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Estimating individual rates of discount : a meta-analysis

Percoco, Marco; Nijkamp, Peter - In: Applied economics letters 16 (2009) 10/12, pp. 1235-1239

Persistent link: https://www.econbiz.de/10003886795

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

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

Econometrics

Schmidt, Peter - 1976

Persistent link: https://www.econbiz.de/10000039490

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

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

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

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

Goodness of fit tests in stochastic frontier models

Wang, Wei Siang; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of productivity analysis 35 (2011) 2, pp. 95-118

Persistent link: https://www.econbiz.de/10009273106

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - 1999

A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

Persistent link: https://www.econbiz.de/10009581110