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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
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Modelling volatility by variance decomposition
Amado, Cristina; Teräsvirta, Timo - In: Journal of econometrics 175 (2013) 2, pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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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/10002647754
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Efficient estimation of dynamic panel data models : alternative assumptions and simplified estimation
Ahn, Seung Chan - In: Journal of econometrics 76 (1997) 1, pp. 309-321
Persistent link: https://www.econbiz.de/10001211358
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GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
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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
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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
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Improved instrumental variables and generalized method of moments estimators
Qian, Hailong; Schmidt, Peter - In: Journal of econometrics 91 (1999) 1, pp. 145-169
Persistent link: https://www.econbiz.de/10001382169
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Estimation of a fixed-effect Cobb-Douglas system using panel data
Schmidt, Peter - In: Journal of econometrics 3 (1988), pp. 361-380
Persistent link: https://www.econbiz.de/10001040762
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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