THE ET INTERVIEW: PROFESSOR PETER SCHMIDT

DOI10.1017/s0266466622000299MaRDI QIDQ6078278

Robin C. Sickles

Publication date: 24 October 2023

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
• Thirty-five years of Journal of Econometrics
• 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?
• Formulation and estimation of stochastic frontier production function models
• On the Estimation of Triangular Structural Systems
• Festschrift in Honor of Peter Schmidt
• Peter Schmidt: Econometrician and consummate professional
• Unnamed Item