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Peter Schmidt

Global rank #283 99%

Institution: Michigan State University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1974

Most Recent: 2009

RePEc ID: psc224 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 1.01 52.28 1.01 0.00 115.96

Publication Statistics

Raw Publications 62
Coauthorship-Adjusted Count 67.32

Publications (62)

Year Article Journal Tier Authors
2009 GMM redundancy results for general missing data problems Journal of Econometrics A 2
2009 Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas Journal of Econometrics A 2
2009 On the distribution of estimated technical efficiency in stochastic frontier models Journal of Econometrics A 2
2008 More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares Journal of Econometrics A 2
2008 Valid tests of whether technical inefficiency depends on firm characteristics Journal of Econometrics A 2
2008 GMM with more moment conditions than observations Economics Letters C 2
2007 A robust version of the KPSS test based on indicators Journal of Econometrics A 3
2006 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 A 2
2005 Estimation of a panel data model with parametric temporal variation in individual effects Journal of Econometrics A 3
2003 Partial GLS regression Economics Letters C 2
2002 Spurious logarithms and the KPSS statistic Economics Letters C 2
2001 GMM estimation of linear panel data models with time-varying individual effects Journal of Econometrics A 3
2001 The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors Economics Letters C 2
1999 Efficient estimation of panel data models with strictly exogenous explanatory variables Journal of Econometrics A 4
1999 Redundancy of moment conditions Journal of Econometrics A 4
1999 Efficient GMM and MD estimation of autoregressive models Economics Letters C 3
1999 Improved instrumental variables and generalized method of moments estimators Journal of Econometrics A 2
1997 Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation Journal of Econometrics A 2
1996 A minimum distance estimator for long-memory processes Journal of Econometrics A 3
1996 On the power of the KPSS test of stationarity against fractionally-integrated alternatives Journal of Econometrics A 2
1996 Alternative methods of detrending and the power of unit root tests Journal of Econometrics A 2
1995 Efficient estimation of models for dynamic panel data Journal of Econometrics A 2
1993 On the power of point optimal tests of the trend stationarity hypothesis Economics Letters C 2
1993 Some results on testing for stationarity using data detrended in differences Economics Letters C 1
1993 Unit root tests with conditional heteroskedasticity Journal of Econometrics A 2
1992 Simultaneous equations and panel data Journal of Econometrics A 3
1992 LM Tests for a Unit Root in the Presence of Deterministic Trends. Oxford Bulletin of Economics and Statistics B 2
1992 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 A 4
1992 The KPSS stationarity test as a unit root test Economics Letters C 2
1991 A modification of the Schmidt-Phillips unit root test Economics Letters C 2
1990 Production frontiers with cross-sectional and time-series variation in efficiency levels Journal of Econometrics A 3
1990 Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters Economics Letters C 2
1990 Three-stage least squares with different instruments for different equations Journal of Econometrics A 1
1989 Editors'introduction Journal of Econometrics A 2
1989 Extended tabulations for Dickey-Fuller tests Economics Letters C 2
1989 Predicting criminal recidivism using 'split population' survival time models Journal of Econometrics A 2
1988 Estimation of a fixed-effect Cobb-Douglas system using panel data Journal of Econometrics A 1
1985 A Monte Carlo investigation of the accuracy of multivariate CAPM tests Journal of Financial Economics A 2
1984 A Test of the Tobit Specification against an Alternative Suggested by Cragg. Review of Economics and Statistics A 2
1984 Simple tests of alternative specifications in stochastic frontier models Journal of Econometrics A 2
1983 A note on a fixed effect model with arbitrary interpersonal covariance Journal of Econometrics A 1
1982 On the estimation of technical inefficiency in the stochastic frontier production function model Journal of Econometrics A 4
1982 A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators. Review of Economics and Statistics A 2
1982 A note on the computation of inequality constrained least squares estimates Economics Letters C 2
1981 Testing the restrictions implied by the rational expectations hypothesis Journal of Econometrics A 2
1981 Further evidence on the robustness of the Tobit estimator to heteroskedasticity Journal of Econometrics A 2
1980 A survey of frontier production functions and of their relationship to efficiency measurement Journal of Econometrics A 3
1980 Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated Journal of Econometrics A 2
1980 Editors' introduction Journal of Econometrics A 2
1980 A Monte Carlo study of estimators of stochastic frontier production functions Journal of Econometrics A 3
1979 Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers Journal of Econometrics A 2
1979 Some small sample properties of estimators and test statistics in the multivariate logit model Journal of Econometrics A 2
1978 A note on the estimation of seemingly unrelated regression systems Journal of Econometrics A 1
1978 On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder. Review of Economics and Statistics A 1
1977 Formulation and estimation of stochastic frontier production function models Journal of Econometrics A 3
1977 Estimation of seemingly unrelated regressions with unequal numbers of observations Journal of Econometrics A 1
1976 The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models Journal of Econometrics A 2
1976 On the Statistical Estimation of Parametric Frontier Production Functions. Review of Economics and Statistics A 1
1975 The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models. Review of Economics and Statistics A 1
1975 Some Further Evidence on the Power of the Durbin-Watson and Geary Tests. Review of Economics and Statistics A 2
1974 Cognitive Range in the Theory of Revealed Preference. Journal of Political Economy S 2
1974 A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated. Review of Economics and Statistics A 1