
One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels 0 0 0 198 0 1 7 699
PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS 0 0 0 410 0 2 4 1,281
Panel Data Models with Multiple Time-Varying Individual Effects 0 0 0 619 2 3 6 1,509
Predicting Criminal Recidivism Using "Split Population" Survival Time Models 0 0 0 478 0 1 2 1,476
Production Frontiers and Efficiency Measurement 0 0 0 6 0 1 5 841
Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act 0 0 0 233 1 2 3 2,915
Testing for a Unit Root in the Presence of Deterministic Trends 0 0 2 438 1 2 5 1,154
Testing forUnit Root in the Presence of Deterministic Trends 0 0 0 1 0 1 4 311
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 5 12 43 2,434
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 9 32 3,341 8 28 79 11,010
The Minimum Distance Estimator for Fractionally Integrated ARMA Models 0 0 0 0 0 1 1 293
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 1 2 194
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 2 3 249
Zu Migration und Strukturfonds im Binnenmarkt der EU 0 0 0 105 1 2 2 298
Total Working Papers 3 10 35 7,065 23 73 197 34,662


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 2 103 0 1 3 316
A Monte Carlo study of estimators of stochastic frontier production functions 0 0 3 213 1 2 5 446
A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables 0 0 0 15 0 1 1 107
A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated 0 0 0 60 0 1 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 0 218
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag 0 0 0 13 1 1 1 123
A Test of the Tobit Specification against an Alternative Suggested by Cragg 0 0 2 409 0 1 5 1,043
A minimum distance estimator for long-memory processes 0 0 0 59 0 1 1 171
A modification of the Schmidt-Phillips unit root test 0 1 1 151 0 2 4 378
A note on a fixed effect model with arbitrary interpersonal covariance 0 0 0 18 0 1 1 70
A note on the computation of inequality constrained least squares estimates 0 0 1 13 1 2 3 48
A note on the estimation of seemingly unrelated regression systems 0 1 1 38 0 2 3 80
A robust version of the KPSS test based on indicators 0 0 1 64 0 1 5 176
A survey of frontier production functions and of their relationship to efficiency measurement 1 1 2 1,006 2 2 6 2,095
Alternative methods of detrending and the power of unit root tests 0 0 0 66 0 1 2 161
An Argument for the Usefulness of the Gamma Distributed Lag Model 0 0 0 19 0 1 1 77
An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions 0 0 0 34 0 1 1 168
An Investigation of the Robustness of the Tobit Estimator to Non-Normality 0 0 6 208 0 2 14 624
Bank Market Structure and Competition: A Survey: Comment 0 0 1 66 0 1 2 190
Calculating the Power of the Minimum Standard Error Choice Criterion 0 0 0 12 0 1 1 157
Cognitive Range in the Theory of Revealed Preference 0 0 0 24 0 1 1 262
Editors' introduction 0 0 0 2 1 1 1 27
Editors'introduction 0 0 0 0 0 0 0 28
Efficient Estimation Using Panel Data 0 0 0 363 0 1 2 807
Efficient GMM and MD estimation of autoregressive models 0 0 0 44 0 1 2 143
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation 1 1 1 170 1 2 6 423
Efficient estimation of models for dynamic panel data 0 1 19 1,540 1 9 61 3,159
Efficient estimation of panel data models with strictly exogenous explanatory variables 1 1 2 248 1 1 6 621
Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation 0 0 0 51 0 1 2 164
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated 0 0 2 125 0 0 4 262
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers 0 2 4 360 0 2 7 702
Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment 0 0 0 0 0 1 1 58
Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach 0 0 0 215 0 0 0 618
Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment 0 0 1 71 0 0 2 301
Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited 0 0 0 26 2 2 2 106
Estimation of a fixed-effect Cobb-Douglas system using panel data 0 0 1 206 0 1 3 462
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 119 0 1 5 274
Estimation of seemingly unrelated regressions with unequal numbers of observations 0 0 1 172 1 1 5 372
Extended tabulations for Dickey-Fuller tests 0 0 1 46 0 0 1 126
Formulation and estimation of stochastic frontier production function models 4 9 44 4,027 6 27 135 9,402
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 1 84
Further evidence on the robustness of the Tobit estimator to heteroskedasticity 0 0 3 202 0 0 8 420
GMM estimation of linear panel data models with time-varying individual effects 2 2 10 524 2 5 20 1,042
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 1 105 0 1 3 240
GMM redundancy results for general missing data problems 0 0 0 58 0 0 7 241
GMM with more moment conditions than observations 0 0 0 48 0 0 3 137
Goodness of fit tests in stochastic frontier models 0 0 2 97 0 0 9 259
Improved instrumental variables and generalized method of moments estimators 0 0 0 63 0 1 2 163
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics 0 0 1 109 0 2 5 368
Is skill more important than luck in explaining fish catches? 0 0 0 49 0 1 3 224
LM Tests for a Unit Root in the Presence of Deterministic Trends 0 0 0 6 2 7 27 1,175
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 0 1 167
Marginal Comparisons With the Best and the Efficiency Measurement Problem 0 0 0 22 0 1 2 98
Models for Which the MLE and the Conditional MLE Coincide 0 0 0 0 1 2 2 231
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares 0 0 1 56 1 2 5 180
Multiple comparisons with the best, with economic applications 0 0 1 247 0 0 1 678
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 7 0 1 1 80
On the Cost of Partial Observability in the Bivariate Probit Model 0 0 3 433 1 2 9 933
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 1 220
On the Efficiency of the Almon Lag Technique 0 0 0 146 1 1 1 405
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment 0 0 0 0 1 1 1 107
On the Estimation of Triangular Structural Systems 0 1 1 103 1 2 2 320
On the Statistical Estimation of Parametric Frontier Production Functions 1 2 4 373 1 3 13 790
On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder 0 0 0 46 0 0 0 136
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data 0 0 0 47 0 1 3 164
On the distribution of estimated technical efficiency in stochastic frontier models 0 1 4 117 1 3 11 335
On the estimation of technical inefficiency in the stochastic frontier production function model 0 2 18 1,400 4 15 52 3,197
On the power of point optimal tests of the trend stationarity hypothesis 0 0 0 14 1 2 3 67
On the power of the KPSS test of stationarity against fractionally-integrated alternatives 0 1 4 241 0 2 12 590
One-step and two-step estimation in SFA models 0 1 5 146 0 2 11 333
Partial GLS regression 0 0 0 84 0 1 2 366
Predicting criminal recidivism using 'split population' survival time models 0 1 2 179 0 1 6 521
Production Frontiers and Panel Data 0 0 0 0 1 2 10 1,306
Production frontiers with cross-sectional and time-series variation in efficiency levels 0 0 2 545 2 3 9 1,280
Redundancy of moment conditions 0 0 2 115 0 2 5 266
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 13 0 1 1 137
Simple tests of alternative specifications in stochastic frontier models 1 1 1 166 2 5 7 335
Simultaneous equations and panel data 0 1 3 1,435 1 2 7 2,324
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests 0 0 0 8 1 1 1 75
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity 0 0 0 108 0 0 0 372
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 2 2 111
Some results on testing for stationarity using data detrended in differences 0 0 0 30 0 0 0 80
Some small sample properties of estimators and test statistics in the multivariate logit model 0 0 0 30 0 1 1 131
Spurious logarithms and the KPSS statistic 0 0 0 8 0 1 2 64
Stochastic frontier models with multiple time-varying individual effects 0 0 0 193 0 0 1 412
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? 11 29 104 3,099 20 68 297 9,810
Testing the restrictions implied by the rational expectations hypothesis 0 0 0 22 0 0 0 79
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 1 183
The Asymptotic Distribution of Dynamic Multipliers 0 0 0 12 0 1 1 74
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model 0 0 0 20 0 0 0 95
The Determinants of Econometric Society Fellows Elections 0 0 0 191 1 3 5 654
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach 0 0 1 47 2 3 6 150
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 1 1 3 133 1 1 3 391
The KPSS stationarity test as a unit root test 0 1 7 1,206 2 5 19 2,729
The Prediction of Occupation Using Multiple Logit Models 2 2 9 559 2 5 20 1,207
The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models 0 0 0 2 0 1 1 60
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 1 2 3 92
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator 1 1 1 37 2 2 2 134
The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models 0 0 0 4 0 1 1 22
Three-stage least squares with different instruments for different equations 0 0 2 217 1 1 8 431
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 1 2 2 126
Unit root tests with conditional heteroskedasticity 0 0 0 290 0 0 2 549
Valid tests of whether technical inefficiency depends on firm characteristics 0 0 0 44 0 1 2 167
Total Journal Articles 26 64 292 24,116 77 255 952 63,645


Statistics updated 2025-03-03