Peter Schmidt
Personal Details
First Name: | Peter |
Middle Name: | |
Last Name: | Schmidt |
Suffix: | |
RePEc Short-ID: | psc224 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1970 Economics Department; Michigan State University (from RePEc Genealogy) |
Affiliation
Economics Department
Michigan State University
East Lansing, Michigan (United States)http://econ.msu.edu/
RePEc:edi:edmsuus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Christine Amsler & Artem Prokhorov & Peter Schmidt, 2011.
"Using Copulas to Model Time Dependence in Stochastic Frontier Models,"
Working Papers
11002, Concordia University, Department of Economics.
- Christine Amsler & Artem Prokhorov & Peter Schmidt, 2014. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 497-522, August.
- Schmidt, Peter, 2010. "Zu Migration und Strukturfonds im Binnenmarkt der EU [Migration and the Structural Funds in the Single European Market]," MPRA Paper 23740, University Library of Munich, Germany.
- Artem Prokhorov & Peter Schmidt, 2009.
"Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas,"
Working Papers
09002, Concordia University, Department of Economics.
- Prokhorov, Artem & Schmidt, Peter, 2009. "Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas," Journal of Econometrics, Elsevier, vol. 153(1), pages 93-104, November.
- Artem Prokhorov & Peter Schmidt, 2008.
"GMM Redundancy Results for General Missing Data Problems,"
Working Papers
08003, Concordia University, Department of Economics.
- Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007.
"On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data,"
Working Papers
0704, University of Crete, Department of Economics.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data," Journal of Productivity Analysis, Springer, vol. 28(3), pages 165-181, December.
- Seung C. Ahn & Young H. Lee & Peter Schmidt, 2007.
"Panel Data Models with Multiple Time-Varying Individual Effects,"
Working Papers
0702, University of Crete, Department of Economics.
- Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
- Wei Siang Wang & Peter Schmidt, 2007.
"On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models,"
CEPA Working Papers Series
WP022007, School of Economics, University of Queensland, Australia.
- Wang, Wei Siang & Schmidt, Peter, 2009. "On the distribution of estimated technical efficiency in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 148(1), pages 36-45, January.
- Yangseon Kim & Peter Schmidt, 2007.
"Marginal Comparisons with the Best ant the Efficiency Measurment Problem,"
Working Papers
0703, University of Crete, Department of Economics, revised 01 Dec 2006.
- Kim, Yangseon & Schmidt, Peter, 2008. "Marginal Comparisons With the Best and the Efficiency Measurement Problem," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 253-260, April.
- Peter Schmidt & Chirok Han & Luis Orea, 2004.
"Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects,"
Econometric Society 2004 Far Eastern Meetings
519, Econometric Society.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2005. "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Peter Schmidt, 2004. "Likelihood Based Estimation in a Panel Setting," Econometric Society 2004 Australasian Meetings 339, Econometric Society.
- Peter Schmidt & Antonio Alvarez & Christine Amsler, 2004.
"Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics,"
Econometric Society 2004 Far Eastern Meetings
520, Econometric Society.
- Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, vol. 25(3), pages 201-212, June.
- Álvarez, Antonio & Amsler, Christine & Orea, Luis & Schmidt Peter, 2005. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Efficiency Series Papers 2005/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, University Library of Munich, Germany.
- Wang, Hung-jen & Schmidt, Peter, 2001.
"One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels,"
MPRA Paper
31075, University Library of Munich, Germany, revised Mar 2002.
- Hung-jen Wang & Peter Schmidt, 2002. "One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels," Journal of Productivity Analysis, Springer, vol. 18(2), pages 129-144, September.
- Daniel S. Hamermesh & Peter Schmidt, 2001. ""Hall of Fame" Voting: The Econometric Society," NBER Working Papers 8435, National Bureau of Economic Research, Inc.
- Horrace, W & Schmidt, P & Witte, A-D, 1996. "Estimating market Prices for Child Care : Sample Design Estimation and Accuracy," Papers 96-06, Wellesley College - Department of Economics.
- William C. Horrace & Peter Schmidt & Ann Dryden Witte, 1995. "Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act," NBER Working Papers 5387, National Bureau of Economic Research, Inc.
- Chung, C.F. & Schmidt, P., 1994. "The Minimum Distance Estimator for Fractionally Integrated ARMA Models," Papers 9408, Michigan State - Econometrics and Economic Theory.
- Lee, D. & Schmidt, P., 1993.
"On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives,"
Papers
9111, Michigan State - Econometrics and Economic Theory.
- Lee, Dongin & Schmidt, Peter, 1996. "On the power of the KPSS test of stationarity against fractionally-integrated alternatives," Journal of Econometrics, Elsevier, vol. 73(1), pages 285-302, July.
- Cornwell, C. & Schmidt, P., 1993. "Production Frontiers and Efficiency Measurement," Papers 427e, Georgia - College of Business Administration, Department of Economics.
- Ahn, S.C. & Schmidt, P., 1993. "Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions," Papers 9200, Michigan State - Econometrics and Economic Theory.
- Tieslau, M.A. & Schmidt, P. & Baillie, R.T., 1992.
"A Generalized Method of Moments Estimator for Long-Memory Processes,"
Papers
9247, Tilburg - Center for Economic Research.
- Tieslau, M.A. & Schmidt, P. & Baillie, R.T., 1992. "A Generalized Method of Moments Estimator for Long-Memory Processes," Papers 9100, Michigan State - Econometrics and Economic Theory.
- Lee, J. & Schmidt, P., 1991.
"A Modification of the Schmidt-Phillips Unit Root Test,"
Papers
9001, Michigan State - Econometrics and Economic Theory.
- Schmidt, Peter & Lee, Junsoo, 1991. "A modification of the Schmidt-Phillips unit root test," Economics Letters, Elsevier, vol. 36(3), pages 285-289, July.
- Lee, J. & Schmidt, P., 1990.
"Unit Root Tests Based on Instrumental Variables Estimation,"
Papers
9008, Michigan State - Econometrics and Economic Theory.
- Lee, Junsoo & Schmidt, Peter, 1994. "Unit Root Tests Based on Instrumental Variables Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 449-462, May.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?,"
Papers
8905, Michigan State - Econometrics and Economic Theory.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "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?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "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?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
- Schmidt, P. & Phillips, P.C.B., 1990.
"Testing forUnit Root in the Presence of Deterministic Trends,"
Papers
8904, Michigan State - Econometrics and Economic Theory.
- Peter C.B. Phillips & Peter Schmidt, 1989. "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University.
- Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1989.
"Production Frontiers With Cross-Sectinal And Time-Series Variation In Efficiency Levels,"
Working Papers
89-18, C.V. Starr Center for Applied Economics, New York University.
- Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1990. "Production frontiers with cross-sectional and time-series variation in efficiency levels," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 185-200.
- Schmidt, P., 1988. "Dickey-Fuller Tests With Drift," Papers 8717, Michigan State - Econometrics and Economic Theory.
- Peter Schmidt & Ann Dryden Witte, 1987.
"Predicting Criminal Recidivism Using "Split Population" Survival Time Models,"
NBER Working Papers
2445, National Bureau of Economic Research, Inc.
- Schmidt, Peter & Witte, Ann Dryden, 1989. "Predicting criminal recidivism using 'split population' survival time models," Journal of Econometrics, Elsevier, vol. 40(1), pages 141-159, January.
Articles
- Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
- Peter Schmidt, 2011. "One-step and two-step estimation in SFA models," Journal of Productivity Analysis, Springer, vol. 36(2), pages 201-203, October.
- Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
- Amsler Christine & Schmidt Peter & Vogelsang Timothy J, 2009. "The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-44, December.
- Prokhorov, Artem & Schmidt, Peter, 2009.
"Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas,"
Journal of Econometrics, Elsevier, vol. 153(1), pages 93-104, November.
- Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics.
- Prokhorov, Artem & Schmidt, Peter, 2009.
"GMM redundancy results for general missing data problems,"
Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
- Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics.
- Wang, Wei Siang & Schmidt, Peter, 2009.
"On the distribution of estimated technical efficiency in stochastic frontier models,"
Journal of Econometrics, Elsevier, vol. 148(1), pages 36-45, January.
- Wei Siang Wang & Peter Schmidt, 2007. "On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models," CEPA Working Papers Series WP022007, School of Economics, University of Queensland, Australia.
- Kim, Yangseon & Schmidt, Peter, 2008.
"Marginal Comparisons With the Best and the Efficiency Measurement Problem,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 253-260, April.
- Yangseon Kim & Peter Schmidt, 2007. "Marginal Comparisons with the Best ant the Efficiency Measurment Problem," Working Papers 0703, University of Crete, Department of Economics, revised 01 Dec 2006.
- Kim, Myungsup & Schmidt, Peter, 2008. "Valid tests of whether technical inefficiency depends on firm characteristics," Journal of Econometrics, Elsevier, vol. 144(2), pages 409-427, June.
- Im, Kyung So & Schmidt, Peter, 2008. "More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares," Journal of Econometrics, Elsevier, vol. 144(1), pages 219-233, May.
- Satchachai, Panutat & Schmidt, Peter, 2008. "GMM with more moment conditions than observations," Economics Letters, Elsevier, vol. 99(2), pages 252-255, May.
- Seung Ahn & Young Lee & Peter Schmidt, 2007. "Stochastic frontier models with multiple time-varying individual effects," Journal of Productivity Analysis, Springer, vol. 27(1), pages 1-12, February.
- de Jong, Robert M. & Amsler, Christine & Schmidt, Peter, 2007. "A robust version of the KPSS test based on indicators," Journal of Econometrics, Elsevier, vol. 137(2), pages 311-333, April.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007.
"On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data,"
Journal of Productivity Analysis, Springer, vol. 28(3), pages 165-181, December.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers 0704, University of Crete, Department of Economics.
- Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006.
"Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics,"
Journal of Productivity Analysis, Springer, vol. 25(3), pages 201-212, June.
- Álvarez, Antonio & Amsler, Christine & Orea, Luis & Schmidt Peter, 2005. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Efficiency Series Papers 2005/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Peter Schmidt & Antonio Alvarez & Christine Amsler, 2004. "Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics," Econometric Society 2004 Far Eastern Meetings 520, Econometric Society.
- Antonio Alvarez & Peter Schmidt, 2006. "Is skill more important than luck in explaining fish catches?," Journal of Productivity Analysis, Springer, vol. 26(1), pages 15-25, August.
- Doran, Howard E. & Schmidt, Peter, 2006. "GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 133(1), pages 387-409, July.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2005.
"Estimation of a panel data model with parametric temporal variation in individual effects,"
Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June.
- Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Daniel S. Hamermesh & Peter Schmidt, 2003. "The Determinants of Econometric Society Fellows Elections," Econometrica, Econometric Society, vol. 71(1), pages 399-407, January.
- Qian, Hailong & Schmidt, Peter, 2003. "Partial GLS regression," Economics Letters, Elsevier, vol. 79(3), pages 385-392, June.
- de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, vol. 76(3), pages 383-391, August.
- Han, Chirok & Schmidt, Peter, 2001. "The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors," Economics Letters, Elsevier, vol. 74(1), pages 61-66, December.
- Ahn, Seung Chan & Hoon Lee, Young & Schmidt, Peter, 2001. "GMM estimation of linear panel data models with time-varying individual effects," Journal of Econometrics, Elsevier, vol. 101(2), pages 219-255, April.
- William C. Horrace & Peter Schmidt, 2000. "Multiple comparisons with the best, with economic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-26.
- Kim, Yangseon & Qian, Hailong & Schmidt, Peter, 1999. "Efficient GMM and MD estimation of autoregressive models," Economics Letters, Elsevier, vol. 62(3), pages 265-270, March.
- Qian, Hailong & Schmidt, Peter, 1999. "Improved instrumental variables and generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 91(1), pages 145-169, July.
- Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald, 1999. "Redundancy of moment conditions," Journal of Econometrics, Elsevier, vol. 91(1), pages 89-111, July.
- So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
- Schmidt, Peter, 1997. "Revisiting Tobin's 1950 Study of Food Expenditure: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 558-559, Sept.-Oct.
- Ahn, Seung C. & Schmidt, Peter, 1997. "Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 309-321.
- Hailong Qian & Peter Schmidt, 1997. "The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator," Econometric Reviews, Taylor & Francis Journals, vol. 16(4), pages 441-457.
- Schmidt, Peter, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 498-500, Sept.-Oct.
- Lee, Dongin & Schmidt, Peter, 1996.
"On the power of the KPSS test of stationarity against fractionally-integrated alternatives,"
Journal of Econometrics, Elsevier, vol. 73(1), pages 285-302, July.
- Lee, D. & Schmidt, P., 1993. "On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives," Papers 9111, Michigan State - Econometrics and Economic Theory.
- Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T., 1996. "A minimum distance estimator for long-memory processes," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 249-264.
- Hwang, Jaeyoun & Schmidt, Peter, 1996. "Alternative methods of detrending and the power of unit root tests," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 227-248.
- Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
- Lee, Junsoo & Schmidt, Peter, 1994.
"Unit Root Tests Based on Instrumental Variables Estimation,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 449-462, May.
- Lee, J. & Schmidt, P., 1990. "Unit Root Tests Based on Instrumental Variables Estimation," Papers 9008, Michigan State - Econometrics and Economic Theory.
- Hwang, Jaeyoun & Schmidt, Peter, 1993. "On the power of point optimal tests of the trend stationarity hypothesis," Economics Letters, Elsevier, vol. 43(2), pages 143-147.
- Kim, Kiwhan & Schmidt, Peter, 1993. "Unit root tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 59(3), pages 287-300, October.
- Schmidt, Peter, 1993. "Some results on testing for stationarity using data detrended in differences," Economics Letters, Elsevier, vol. 41(1), pages 1-6.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"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?,"
Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "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?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
- Schmidt, Peter & Phillips, C B Peter, 1992. "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-287, August.
- Shin, Yongcheol & Schmidt, Peter, 1992. "The KPSS stationarity test as a unit root test," Economics Letters, Elsevier, vol. 38(4), pages 387-392, April.
- Schmidt, Peter & Ahn, Seung C & Wyhowski, Donald, 1992. "On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 10-14, January.
- Cornwell, Christopher & Schmidt, Peter & Wyhowski, Donald, 1992. "Simultaneous equations and panel data," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 151-181.
- Cornwell, Christopher & Schmidt, Peter, 1992. "Models for Which the MLE and the Conditional MLE Coincide," Empirical Economics, Springer, vol. 17(1), pages 67-75.
- Schmidt, Peter & Lee, Junsoo, 1991.
"A modification of the Schmidt-Phillips unit root test,"
Economics Letters, Elsevier, vol. 36(3), pages 285-289, July.
- Lee, J. & Schmidt, P., 1991. "A Modification of the Schmidt-Phillips Unit Root Test," Papers 9001, Michigan State - Econometrics and Economic Theory.
- Kim, Kiwhan & Schmidt, Peter, 1990. "Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters," Economics Letters, Elsevier, vol. 34(4), pages 345-350, December.
- Schmidt, Peter, 1990. "Three-stage least squares with different instruments for different equations," Journal of Econometrics, Elsevier, vol. 43(3), pages 389-394, March.
- Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1990.
"Production frontiers with cross-sectional and time-series variation in efficiency levels,"
Journal of Econometrics, Elsevier, vol. 46(1-2), pages 185-200.
- Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1989. "Production Frontiers With Cross-Sectinal And Time-Series Variation In Efficiency Levels," Working Papers 89-18, C.V. Starr Center for Applied Economics, New York University.
- Guilkey, David K. & Schmidt, Peter, 1989. "Extended tabulations for Dickey-Fuller tests," Economics Letters, Elsevier, vol. 31(4), pages 355-357, December.
- Schmidt, Peter & Witte, Ann Dryden, 1989.
"Predicting criminal recidivism using 'split population' survival time models,"
Journal of Econometrics, Elsevier, vol. 40(1), pages 141-159, January.
- Peter Schmidt & Ann Dryden Witte, 1987. "Predicting Criminal Recidivism Using "Split Population" Survival Time Models," NBER Working Papers 2445, National Bureau of Economic Research, Inc.
- Hoffman, Dennis & Schmidt, Peter, 1989. "Editors'introduction," Journal of Econometrics, Elsevier, vol. 40(1), pages 1-1, January.
- Breusch, Trevor S & Mizon, Grayham E & Schmidt, Peter, 1989. "Efficient Estimation Using Panel Data," Econometrica, Econometric Society, vol. 57(3), pages 695-700, May.
- Schmidt, Peter, 1988. "Estimation of a fixed-effect Cobb-Douglas system using panel data," Journal of Econometrics, Elsevier, vol. 37(3), pages 361-380, March.
- Meng, Chun-Lo & Schmidt, Peter, 1985. "On the Cost of Partial Observability in the Bivariate Probit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 71-85, February.
- Amsler, Christine E. & Schmidt, Peter, 1985. "A Monte Carlo investigation of the accuracy of multivariate CAPM tests," Journal of Financial Economics, Elsevier, vol. 14(3), pages 359-375, September.
- Schmidt, Peter & Sickles, Robin C, 1984. "Production Frontiers and Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 367-374, October.
- Lin, Tsai-Fen & Schmidt, Peter, 1984. "A Test of the Tobit Specification against an Alternative Suggested by Cragg," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 174-177, February.
- Schmidt, Peter & Lin, Tsai-Fen, 1984. "Simple tests of alternative specifications in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 24(3), pages 349-361, March.
- Schmidt, Peter J, 1984. "Bank Market Structure and Competition: A Survey: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 656-660, November.
- Schmidt, Peter, 1983. "A note on a fixed effect model with arbitrary interpersonal covariance," Journal of Econometrics, Elsevier, vol. 22(3), pages 391-393, August.
- Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter, 1982. "On the estimation of technical inefficiency in the stochastic frontier production function model," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 233-238, August.
- Schmidt, Peter & Thomson, Michael, 1982. "A note on the computation of inequality constrained least squares estimates," Economics Letters, Elsevier, vol. 9(4), pages 355-358.
- Schmidt, Peter, 1982. "An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions," Econometrica, Econometric Society, vol. 50(2), pages 501-516, March.
- Thomson, Michael & Schmidt, Peter, 1982. "A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators," The Review of Economics and Statistics, MIT Press, vol. 64(1), pages 174-176, February.
- Arabmazar, Abbas & Schmidt, Peter, 1982. "An Investigation of the Robustness of the Tobit Estimator to Non-Normality," Econometrica, Econometric Society, vol. 50(4), pages 1055-1063, July.
- Hoffman, Dennis L. & Schmidt, Peter, 1981. "Testing the restrictions implied by the rational expectations hypothesis," Journal of Econometrics, Elsevier, vol. 15(2), pages 265-287, February.
- Arabmazar, Abbas & Schmidt, Peter, 1981. "Further evidence on the robustness of the Tobit estimator to heteroskedasticity," Journal of Econometrics, Elsevier, vol. 17(2), pages 253-258, November.
- Schmidt, Peter, 1981. "Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model]," Econometrica, Econometric Society, vol. 49(5), pages 1339-1343, September.
- Schmidt, Peter & Lovell, C. A. Knox, 1980. "Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated," Journal of Econometrics, Elsevier, vol. 13(1), pages 83-100, May.
- Forsund, Finn R. & Lovell, C. A. Knox & Schmidt, Peter, 1980. "A survey of frontier production functions and of their relationship to efficiency measurement," Journal of Econometrics, Elsevier, vol. 13(1), pages 5-25, May.
- Aigner, Dennis J. & Schmidt, Peter, 1980. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 13(1), pages 1-3, May.
- Olson, Jerome A. & Schmidt, Peter & Waldman, Donald M., 1980. "A Monte Carlo study of estimators of stochastic frontier production functions," Journal of Econometrics, Elsevier, vol. 13(1), pages 67-82, May.
- Schmidt, Peter & Knox Lovell, C. A., 1979. "Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers," Journal of Econometrics, Elsevier, vol. 9(3), pages 343-366, February.
- Guilkey, David K. & Schmidt, Peter, 1979. "Some small sample properties of estimators and test statistics in the multivariate logit model," Journal of Econometrics, Elsevier, vol. 10(1), pages 33-42, April.
- Schmidt, Peter, 1978. "A note on the estimation of seemingly unrelated regression systems," Journal of Econometrics, Elsevier, vol. 7(2), pages 259-261, June.
- Schmidt, Peter, 1978. "A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables," Econometrica, Econometric Society, vol. 46(5), pages 1227-1230, September.
- Lahiri, Kajal & Schmidt, Peter, 1978. "On the Estimation of Triangular Structural Systems," Econometrica, Econometric Society, vol. 46(5), pages 1217-1221, September.
- Schmidt, Peter, 1978. "Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 453-465, June.
- Schmidt, Peter, 1978. "On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder," The Review of Economics and Statistics, MIT Press, vol. 60(3), pages 481-482, August.
- Schmidt, Peter & Sickles, Robin, 1977. "Some Further Evidence on the Use of the Chow Test under Heteroskedasticity," Econometrica, Econometric Society, vol. 45(5), pages 1293-1298, July.
- Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
- Schmidt, Peter, 1977. "Some Small Evidence on the Distribution of Dynamic Simulation Forecasts," Econometrica, Econometric Society, vol. 45(4), pages 997-1005, May.
- Schmidt, Peter, 1977. "Estimation of seemingly unrelated regressions with unequal numbers of observations," Journal of Econometrics, Elsevier, vol. 5(3), pages 365-377, May.
- Schmidt, Peter, 1976. "On the Statistical Estimation of Parametric Frontier Production Functions," The Review of Economics and Statistics, MIT Press, vol. 58(2), pages 238-239, May.
- Schmidt, Peter & Guilkey, David K., 1976. "The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models," Journal of Econometrics, Elsevier, vol. 4(3), pages 211-230, August.
- Schmidt, Peter & Strauss, Robert P, 1976. "The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 204-212, February.
- Schmidt, Peter & Guilkey, David K, 1975. "Some Further Evidence on the Power of the Durbin-Watson and Geary Tests," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 379-382, August.
- Schmidt, Peter & Strauss, Robert P, 1975. "Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach," Econometrica, Econometric Society, vol. 43(4), pages 745-755, July.
- Schmidt, Peter & Strauss, Robert P, 1975. "The Prediction of Occupation Using Multiple Logit Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 471-486, June.
- Schmidt, Peter, 1975. "The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 387-389, August.
- Schmidt, Peter & Sickles, Robin, 1975. "On the Efficiency of the Almon Lag Technique," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 792-795, October.
- Schmidt, Peter, 1975. "A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 800-801, October.
- Schmidt, Peter, 1974. "An Argument for the Usefulness of the Gamma Distributed Lag Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 246-250, February.
- Schmidt, Peter, 1974. "Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment," Australian Economic Papers, Wiley Blackwell, vol. 13(23), pages 298-302, December.
- Schmidt, Peter, 1974. "The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model," Econometrica, Econometric Society, vol. 42(3), pages 591-592, May.
- Schmidt, Peter, 1974. "A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated," The Review of Economics and Statistics, MIT Press, vol. 56(1), pages 122-123, February.
- Schmidt, Peter, 1974. "The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model," Econometrica, Econometric Society, vol. 42(2), pages 303-309, March.
- Koo, Anthony Y C & Schmidt, Peter, 1974. "Cognitive Range in the Theory of Revealed Preference," Journal of Political Economy, University of Chicago Press, vol. 82(1), pages 174-184, Jan.-Feb..
- Schmidt, Peter, 1973. "On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters," Econometrica, Econometric Society, vol. 41(1), pages 165-169, January.
- Schmidt, Peter, 1973. "Calculating the Power of the Minimum Standard Error Choice Criterion," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(1), pages 253-255, February.
- Schmidt, Peter, 1973. "The Asymptotic Distribution of Dynamic Multipliers," Econometrica, Econometric Society, vol. 41(1), pages 161-164, January.
- Schmidt, Peter, 1972. "A Generalization of the Durbin-Watson Test," Australian Economic Papers, Wiley Blackwell, vol. 11(19), pages 203-209, December.
- Schmidt, Peter, 1971. "Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(3), pages 372-380, October.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (4) 2002-08-10 2007-01-23 2007-01-23 2009-02-28
- NEP-EFF: Efficiency and Productivity (4) 2002-10-27 2007-01-23 2007-01-23 2007-11-03
- NEP-CDM: Collective Decision-Making (1) 2001-08-21
- NEP-ETS: Econometric Time Series (1) 2007-01-23
- NEP-GER: German Papers (1) 2010-07-17
- NEP-MAC: Macroeconomics (1) 2010-07-17
- NEP-MIG: Economics of Human Migration (1) 2010-07-17
- NEP-POL: Positive Political Economics (1) 2001-08-21
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