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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Schmidt, Peter"
~subject:"ARCH model"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistik"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
ARCH model
Schätztheorie
Estimation theory
27
Theorie
15
Theory
15
Technical efficiency
8
Technische Effizienz
8
Production function
5
Produktionsfunktion
5
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Panel
3
Panel study
3
Schätzung
3
Hierarchical model
2
Multivariate Verteilung
2
Multivariate distribution
2
Panel data
2
Stochastic frontier
2
ARFIMA
1
Allocative inefficiency
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cluster analysis
1
Clusteranalyse
1
Copula
1
Deterministic frontier
1
Efficiency estimation
1
Einheitswurzeltest
1
Environmental variables
1
Exogeneity tests
1
Fractionally integrated process
1
Frontier
1
Hausman and Taylor
1
Inefficiency
1
Kleinste-Quadrate-Methode
1
LISREL
1
Least squares method
1
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Article
26
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1
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Aufsatz in Zeitschrift
Statistik
Article in journal
26
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Aufsatzsammlung
1
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1
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English
26
German
1
Author
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Schmidt, Peter
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
49
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
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Journal of econometrics
9
Journal of productivity analysis
4
Economics letters
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Oxford bulletin of economics and statistics
1
Special issue on panel data analysis
1
Testing integration and cointegration
1
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ECONIS (ZBW)
27
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27
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1
A new family of copulas, with application to estimation of a production frontier system
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of productivity analysis : an official journal …
55
(
2021
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012488596
Saved in:
2
A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers
Amsler, Christine Elaine
;
Chen, Yi Yi
;
Schmidt, Peter
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 353-363
Persistent link: https://www.econbiz.de/10012488936
Saved in:
3
An econometric approach to the estimation of multi-level models
Yang, Yimin
;
Schmidt, Peter
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 532-543
Persistent link: https://www.econbiz.de/10012618588
Saved in:
4
Thewrong skew problem in stochastic frontier models when inefficiency depends on environmental variables
Cho, Cheol-Keun
;
Schmidt, Peter
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2031-2047
Persistent link: https://www.econbiz.de/10012254168
Saved in:
5
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
6
Estimation and inference in parametric deterministic frontier models
Amsler, Christine Elaine
;
Leonard, Michael
;
Schmidt, Peter
- In:
Journal of productivity analysis
40
(
2013
)
3
,
pp. 293-305
Persistent link: https://www.econbiz.de/10010411361
Saved in:
7
Tests of short memory with thick-tailed errors
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 381-390
Persistent link: https://www.econbiz.de/10009657268
Saved in:
8
Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
Lu, Cuicui
;
Schmidt, Peter
- In:
Economics letters
116
(
2012
)
3
,
pp. 538-540
Persistent link: https://www.econbiz.de/10009674886
Saved in:
9
Goodness of fit tests in stochastic frontier models
Wang, Wei Siang
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of productivity analysis
35
(
2011
)
2
,
pp. 95-118
Persistent link: https://www.econbiz.de/10009273106
Saved in:
10
On the distribution of estimated technical efficiency in stochastic frontier models
Wang, Wei Siang
;
Schmidt, Peter
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 36-45
Persistent link: https://www.econbiz.de/10003813093
Saved in:
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