Similar Search Results

On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters.

Schmidt, Peter - In: Econometrica 41 (1973) 1, pp. 165-69

Persistent link: https://www.econbiz.de/10005329047

The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model.

Schmidt, Peter - In: Econometrica 42 (1974) 3, pp. 591-92

Persistent link: https://www.econbiz.de/10005332245

On the Estimation of Triangular Structural Systems.

Lahiri, Kajal; Schmidt, Peter - In: Econometrica 46 (1978) 5, pp. 1217-21

Persistent link: https://www.econbiz.de/10005332366

Some Further Evidence on the Use of the Chow Test under Heteroskedasticity.

Schmidt, Peter; Sickles, Robin - In: Econometrica 45 (1977) 5, pp. 1293-98

Persistent link: https://www.econbiz.de/10005332604

A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables.

Schmidt, Peter - In: Econometrica 46 (1978) 5, pp. 1227-30

Persistent link: https://www.econbiz.de/10005332716

Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach.

Schmidt, Peter; Strauss, Robert P - In: Econometrica 43 (1975) 4, pp. 745-55

Persistent link: https://www.econbiz.de/10005332924

Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model].

Schmidt, Peter - In: Econometrica 49 (1981) 5, pp. 1339-43

Persistent link: https://www.econbiz.de/10005342126

Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms

Oberndorfer, Ulrich; Schmidt, Peter; Wagner, Marcus; … - In: Journal of Environmental Economics and Management 66 (2013) 3, pp. 497-509

This paper empirically analyzes the effect of the inclusion of German corporations in the Dow Jones STOXX Sustainability Index (DJSI STOXX) and the Dow Jones Sustainability World Index (DJSI World) on stock performance. In order to receive robust estimation results, we apply an (short-term)...

Persistent link: https://www.econbiz.de/10010869019

The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model.

Schmidt, Peter - In: Econometrica 42 (1974) 2, pp. 303-09

Persistent link: https://www.econbiz.de/10005129969

Some Small Evidence on the Distribution of Dynamic Simulation Forecasts.

Schmidt, Peter - In: Econometrica 45 (1977) 4, pp. 997-1005

Persistent link: https://www.econbiz.de/10005130029