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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

This paper considers the estimation of likelihood-based models in a panel setting. That is, we have panel data, and for each time period separately we have a correctly specified model that could be estimated by MLE. We want to allow non-independence over time. This paper shows how to improve on...

Persistent link: https://www.econbiz.de/10008493166

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation

Ahn, Seung C.; Schmidt, Peter - In: Journal of Econometrics 76 (1997) 1-2, pp. 309-321

Persistent link: https://www.econbiz.de/10005115507

Editors' introduction

Aigner, Dennis J.; Schmidt, Peter - In: Journal of Econometrics 13 (1980) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10005228565

Production frontiers with cross-sectional and time-series variation in efficiency levels

Cornwell, Christopher; Schmidt, Peter; Sickles, Robin C. - In: Journal of Econometrics 46 (1990) 1-2, pp. 185-200

Persistent link: https://www.econbiz.de/10005228607

Simultaneous equations and panel data

Cornwell, Christopher; Schmidt, Peter; Wyhowski, Donald - In: Journal of Econometrics 51 (1992) 1-2, pp. 151-181

Persistent link: https://www.econbiz.de/10005228615

Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated

Schmidt, Peter; Lovell, C. A. Knox - In: Journal of Econometrics 13 (1980) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10005228636

Editors'introduction

Hoffman, Dennis; Schmidt, Peter - In: Journal of Econometrics 40 (1989) 1, pp. 1-1

Persistent link: https://www.econbiz.de/10005228650

Efficient estimation of panel data models with strictly exogenous explanatory variables

So Im, Kyung; Ahn, Seung C.; Schmidt, Peter; … - In: Journal of Econometrics 93 (1999) 1, pp. 177-201

Persistent link: https://www.econbiz.de/10005228848

Estimation of a panel data model with parametric temporal variation in individual effects

Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of Econometrics 126 (2005) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10005228898

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?

Kwiatkowski, Denis; Phillips, Peter C. B.; Schmidt, Peter; … - In: Journal of Econometrics 54 (1992) 1-3, pp. 159-178

Persistent link: https://www.econbiz.de/10005238936