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~isPartOf:"Journal of consumer policy : consumer issues in law, economics and behavioural sciences"
~isPartOf:"Journal of econometrics"
~person:"Schmidt, Peter"
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Schmidt, Peter
Phillips, Peter C. B.
53
Linton, Oliver
31
Lee, Lung-fei
29
Su, Liangjun
25
Robinson, Peter M.
24
Taylor, Robert
22
Chen, Songnian
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14
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14
Xiao, Zhijie
14
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13
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13
Bollerslev, Tim
13
Cai, Zongwu
13
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13
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12
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12
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12
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12
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Journal of consumer policy : consumer issues in law, economics and behavioural sciences
Journal of econometrics
Economics letters
11
Journal of productivity analysis
7
Econometric reviews
3
Cowles Foundation discussion paper
2
Discussion papers of interdisciplinary research project 373
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Applied quantitative finance : theory and computational tools
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic research reports
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Employment policy in transition : the lessons of German integration for the labor market
1
Generalized method of moments estimation
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International economic review
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Journal of Productivity Analysis
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic literature
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Oxford bulletin of economics and statistics
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P / the Rand Corporation
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Special issue on panel data analysis
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Testing integration and cointegration
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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Umwelt und empirische Sozial- und Wirtschaftsforschung : Beiträge und Diskussionsberichte zu einer Tagung der Projektgruppe "Das Sozio-ökonomische Panel" am Deutschen Institut für Wirtschaftsforschung
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Working paper / National Bureau of Economic Research, Inc.
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ZEW-Wirtschaftsanalysen : Schriftenreihe des ZEW
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1
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:
2
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:
3
GMM redundancy results for general missing data problems
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10003855081
Saved in:
4
Likelihood-based
estimation
in a panel setting : robustness, redundancy and validity of copulas
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10003892661
Saved in:
5
More efficient
estimation
under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
Im, KyungSo
;
Schmidt, Peter
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 219-233
Persistent link: https://www.econbiz.de/10003723652
Saved in:
6
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:
7
A robust version of the KPSS test based on indicators
Jong, Robert M. de
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 311-333
Persistent link: https://www.econbiz.de/10003441741
Saved in:
8
Panel data models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
Saved in:
9
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
10
Alternative methods of detrending and the power of unit root tests
Hwang, Jaeyoun
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 227-248
Persistent link: https://www.econbiz.de/10001194735
Saved in:
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