Details about Peter Schmidt

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Workplace:	Economics Department, Michigan State University, (more information at EDIRC)

Access statistics for papers by Peter Schmidt.

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Short-id: psc224

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Working Papers

2011

1. Using Copulas to Model Time Dependence in Stochastic Frontier Models
   Working Papers, Concordia University, Department of Economics View citations (3)

2010

2. Zu Migration und Strukturfonds im Binnenmarkt der EU
   (Migration and the Structural Funds in the Single European Market)
   MPRA Paper, University Library of Munich, Germany View citations (2)

2009

3. Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas
   Working Papers, Concordia University, Department of Economics View citations (22)
   See also Journal Article in Journal of Econometrics (2009)

2008

4. GMM Redundancy Results for General Missing Data Problems
   Working Papers, Concordia University, Department of Economics View citations (4)
   See also Journal Article in Journal of Econometrics (2009)

2007

5. On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models
   CEPA Working Papers Series, University of Queensland, School of Economics
   See also Journal Article in Journal of Econometrics (2009)
6. On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data
   Working Papers, University of Crete, Department of Economics View citations (12)
   See also Journal Article in Journal of Productivity Analysis (2007)
7. Panel Data Models with Multiple Time-Varying Individual Effects
   Working Papers, University of Crete, Department of Economics View citations (12)

2006

8. Marginal Comparisons with the Best ant the Efficiency Measurment Problem
   Working Papers, University of Crete, Department of Economics
   See also Journal Article in Journal of Business & Economic Statistics (2008)

2004

9. Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (3)
   See also Journal Article in Journal of Econometrics (2005)
10. Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
    See also Journal Article in Journal of Productivity Analysis (2006)
11. Likelihood Based Estimation in a Panel Setting
    Econometric Society 2004 Australasian Meetings, Econometric Society

2002

12. Confidence Statements for Efficiency Estimates from Stochastic Frontier Models
    Econometrics, University Library of Munich, Germany View citations (51)
13. One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels
    MPRA Paper, University Library of Munich, Germany View citations (451)

2001

14. "Hall of Fame" Voting: The Econometric Society
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

1996

15. Estimating market Prices for Child Care: Sample Design Estimation and Accuracy
    Working Papers, Wellesley College - Department of Economics

1995

16. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act
    NBER Working Papers, National Bureau of Economic Research, Inc

1994

17. The Minimum Distance Estimator for Fractionally Integrated ARMA Models
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (1)

1993

18. Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (1)
19. On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (2)
    See also Journal Article in Journal of Econometrics (1996)
20. Production Frontiers and Efficiency Measurement
    Working Papers, Georgia - College of Business Administration, Department of Economics View citations (19)

1992

21. A Generalized Method of Moments Estimator for Long-Memory Processes
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (2)
    Also in Working Papers, Tilburg - Center for Economic Research (1992) View citations (2)

1991

22. A Modification of the Schmidt-Phillips Unit Root Test
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (18)
    See also Journal Article in Economics Letters (1991)
23. Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (42)
    Also in Working Papers, Michigan State - Econometrics and Economic Theory (1990) View citations (55)
    See also Journal Article in Journal of Econometrics (1992)

1990

24. Testing forUnit Root in the Presence of Deterministic Trends
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (5)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1989) View citations (19)
25. Unit Root Tests Based on Instrumental Variables Estimation
    Working Papers, Michigan State - Econometrics and Economic Theory
    See also Journal Article in International Economic Review (1994)

1989

26. PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (11)
    See also Journal Article in Journal of Econometrics (1990)

1988

27. DICKEY-FULLER TESTS WITH DRIFT
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (8)

1987

28. Predicting Criminal Recidivism Using "Split Population" Survival Time Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article in Journal of Econometrics (1989)

Journal Articles

2011

1. Goodness of fit tests in stochastic frontier models
   Journal of Productivity Analysis, 2011, 35, (2), 95-118 View citations (21)
2. One-step and two-step estimation in SFA models
   Journal of Productivity Analysis, 2011, 36, (2), 201-203 View citations (24)

2010

3. Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation
   Journal of Productivity Analysis, 2010, 34, (2), 83-97 View citations (3)

2009

4. GMM redundancy results for general missing data problems
   Journal of Econometrics, 2009, 151, (1), 47-55 View citations (16)
   See also Working Paper (2008)
5. Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
   Journal of Econometrics, 2009, 153, (1), 93-104 View citations (22)
   See also Working Paper (2009)
6. On the distribution of estimated technical efficiency in stochastic frontier models
   Journal of Econometrics, 2009, 148, (1), 36-45 View citations (28)
   See also Working Paper (2007)
7. The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series
   Journal of Time Series Econometrics, 2009, 1, (1), 1-44 View citations (8)

2008

8. GMM with more moment conditions than observations
   Economics Letters, 2008, 99, (2), 252-255 View citations (3)
9. Marginal Comparisons With the Best and the Efficiency Measurement Problem
   Journal of Business & Economic Statistics, 2008, 26, 253-260 View citations (3)
   See also Working Paper (2006)
10. More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
    Journal of Econometrics, 2008, 144, (1), 219-233 View citations (38)
11. Valid tests of whether technical inefficiency depends on firm characteristics
    Journal of Econometrics, 2008, 144, (2), 409-427 View citations (11)

2007

12. A robust version of the KPSS test based on indicators
    Journal of Econometrics, 2007, 137, (2), 311-333 View citations (24)
13. On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data
    Journal of Productivity Analysis, 2007, 28, (3), 165-181 View citations (12)
    See also Working Paper (2007)
14. Stochastic frontier models with multiple time-varying individual effects
    Journal of Productivity Analysis, 2007, 27, (1), 1-12 View citations (29)

2006

15. GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
    Journal of Econometrics, 2006, 133, (1), 387-409 View citations (32)
16. Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics
    Journal of Productivity Analysis, 2006, 25, (3), 201-212 View citations (122)
    See also Working Paper (2004)
17. Is skill more important than luck in explaining fish catches?
    Journal of Productivity Analysis, 2006, 26, (1), 15-25 View citations (16)

2005

18. Estimation of a panel data model with parametric temporal variation in individual effects
    Journal of Econometrics, 2005, 126, (2), 241-267 View citations (21)
    See also Working Paper (2004)

2003

19. Partial GLS regression
    Economics Letters, 2003, 79, (3), 385-392 View citations (7)
20. The Determinants of Econometric Society Fellows Elections
    Econometrica, 2003, 71, (1), 399-407 View citations (36)

2002

21. Spurious logarithms and the KPSS statistic
    Economics Letters, 2002, 76, (3), 383-391 View citations (1)

2001

22. GMM estimation of linear panel data models with time-varying individual effects
    Journal of Econometrics, 2001, 101, (2), 219-255 View citations (149)
23. The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
    Economics Letters, 2001, 74, (1), 61-66 View citations (2)

2000

24. Multiple comparisons with the best, with economic applications
    Journal of Applied Econometrics, 2000, 15, (1), 1-26 View citations (65)

1999

25. Efficient GMM and MD estimation of autoregressive models
    Economics Letters, 1999, 62, (3), 265-270 View citations (10)
26. Efficient estimation of panel data models with strictly exogenous explanatory variables
    Journal of Econometrics, 1999, 93, (1), 177-201 View citations (34)
27. Improved instrumental variables and generalized method of moments estimators
    Journal of Econometrics, 1999, 91, (1), 145-169 View citations (12)
28. Redundancy of moment conditions
    Journal of Econometrics, 1999, 91, (1), 89-111 View citations (76)

1997

29. Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
    Journal of Econometrics, 1997, 76, (1-2), 309-321 View citations (55)
30. On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments
    Journal of Applied Econometrics, 1997, 12, (5), 498-500
31. Revisiting Tobin's 1950 Study of Food Expenditure: Comments
    Journal of Applied Econometrics, 1997, 12, (5), 558-59
32. The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator
    Econometric Reviews, 1997, 16, (4), 441-457

1996

33. A minimum distance estimator for long-memory processes
    Journal of Econometrics, 1996, 71, (1-2), 249-264 View citations (28)
34. Alternative methods of detrending and the power of unit root tests
    Journal of Econometrics, 1996, 71, (1-2), 227-248 View citations (14)
35. On the power of the KPSS test of stationarity against fractionally-integrated alternatives
    Journal of Econometrics, 1996, 73, (1), 285-302 View citations (235)
    See also Working Paper (1993)

1995

36. Efficient estimation of models for dynamic panel data
    Journal of Econometrics, 1995, 68, (1), 5-27 View citations (514)

1994

37. Unit Root Tests Based on Instrumental Variables Estimation
    International Economic Review, 1994, 35, (2), 449-62 View citations (5)
    See also Working Paper (1990)

1993

38. On the power of point optimal tests of the trend stationarity hypothesis
    Economics Letters, 1993, 43, (2), 143-147 View citations (2)
39. Some results on testing for stationarity using data detrended in differences
    Economics Letters, 1993, 41, (1), 1-6 View citations (3)
40. Unit root tests with conditional heteroskedasticity
    Journal of Econometrics, 1993, 59, (3), 287-300 View citations (92)

1992

41. LM Tests for a Unit Root in the Presence of Deterministic Trends
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 257-87 View citations (433)
42. Models for Which the MLE and the Conditional MLE Coincide
    Empirical Economics, 1992, 17, (1), 67-75 View citations (12)
43. On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment
    Journal of Business & Economic Statistics, 1992, 10, (1), 10-14 View citations (1)
44. Simultaneous equations and panel data
    Journal of Econometrics, 1992, 51, (1-2), 151-181 View citations (78)
45. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    Journal of Econometrics, 1992, 54, (1-3), 159-178 View citations (4051)
    See also Working Paper (1991)
46. The KPSS stationarity test as a unit root test
    Economics Letters, 1992, 38, (4), 387-392 View citations (33)

1991

47. A modification of the Schmidt-Phillips unit root test
    Economics Letters, 1991, 36, (3), 285-289 View citations (19)
    See also Working Paper (1991)

1990

48. Production frontiers with cross-sectional and time-series variation in efficiency levels
    Journal of Econometrics, 1990, 46, (1-2), 185-200 View citations (570)
    See also Working Paper (1989)
49. Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters
    Economics Letters, 1990, 34, (4), 345-350 View citations (10)
50. Three-stage least squares with different instruments for different equations
    Journal of Econometrics, 1990, 43, (3), 389-394 View citations (24)

1989

51. Editors'introduction
    Journal of Econometrics, 1989, 40, (1), 1-1
52. Efficient Estimation Using Panel Data
    Econometrica, 1989, 57, (3), 695-700 View citations (107)
53. Extended tabulations for Dickey-Fuller tests
    Economics Letters, 1989, 31, (4), 355-357 View citations (22)
54. Predicting criminal recidivism using 'split population' survival time models
    Journal of Econometrics, 1989, 40, (1), 141-159 View citations (116)
    See also Working Paper (1987)

1988

55. Estimation of a fixed-effect Cobb-Douglas system using panel data
    Journal of Econometrics, 1988, 37, (3), 361-380 View citations (20)

1985

56. A Monte Carlo investigation of the accuracy of multivariate CAPM tests
    Journal of Financial Economics, 1985, 14, (3), 359-375 View citations (18)
57. On the Cost of Partial Observability in the Bivariate Probit Model
    International Economic Review, 1985, 26, (1), 71-85 View citations (114)

1984

58. A Test of the Tobit Specification against an Alternative Suggested by Cragg
    The Review of Economics and Statistics, 1984, 66, (1), 174-77 View citations (121)
59. Bank Market Structure and Competition: A Survey: Comment
    Journal of Money, Credit and Banking, 1984, 16, (4), 656-60 View citations (2)
60. Production Frontiers and Panel Data
    Journal of Business & Economic Statistics, 1984, 2, (4), 367-74 View citations (777)
61. Simple tests of alternative specifications in stochastic frontier models
    Journal of Econometrics, 1984, 24, (3), 349-361 View citations (68)

1983

62. A note on a fixed effect model with arbitrary interpersonal covariance
    Journal of Econometrics, 1983, 22, (3), 391-393

1982

63. A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators
    The Review of Economics and Statistics, 1982, 64, (1), 174-76 View citations (6)
64. A note on the computation of inequality constrained least squares estimates
    Economics Letters, 1982, 9, (4), 355-358
65. An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions
    Econometrica, 1982, 50, (2), 501-16 View citations (14)
66. An Investigation of the Robustness of the Tobit Estimator to Non-Normality
    Econometrica, 1982, 50, (4), 1055-63 View citations (105)
67. On the estimation of technical inefficiency in the stochastic frontier production function model
    Journal of Econometrics, 1982, 19, (2-3), 233-238 View citations (1619)

1981

68. Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model]
    Econometrica, 1981, 49, (5), 1339-43 View citations (3)
69. Further evidence on the robustness of the Tobit estimator to heteroskedasticity
    Journal of Econometrics, 1981, 17, (2), 253-258 View citations (82)
70. Testing the restrictions implied by the rational expectations hypothesis
    Journal of Econometrics, 1981, 15, (2), 265-287 View citations (12)

1980

71. A Monte Carlo study of estimators of stochastic frontier production functions
    Journal of Econometrics, 1980, 13, (1), 67-82 View citations (137)
72. A survey of frontier production functions and of their relationship to efficiency measurement
    Journal of Econometrics, 1980, 13, (1), 5-25 View citations (292)
73. Editors' introduction
    Journal of Econometrics, 1980, 13, (1), 1-3 View citations (2)
74. Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated
    Journal of Econometrics, 1980, 13, (1), 83-100 View citations (50)

1979

75. Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers
    Journal of Econometrics, 1979, 9, (3), 343-366 View citations (194)
76. Some small sample properties of estimators and test statistics in the multivariate logit model
    Journal of Econometrics, 1979, 10, (1), 33-42 View citations (2)

1978

77. A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables
    Econometrica, 1978, 46, (5), 1227-30 View citations (2)
78. A note on the estimation of seemingly unrelated regression systems
    Journal of Econometrics, 1978, 7, (2), 259-261 View citations (5)
79. Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited
    International Economic Review, 1978, 19, (2), 453-65 View citations (13)
80. On the Estimation of Triangular Structural Systems
    Econometrica, 1978, 46, (5), 1217-21 View citations (54)
81. On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder
    The Review of Economics and Statistics, 1978, 60, (3), 481-82 View citations (5)

1977

82. Estimation of seemingly unrelated regressions with unequal numbers of observations
    Journal of Econometrics, 1977, 5, (3), 365-377 View citations (30)
83. Formulation and estimation of stochastic frontier production function models
    Journal of Econometrics, 1977, 6, (1), 21-37 View citations (3970)
84. Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
    Econometrica, 1977, 45, (5), 1293-98 View citations (22)
85. Some Small Evidence on the Distribution of Dynamic Simulation Forecasts
    Econometrica, 1977, 45, (4), 997-1005 View citations (14)

1976

86. On the Statistical Estimation of Parametric Frontier Production Functions
    The Review of Economics and Statistics, 1976, 58, (2), 238-39 View citations (75)
87. The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach
    International Economic Review, 1976, 17, (1), 204-12 View citations (17)
88. The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models
    Journal of Econometrics, 1976, 4, (3), 211-230

1975

89. A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag
    International Economic Review, 1975, 16, (3), 800-801
90. Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach
    Econometrica, 1975, 43, (4), 745-55 View citations (34)
91. On the Efficiency of the Almon Lag Technique
    International Economic Review, 1975, 16, (3), 792-95
92. Some Further Evidence on the Power of the Durbin-Watson and Geary Tests
    The Review of Economics and Statistics, 1975, 57, (3), 379-82 View citations (6)
93. The Prediction of Occupation Using Multiple Logit Models
    International Economic Review, 1975, 16, (2), 471-86 View citations (103)
94. The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models
    The Review of Economics and Statistics, 1975, 57, (3), 387-89 View citations (3)

1974

95. A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated
    The Review of Economics and Statistics, 1974, 56, (1), 122-23 View citations (2)
96. An Argument for the Usefulness of the Gamma Distributed Lag Model
    International Economic Review, 1974, 15, (1), 246-50 View citations (6)
97. Cognitive Range in the Theory of Revealed Preference
    Journal of Political Economy, 1974, 82, (1), 174-84 View citations (1)
98. Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment
    Australian Economic Papers, 1974, 13, (23), 298-302
99. The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model
    Econometrica, 1974, 42, (3), 591-92 View citations (1)
100. The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model
     Econometrica, 1974, 42, (2), 303-09 View citations (22)

1973

101. Calculating the Power of the Minimum Standard Error Choice Criterion
     International Economic Review, 1973, 14, (1), 253-55 View citations (2)
102. On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters
     Econometrica, 1973, 41, (1), 165-69 View citations (1)
103. The Asymptotic Distribution of Dynamic Multipliers
     Econometrica, 1973, 41, (1), 161-64 View citations (12)

1972

104. A Generalization of the Durbin-Watson Test
     Australian Economic Papers, 1972, 11, (19), 203-09 View citations (1)

1971

105. Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment
     International Economic Review, 1971, 12, (3), 372-80