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A robust version of the KPSS test based on indicators

Jong, Robert M. de; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 137 (2007) 2, pp. 311-333

Persistent link: https://www.econbiz.de/10003441741

A test of the null of integer integration against the alternative of fractional integration

Cho, Cheol-Keun; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 187 (2015) 1, pp. 217-237

Persistent link: https://www.econbiz.de/10011498931

Stochastic metafrontiers

Amsler, Christine Elaine; O'Donnell, Christopher John; … - In: Econometric reviews 36 (2017) 6/9, pp. 1007-1020

Persistent link: https://www.econbiz.de/10011795559

A post-truncation parameterization of truncated normal technical inefficiency

Amsler, Christine Elaine; Schmidt, Peter; Tsay, Wen-jen - In: Journal of productivity analysis 44 (2015) 2, pp. 209-220

Persistent link: https://www.econbiz.de/10011560649

Evaluating the cdf of the Skew Normal distribution

Amsler, Christine Elaine; Papadopoulos, Alecos; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 3171-3202

Persistent link: https://www.econbiz.de/10012585859

Separating different individual effects in a panel data model

Amsler, Christine Elaine; Schmidt, Peter - In: The econometrics journal 22 (2019) 2, pp. 173-187

Persistent link: https://www.econbiz.de/10012166716

A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers

Amsler, Christine Elaine; Chen, Yi Yi; Schmidt, Peter; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 353-363

Persistent link: https://www.econbiz.de/10012488936

Evaluating the CDF of the distribution of the stochastic frontier composed error

Amsler, Christine Elaine; Schmidt, Peter; Tsay, Wen-jen - In: Journal of productivity analysis 52 (2019) 1/3, pp. 29-35

Persistent link: https://www.econbiz.de/10012305697

A hierarchical panel data model for the estimation of stochastic metafrontiers : computational issues and an empirical application

Amsler, Christine Elaine; Chen, Yi Yi; Schmidt, Peter; … - In: Advanced Mathematical Methods for Economic Efficiency …, (pp. 183-195). 2023

Persistent link: https://www.econbiz.de/10014316966

GMM redundancy results for general missing data problems

Prokhorov, Artem; Schmidt, Peter - In: Journal of Econometrics 151 (2009) 1, pp. 47-55

We consider questions of efficiency and redundancy in the GMM estimation problem in which we have two sets of moment conditions, where two sets of parameters enter into one set of moment conditions, while only one set of parameters enters into the other. We then apply these results to a...

Persistent link: https://www.econbiz.de/10005022939