Peter Schmidt

Available identifiers

zbMath Open schmidt.peterWikidataQ30066237 ScholiaQ30066237MaRDI QIDQ675677

List of research outcomes

Publication	Date of Publication	Type
Tests of Short Memory With Thick-Tailed Errors	2025-01-20	Paper
A hierarchical panel data model for the estimation of stochastic metafrontiers: computational issues and an empirical application	2024-10-01	Paper
Reprint of: Formulation and estimation of stochastic frontier production function models	2023-04-14	Paper
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	2023-04-14	Paper
On the distribution of estimated technical efficiency in stochastic frontier models	2016-07-04	Paper
Valid tests of whether technical inefficiency depends on firm characteristics	2016-06-13	Paper
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares	2016-06-10	Paper
A robust version of the KPSS test based on indicators	2016-05-04	Paper
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model	2016-04-25	Paper
Estimation of a panel data model with parametric temporal variation in individual effects	2016-03-30	Paper
A comparison of the robustness of several tests of short memory to autocorrelated errors	2014-01-21	Paper
Panel data models with multiple time-varying individual effects	2013-12-11	Paper
A note on the computation of inequality constrained least squares estimates	2013-10-25	Paper
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors	2002-03-03	Paper
GMM estimation of linear panel data models with time-varying individual effects	2001-08-17	Paper
Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables.	2001-07-24	Paper
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?	1997-03-10	Paper
Unit Root Tests Based on Instrumental Variables Estimation	1994-08-14	Paper
The KPSS stationarity test as a unit root test	1992-10-05	Paper
A modification of the Schmidt-Phillips unit root test	1992-09-26	Paper
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated	1980-01-01	Paper
A survey of frontier production functions and of their relationship to efficiency measurement	1980-01-01	Paper
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers	1979-01-01	Paper
Formulation and estimation of stochastic frontier production function models	1977-01-01	Paper

Research outcomes over time

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