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 1 1 5 492
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 1 0 0 4 272
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 0 1 2 5 280
A Modification of the Schmidt-Phillips Unit Root Test 0 0 0 1 0 0 5 617
Confidence Statements for Efficiency Estimates from Stochastic Frontier Models 0 1 1 502 2 4 16 992
DICKEY-FULLER TESTS WITH DRIFT 0 0 0 0 0 0 9 705
Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions 0 0 0 0 0 0 1 651
Estimating market Prices for Child Care: Sample Design Estimation and Accuracy 0 0 0 1 0 2 3 2,272
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 0 2 341
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 1 2 5 313
Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics 0 0 0 0 0 1 9 379
Likelihood Based Estimation in a Panel Setting 0 0 0 3 0 0 4 290
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 1 3 7 137
Marginal Comparisons with the Best ant the Efficiency Measurment Problem 0 0 0 46 0 1 5 153
On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models 0 0 3 196 2 3 16 402
On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data 0 0 0 163 0 0 3 538
On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives 0 0 0 3 0 1 8 1,001
One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels 2 2 9 185 5 7 41 641
PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS 0 0 0 410 3 7 30 1,262
Panel Data Models with Multiple Time-Varying Individual Effects 0 0 1 608 1 3 8 1,456
Predicting Criminal Recidivism Using "Split Population" Survival Time Models 0 0 0 472 0 1 12 1,445
Production Frontiers and Efficiency Measurement 0 0 0 6 1 1 4 816
Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act 0 0 0 233 0 0 1 2,908
Testing for a Unit Root in the Presence of Deterministic Trends 0 0 2 426 1 1 10 1,103
Testing forUnit Root in the Presence of Deterministic Trends 0 0 0 1 1 1 5 299
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 4 11 54 2,273
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? 3 6 35 3,203 9 26 162 10,540
The Minimum Distance Estimator for Fractionally Integrated ARMA Models 0 0 0 0 0 0 1 290
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 2 11 185
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 1 71 1 3 17 230
Zu Migration und Strukturfonds im Binnenmarkt der EU 0 0 2 102 0 0 6 283
Total Working Papers 5 9 54 6,871 34 83 469 33,566


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 1 1 3 196
A Monte Carlo investigation of the accuracy of multivariate CAPM tests 1 2 2 94 1 3 5 289
A Monte Carlo study of estimators of stochastic frontier production functions 0 2 5 203 0 2 6 426
A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables 0 0 0 15 0 2 4 105
A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated 0 0 2 59 0 1 7 285
A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators 0 0 0 61 0 1 2 216
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag 1 1 1 10 1 1 1 117
A Test of the Tobit Specification against an Alternative Suggested by Cragg 3 5 16 392 3 7 28 1,003
A minimum distance estimator for long-memory processes 0 0 0 57 0 1 1 157
A modification of the Schmidt-Phillips unit root test 0 0 2 148 0 0 10 359
A note on a fixed effect model with arbitrary interpersonal covariance 0 0 0 18 0 0 2 68
A note on the computation of inequality constrained least squares estimates 0 0 0 12 0 0 0 43
A note on the estimation of seemingly unrelated regression systems 0 0 1 36 0 0 1 76
A robust version of the KPSS test based on indicators 0 0 0 63 0 0 5 166
A survey of frontier production functions and of their relationship to efficiency measurement 0 3 23 984 1 8 50 2,018
Alternative methods of detrending and the power of unit root tests 0 0 0 63 1 1 5 151
An Argument for the Usefulness of the Gamma Distributed Lag Model 0 0 0 19 0 0 4 73
An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions 0 0 0 33 0 3 3 162
An Investigation of the Robustness of the Tobit Estimator to Non-Normality 2 2 7 189 3 10 23 569
Bank Market Structure and Competition: A Survey: Comment 0 0 1 63 2 4 7 182
Calculating the Power of the Minimum Standard Error Choice Criterion 0 0 0 12 0 0 2 154
Cognitive Range in the Theory of Revealed Preference 0 0 0 24 0 0 3 259
Editors' introduction 0 0 0 2 0 0 3 26
Editors'introduction 0 0 0 0 0 0 1 26
Efficient Estimation Using Panel Data 1 2 13 351 4 9 30 767
Efficient GMM and MD estimation of autoregressive models 0 0 0 43 0 0 4 136
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation 1 1 1 162 1 1 2 400
Efficient estimation of models for dynamic panel data 4 14 63 1,396 17 40 172 2,752
Efficient estimation of panel data models with strictly exogenous explanatory variables 0 0 7 224 2 6 19 552
Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation 0 1 1 50 0 1 4 156
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated 0 0 2 115 0 1 5 240
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers 1 1 6 342 1 2 18 663
Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment 0 0 0 0 0 1 3 57
Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach 0 0 0 215 0 2 3 617
Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment 0 0 0 70 0 0 1 298
Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited 0 0 0 25 0 0 0 91
Estimation of a fixed-effect Cobb-Douglas system using panel data 2 2 7 192 3 4 13 433
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 2 115 1 1 7 257
Estimation of seemingly unrelated regressions with unequal numbers of observations 0 0 3 162 0 2 15 345
Extended tabulations for Dickey-Fuller tests 0 0 2 43 0 0 4 119
Formulation and estimation of stochastic frontier production function models 3 16 93 3,776 25 80 337 8,528
Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] 0 0 0 13 0 3 3 83
Further evidence on the robustness of the Tobit estimator to heteroskedasticity 2 2 6 184 3 6 13 386
GMM estimation of linear panel data models with time-varying individual effects 2 3 11 481 3 7 24 925
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model 1 2 2 96 1 2 4 214
GMM redundancy results for general missing data problems 0 0 0 51 0 0 1 223
GMM with more moment conditions than observations 0 1 2 43 0 1 6 120
Goodness of fit tests in stochastic frontier models 2 2 7 90 2 3 12 234
Improved instrumental variables and generalized method of moments estimators 0 1 1 63 0 1 2 156
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics 1 1 1 104 1 3 10 351
Is skill more important than luck in explaining fish catches? 0 0 0 46 1 1 8 209
LM Tests for a Unit Root in the Presence of Deterministic Trends 0 0 0 6 3 12 39 1,031
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 3 51 1 4 11 156
Marginal Comparisons With the Best and the Efficiency Measurement Problem 0 0 0 22 0 1 7 92
Models for Which the MLE and the Conditional MLE Coincide 0 0 0 0 1 2 4 226
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares 1 2 5 50 2 5 13 153
Multiple comparisons with the best, with economic applications 0 0 0 244 2 2 5 669
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 0 7 421 2 3 21 893
On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters 0 0 0 21 0 3 5 218
On the Efficiency of the Almon Lag Technique 0 0 1 146 0 0 3 401
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment 0 0 0 0 0 0 2 98
On the Estimation of Triangular Structural Systems 0 0 2 95 2 5 16 298
On the Statistical Estimation of Parametric Frontier Production Functions 2 5 18 337 2 9 33 702
On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder 0 0 0 44 0 2 6 126
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data 0 0 0 46 0 0 6 151
On the distribution of estimated technical efficiency in stochastic frontier models 2 2 3 102 2 4 10 298
On the estimation of technical inefficiency in the stochastic frontier production function model 0 3 17 1,293 4 13 85 2,878
On the power of point optimal tests of the trend stationarity hypothesis 0 0 0 14 0 0 5 62
On the power of the KPSS test of stationarity against fractionally-integrated alternatives 1 2 5 225 2 4 12 536
One-step and two-step estimation in SFA models 0 0 5 120 1 2 21 281
Partial GLS regression 0 0 0 83 1 2 4 350
Predicting criminal recidivism using 'split population' survival time models 0 0 3 160 2 10 30 471
Production Frontiers and Panel Data 0 0 0 0 1 5 33 1,217
Production frontiers with cross-sectional and time-series variation in efficiency levels 0 0 0 535 1 4 31 1,220
Redundancy of moment conditions 1 2 2 107 1 3 6 248
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 13 0 0 1 135
Simple tests of alternative specifications in stochastic frontier models 1 2 4 148 3 4 8 298
Simultaneous equations and panel data 0 0 23 1,417 0 4 33 2,294
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests 0 0 0 8 0 1 4 73
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity 0 0 1 106 0 2 5 367
Some Small Evidence on the Distribution of Dynamic Simulation Forecasts 0 0 0 4 0 2 3 70
Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters 0 0 1 33 0 0 2 107
Some results on testing for stationarity using data detrended in differences 0 0 0 30 0 0 2 79
Some small sample properties of estimators and test statistics in the multivariate logit model 0 0 0 30 0 0 2 129
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 4 61
Stochastic frontier models with multiple time-varying individual effects 0 0 0 191 0 0 2 402
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 29 140 2,514 41 121 554 8,048
Testing the restrictions implied by the rational expectations hypothesis 0 1 1 21 0 1 3 75
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 2 4 181
The Asymptotic Distribution of Dynamic Multipliers 0 0 1 12 0 3 5 69
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model 0 0 0 20 0 2 3 93
The Determinants of Econometric Society Fellows Elections 0 0 2 191 0 2 13 639
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach 0 1 1 40 0 4 4 127
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 2 3 126 1 3 13 366
The KPSS stationarity test as a unit root test 1 3 5 1,172 1 7 12 2,620
The Prediction of Occupation Using Multiple Logit Models 7 13 41 505 11 25 72 1,087
The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models 0 0 0 2 0 1 3 58
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 1 30 1 1 4 86
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator 0 0 0 36 1 2 7 125
The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models 0 0 0 4 0 0 3 21
Three-stage least squares with different instruments for different equations 0 1 3 212 1 3 8 402
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 1 2 5 123
Unit root tests with conditional heteroskedasticity 0 0 5 280 0 1 9 516
Valid tests of whether technical inefficiency depends on firm characteristics 0 0 1 40 0 1 8 160
Total Journal Articles 54 132 594 22,396 169 511 2,100 58,102


Statistics updated 2021-01-03