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The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong - In: Econometric reviews 16 (1997) 4, pp. 441-457
Persistent link: https://www.econbiz.de/10001230023
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators
Anderson, Richard G. - 2006
In this paper, we examine the use of Box-Tiao's (1977) canonical correlation method as an alternative to likelihood-based inferences for vector error-correction models. It is now well-known that testing of cointegration ranks based on Johansen's (1995) ML-based method suffers from severe small...
Persistent link: https://www.econbiz.de/10012732978
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Festschrift in honor of Peter Schmidt : econometric methods and applications
Sickles, Robin C. (ed.); Schmidt, Peter (honouree);  … - 2014
Persistent link: https://www.econbiz.de/10011539296
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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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Econometrics
Schmidt, Peter - 1976
Persistent link: https://www.econbiz.de/10000039490
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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 E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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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
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Estimation and inference in parametric deterministic frontier models
Amsler, Christine Elaine; Leonard, Michael; Schmidt, Peter - In: Journal of productivity analysis 40 (2013) 3, pp. 293-305
Persistent link: https://www.econbiz.de/10010411361
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Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
Lu, Cuicui; Schmidt, Peter - In: Economics letters 116 (2012) 3, pp. 538-540
Persistent link: https://www.econbiz.de/10009674886