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 0 1 497
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 0 0 0 0 287
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 1 0 0 0 278
A Modification of the Schmidt-Phillips Unit Root Test 0 0 0 1 0 0 0 622
Confidence Statements for Efficiency Estimates from Stochastic Frontier Models 0 0 0 502 0 0 0 997
DICKEY-FULLER TESTS WITH DRIFT 0 0 0 0 0 0 3 717
Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions 0 0 0 0 0 0 1 652
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 3 351
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 0 0 0 321
Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics 0 0 0 0 0 0 0 388
Likelihood Based Estimation in a Panel Setting 0 0 0 3 0 0 2 295
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 1 2 4 152
Marginal Comparisons with the Best ant the Efficiency Measurment Problem 0 0 0 46 0 0 0 156
On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models 1 1 4 205 1 1 4 419
On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data 0 0 0 163 0 0 0 542
On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives 0 0 0 3 0 1 2 1,018
One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels 0 0 3 198 0 0 7 692
PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS 0 0 0 410 0 0 4 1,277
Panel Data Models with Multiple Time-Varying Individual Effects 0 0 1 619 0 1 8 1,502
Predicting Criminal Recidivism Using "Split Population" Survival Time Models 0 0 0 478 0 0 1 1,474
Production Frontiers and Efficiency Measurement 0 0 0 6 0 0 6 836
Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act 0 0 0 233 0 1 2 2,912
Testing for a Unit Root in the Presence of Deterministic Trends 0 0 2 436 1 1 8 1,149
Testing forUnit Root in the Presence of Deterministic Trends 0 0 0 1 1 1 1 307
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 1 9 27 2,389
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 6 32 3,308 6 18 92 10,925
The Minimum Distance Estimator for Fractionally Integrated ARMA Models 0 0 0 0 0 1 1 292
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 1 192
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 0 1 3 246
Zu Migration und Strukturfonds im Binnenmarkt der EU 0 0 1 105 0 0 3 296
Total Working Papers 3 7 43 7,029 11 38 184 34,453


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 1 200
A Monte Carlo investigation of the accuracy of multivariate CAPM tests 0 0 1 101 0 0 4 313
A Monte Carlo study of estimators of stochastic frontier production functions 0 0 2 209 0 0 3 440
A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables 0 0 0 15 0 0 0 106
A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated 0 0 0 60 0 0 0 292
A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators 0 1 1 62 0 1 1 218
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag 0 0 3 13 0 0 3 122
A Test of the Tobit Specification against an Alternative Suggested by Cragg 0 2 5 407 0 2 6 1,038
A minimum distance estimator for long-memory processes 0 0 0 59 0 1 2 170
A modification of the Schmidt-Phillips unit root test 0 0 0 149 0 0 3 373
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 45
A note on the estimation of seemingly unrelated regression systems 0 0 0 37 0 0 0 77
A robust version of the KPSS test based on indicators 0 0 0 63 0 1 3 171
A survey of frontier production functions and of their relationship to efficiency measurement 1 2 3 1,004 3 5 14 2,089
Alternative methods of detrending and the power of unit root tests 2 2 3 66 2 2 4 159
An Argument for the Usefulness of the Gamma Distributed Lag Model 0 0 0 19 1 1 1 76
An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions 0 0 1 34 1 1 3 167
An Investigation of the Robustness of the Tobit Estimator to Non-Normality 2 3 3 202 3 4 12 609
Bank Market Structure and Competition: A Survey: Comment 0 0 1 65 0 0 4 188
Calculating the Power of the Minimum Standard Error Choice Criterion 0 0 0 12 0 0 0 156
Cognitive Range in the Theory of Revealed Preference 0 0 0 24 0 0 1 261
Editors' introduction 0 0 0 2 0 0 0 26
Editors'introduction 0 0 0 0 0 0 1 28
Efficient Estimation Using Panel Data 0 0 0 363 1 2 5 805
Efficient GMM and MD estimation of autoregressive models 0 0 1 44 0 0 1 141
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation 0 0 3 168 2 2 6 416
Efficient estimation of models for dynamic panel data 2 12 33 1,517 9 28 82 3,087
Efficient estimation of panel data models with strictly exogenous explanatory variables 0 2 4 245 0 2 12 614
Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation 0 0 0 51 0 0 2 162
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated 0 2 4 123 0 3 6 257
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers 0 0 3 356 0 0 5 694
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 0 618
Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment 0 0 0 70 0 0 0 299
Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited 0 0 1 26 1 1 3 104
Estimation of a fixed-effect Cobb-Douglas system using panel data 0 0 4 205 1 2 6 459
Estimation of a panel data model with parametric temporal variation in individual effects 1 1 1 118 1 1 1 269
Estimation of seemingly unrelated regressions with unequal numbers of observations 0 0 2 171 0 0 4 367
Extended tabulations for Dickey-Fuller tests 0 0 1 45 0 0 2 125
Formulation and estimation of stochastic frontier production function models 5 10 48 3,979 16 43 167 9,253
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 1 1 3 198 2 2 7 410
GMM estimation of linear panel data models with time-varying individual effects 0 0 4 513 0 1 15 1,019
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 1 103 1 1 4 236
GMM redundancy results for general missing data problems 0 1 2 57 0 1 3 233
GMM with more moment conditions than observations 0 0 0 48 0 0 1 134
Goodness of fit tests in stochastic frontier models 1 2 2 95 1 3 3 250
Improved instrumental variables and generalized method of moments estimators 0 0 0 63 0 0 0 161
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics 0 0 1 108 0 0 2 362
Is skill more important than luck in explaining fish catches? 0 0 2 49 0 0 2 221
LM Tests for a Unit Root in the Presence of Deterministic Trends 0 0 0 6 3 6 39 1,147
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 0 0 166
Marginal Comparisons With the Best and the Efficiency Measurement Problem 0 0 0 22 0 0 0 96
Models for Which the MLE and the Conditional MLE Coincide 0 0 0 0 0 0 0 229
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares 1 1 3 55 2 3 8 175
Multiple comparisons with the best, with economic applications 0 0 0 246 0 0 1 677
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 7 0 0 1 79
On the Cost of Partial Observability in the Bivariate Probit Model 0 0 2 430 1 1 7 924
On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters 1 1 1 22 1 1 1 219
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 0 0 1 106
On the Estimation of Triangular Structural Systems 0 1 2 102 0 1 3 317
On the Statistical Estimation of Parametric Frontier Production Functions 2 2 6 369 2 4 12 777
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 0 0 161
On the distribution of estimated technical efficiency in stochastic frontier models 0 0 2 113 0 2 6 324
On the estimation of technical inefficiency in the stochastic frontier production function model 0 7 31 1,381 3 19 79 3,139
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 1 3 237 0 2 8 577
One-step and two-step estimation in SFA models 0 1 6 140 1 2 11 321
Partial GLS regression 0 0 0 84 0 0 2 364
Predicting criminal recidivism using 'split population' survival time models 0 0 4 177 0 0 8 514
Production Frontiers and Panel Data 0 0 0 0 3 11 24 1,293
Production frontiers with cross-sectional and time-series variation in efficiency levels 0 0 5 543 1 3 16 1,271
Redundancy of moment conditions 0 1 1 113 0 1 2 261
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 13 0 0 0 136
Simple tests of alternative specifications in stochastic frontier models 0 0 4 165 0 0 6 328
Simultaneous equations and panel data 0 0 2 1,432 0 1 5 2,317
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests 0 0 0 8 0 0 1 74
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity 0 0 0 108 0 0 1 372
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 1 1 34 0 1 1 109
Some results on testing for stationarity using data detrended in differences 0 0 0 30 0 0 1 80
Some small sample properties of estimators and test statistics in the multivariate logit model 0 0 0 30 0 0 0 130
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 0 62
Stochastic frontier models with multiple time-varying individual effects 0 0 0 193 0 2 3 411
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? 6 23 134 2,988 19 74 392 9,483
Testing the restrictions implied by the rational expectations hypothesis 0 0 1 22 0 0 1 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 1 35 0 0 1 182
The Asymptotic Distribution of Dynamic Multipliers 0 0 0 12 0 0 0 73
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model 0 0 0 20 0 0 0 94
The Determinants of Econometric Society Fellows Elections 0 0 0 191 0 1 3 649
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach 1 1 3 45 2 2 6 143
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 0 1 130 0 1 3 387
The KPSS stationarity test as a unit root test 1 1 6 1,199 1 3 22 2,710
The Prediction of Occupation Using Multiple Logit Models 3 4 15 550 4 6 26 1,185
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 89
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator 0 0 0 36 0 1 5 132
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 0 215 0 1 8 422
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 0 0 124
Unit root tests with conditional heteroskedasticity 1 1 4 290 2 2 9 547
Valid tests of whether technical inefficiency depends on firm characteristics 0 0 2 44 0 0 2 165
Total Journal Articles 31 87 383 23,798 90 261 1,132 62,603


Statistics updated 2024-02-04