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The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model.

Schmidt, Peter - In: Econometrica 42 (1974) 3, pp. 591-92

Persistent link: https://www.econbiz.de/10005332245

On the Estimation of Triangular Structural Systems.

Lahiri, Kajal; Schmidt, Peter - In: Econometrica 46 (1978) 5, pp. 1217-21

Persistent link: https://www.econbiz.de/10005332366

Some Further Evidence on the Use of the Chow Test under Heteroskedasticity.

Schmidt, Peter; Sickles, Robin - In: Econometrica 45 (1977) 5, pp. 1293-98

Persistent link: https://www.econbiz.de/10005332604

A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables.

Schmidt, Peter - In: Econometrica 46 (1978) 5, pp. 1227-30

Persistent link: https://www.econbiz.de/10005332716

Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach.

Schmidt, Peter; Strauss, Robert P - In: Econometrica 43 (1975) 4, pp. 745-55

Persistent link: https://www.econbiz.de/10005332924

Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model].

Schmidt, Peter - In: Econometrica 49 (1981) 5, pp. 1339-43

Persistent link: https://www.econbiz.de/10005342126

Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects

Schmidt, Peter; Han, Chirok; Orea, Luis - Econometric Society - 2004

This paper considers models with time-varying individual effects (also known as factor models). The paper extends Ahn, Lee and Schmidt, Journal of Econometrics, 2001 and Bai, Econometrica, 2003 to allow a parametric function of time for the time factor. It provides a fixed-effects treatment of...

Persistent link: https://www.econbiz.de/10005342366

Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics

Schmidt, Peter; Alvarez, Antonio; Amsler, Christine - Econometric Society - 2004

In this paper, we are interested in a stochastic frontier model in which observable characteristics of the firms affect their levels of technical inefficiency. Let u â‰¥ 0 be the one-sided error reflecting technical inefficiency, and let z be a set of variables that affect u. We write u as...

Persistent link: https://www.econbiz.de/10005342372

The KPSS stationarity test as a unit root test

Shin, Yongcheol; Schmidt, Peter - In: Economics Letters 38 (1992) 4, pp. 387-392

Persistent link: https://www.econbiz.de/10005275401

Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters

Kim, Kiwhan; Schmidt, Peter - In: Economics Letters 34 (1990) 4, pp. 345-350

Persistent link: https://www.econbiz.de/10005275519