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The Asymptotic Distribution of Dynamic Multipliers.

Schmidt, Peter - In: Econometrica 41 (1973) 1, pp. 161-64

Persistent link: https://www.econbiz.de/10005231623

The Determinants of Econometric Society Fellows Elections

Hamermesh, Daniel S.; Schmidt, Peter - In: Econometrica 71 (2003) 1, pp. 399-407

Persistent link: https://www.econbiz.de/10005231901

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator

Qian, Hailong; Schmidt, Peter - In: Econometric Reviews 16 (1997) 4, pp. 441-457

In this paper we show that the 3SLS estimator of a system of equations is asymptotically equivalent to an iterative 2SLS estimator applied to each equation, augmented with the residuals from the other equations. This result is a natural extension of Telser (1964).

Persistent link: https://www.econbiz.de/10005476088

A Monte Carlo investigation of the accuracy of multivariate CAPM tests

Amsler, Christine E.; Schmidt, Peter - In: Journal of Financial Economics 14 (1985) 3, pp. 359-375

Persistent link: https://www.econbiz.de/10005478199

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation

Ahn, Seung C.; Schmidt, Peter - In: Journal of Econometrics 76 (1997) 1-2, pp. 309-321

Persistent link: https://www.econbiz.de/10005115507

A note on a fixed effect model with arbitrary interpersonal covariance

Schmidt, Peter - In: Journal of Econometrics 22 (1983) 3, pp. 391-393

Persistent link: https://www.econbiz.de/10005122589

Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers

Schmidt, Peter; Knox Lovell, C. A. - In: Journal of Econometrics 9 (1979) 3, pp. 343-366

Persistent link: https://www.econbiz.de/10005122663

Some small sample properties of estimators and test statistics in the multivariate logit model

Guilkey, David K.; Schmidt, Peter - In: Journal of Econometrics 10 (1979) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10005122713

Efficient estimation of models for dynamic panel data

Ahn, Seung C.; Schmidt, Peter - In: Journal of Econometrics 68 (1995) 1, pp. 5-27

Persistent link: https://www.econbiz.de/10005122725

A note on the estimation of seemingly unrelated regression systems

Schmidt, Peter - In: Journal of Econometrics 7 (1978) 2, pp. 259-261

Persistent link: https://www.econbiz.de/10005122756