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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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On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun - In: Economics letters 43 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
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On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun; Schmidt, Peter - In: Economics Letters 43 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10005297088
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Alternative methods of detrending and the power of unit root tests
Hwang, Jaeyoun; Schmidt, Peter - In: Journal of econometrics 71 (1996) 1-2, pp. 227-248
Persistent link: https://www.econbiz.de/10006794478
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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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Entwurf einer Sollkonzeption für ein produktionswirtschaftliches Controllingsystem in der Bauindustrie
Schmidt, Peter - 1993
Persistent link: https://www.econbiz.de/10000891308
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[Rezension von: Daraio, Cinzia; Simar, Léopold, Advanced robust and nonparametric methods in efficiency analysis, methodology and applications]
Schmidt, Peter - In: Journal of economic literature 46 (2008) 2, pp. 423-425
Persistent link: https://www.econbiz.de/10003786905
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Entwicklungstendenzen im Passivgeschäft der Kreditinstitute
Schmidt, Peter - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 102 (1985) 9, pp. 340-349
Persistent link: https://www.econbiz.de/10003672095
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Estimation of a distributed lag model with second order autoregressive disturbances: A Monte Carlo experiment
Schmidt, Peter - In: International economic review 12 (1971) 3, pp. 372-380
Persistent link: https://www.econbiz.de/10003672106