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On the power of point optimal tests of the trend stationarity hypothesis

Hwang, Jaeyoun; Schmidt, Peter - In: Economics Letters 43 (1993) 2, pp. 143-147

Persistent link: https://www.econbiz.de/10005297088

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors

Han, Chirok; Schmidt, Peter - In: Economics Letters 74 (2001) 1, pp. 61-66

Persistent link: https://www.econbiz.de/10005307508

Partial GLS regression

Qian, Hailong; Schmidt, Peter - In: Economics Letters 79 (2003) 3, pp. 385-392

Persistent link: https://www.econbiz.de/10005362367

Efficient GMM and MD estimation of autoregressive models

Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics Letters 62 (1999) 3, pp. 265-270

Persistent link: https://www.econbiz.de/10005362389

Spurious logarithms and the KPSS statistic

Jong, Robert M. de; Schmidt, Peter - In: Economics Letters 76 (2002) 3, pp. 383-391

Persistent link: https://www.econbiz.de/10005257478

A note on the computation of inequality constrained least squares estimates

Schmidt, Peter; Thomson, Michael - In: Economics Letters 9 (1982) 4, pp. 355-358

Persistent link: https://www.econbiz.de/10005257715

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

A modification of the Schmidt-Phillips unit root test

Schmidt, Peter; Lee, Junsoo - In: Economics Letters 36 (1991) 3, pp. 285-289

Persistent link: https://www.econbiz.de/10005288042

Extended tabulations for Dickey-Fuller tests

Guilkey, David K.; Schmidt, Peter - In: Economics Letters 31 (1989) 4, pp. 355-357

Persistent link: https://www.econbiz.de/10005288135

Some results on testing for stationarity using data detrended in differences

Schmidt, Peter - In: Economics Letters 41 (1993) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10005158854