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Norms, rationalizations and collective political action : a rational choice perspective

Opp, Karl-Dieter - In: Swiss journal of economics and statistics 133 (1997) 2, pp. 241-274

Persistent link: https://www.econbiz.de/10001336315

On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data

Kim, Myungsup; Kim, Yangseon; Schmidt, Peter - In: Journal of productivity analysis 28 (2007) 3, pp. 165-181

Persistent link: https://www.econbiz.de/10003617115

Estimates of technical inefficiency in stochastic frontier models with panel data : generalized panel jackknife estimation

Satchachai, Panutat; Schmidt, Peter - In: Journal of productivity analysis 34 (2010) 2, pp. 83-97

Persistent link: https://www.econbiz.de/10009248491

Common factors governing VDAX movements and the maximum loss

Härdle, Wolfgang; Schmidt, Peter - 2000

Based on daily VDAX data this paper analyzes the factors governing the movements of implied volatilities of options on the German stock index DAX. Using Principal Components Analysis over the sample period from 1996 to 1997, we derive common factors representing "shift" and "curvature" of the...

Persistent link: https://www.econbiz.de/10009612026