P. Schmidt

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Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated

C. Lovell, P. Schmidt, 1980 .

A survey of frontier production functions and of their relationship to efficiency measurement

C. Lovell, F. Førsund, P. Schmidt, 1980 .

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?

P. Phillips, P. Schmidt, D. Kwiatkowski, 1992 .

Frontier production functions

P. Schmidt, 1985 .

Limited-Dependent and Qualitative Variables in Econometrics.

P. Schmidt, G. Maddala, P. Schmidt, 1984 .

On the Statistical Estimation of Parametric Frontier Production Functions

P. Schmidt, 1976 .

Survival analysis: A survey

P. Schmidt, C. Chung, Ana D. Witte, 1991 .

The Prediction of Occupation Using Multiple Logit Models

R. Strauss, P. Schmidt, 1975 .

FORMULATION AND ESTIMATION OF STOCHASTIC PRODUCTION FUNCTION MODELS

D. Aigner, P. Schmidt, Lovell C.A.K., 1977 .

ON THE ESTIMATION OF TRIANGULAR STRUCTURAL SYSTEMS

Peter Schmidt, Kajal Lahiri, P. Schmidt, 1978 .

Simple tests of alternative specifications in stochastic frontier models

Peter Schmidt, P. Schmidt, Tsai-Fen Lin, 1984 .

Some Properties of Tests for Specification Error in a Linear Regression Model

Peter Schmidt, Jerry G. Thursby, P. Schmidt, 1977 .

Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests

Peter Schmidt, James B. Ramsey, J. B. Ramsey, 1976 .

On the estimation of technical inefficiency in the stochastic frontier production function model

C. Lovell, P. Schmidt, J. Jondrow, 1982 .

A Test of the Tobit Specification against an Alternative Suggested by Cragg

Peter Schmidt, P. Schmidt, Tsai-Fen Lin, 1984 .

Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters

P. Schmidt, Kiwhan Kim, 1990 .

A Monte Carlo study of estimators of stochastic frontier production functions

Peter Schmidt, Donald M. Waldman, D. Waldman, 1980 .

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

Peter Schmidt, David K. Guilkey, P. Schmidt, 1979 .

Confidence statements for efficiency estimates from stochastic frontier models

P. Schmidt, W. Horrace, 1996 .

Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment

P. Schmidt, 1971 .

Production frontiers with cross-sectional and time-series variation in efficiency levels

P. Schmidt, R. Sickles, Christopher M. Cornwell, 1990 .

Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas

P. Schmidt, Artem Prokhorov, 2009 .

Production Frontiers and Panel Data

P. Schmidt, R. Sickles, 1984 .

Stochastic Frontier Analysis and Efficiency Estimation

P. Schmidt, Christopher M. Cornwell, 2008 .

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

C. Lovell, P. Schmidt, 1979 .

A robust version of the KPSS test based on indicators

P. Schmidt, Robert M. de Jong, C. Amsler, 2007 .

On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives

P. Schmidt, Dongin Lee, 1996 .

An Investigation of the Robustness of the Tobit Estimator to Non-Normality

P. Schmidt, A. Arabmazar, 1982 .

Efficient estimation of models for dynamic panel data

Peter Schmidt, Seung C. Ahn, P. Schmidt, 1995 .

Multiple comparisons with the best, with economic applications

Peter Schmidt, William C. Horrace, P. Schmidt, 2000 .

One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels

Peter Schmidt, P. Schmidt, Hung-Jen Wang, 2002 .

LM Tests for a Unit Root in the Presence of Deterministic Trends

Peter Schmidt, Peter C. B. Phillips, P. Phillips, 1992 .

Robustness, Redundancy, and Validity of Copulas in Likelihood Models

Peter Schmidt, Artem Prokhorov, P. Schmidt, 2005 .

Some results on testing for stationarity using data detrended in differences

P. Schmidt, 1993 .

GMM estimation of linear panel data models with time-varying individual effects

Peter Schmidt, Seung C. Ahn, P. Schmidt, 2001 .

ESTIMATION OF DISTRIBUTED LAGS IN SIMULTANEOUS EQUATION MODELS: AN EXPOSITORY TREATMENT*

P. Schmidt, 1974 .

An Analysis of Recidivism, Using the Truncated Lognormal Distribution

Peter Schmidt, Ann D. Witte, P. Schmidt, 1977 .

Control Function Estimation of Spatial Error Models with Endogeneity∗

J. Wooldridge, P. Schmidt, K. Kim, 2017 .

SEMIPARAMETRIC EFFICIENT ESTIMATION IN STRUCTURAL TIME SERIES CROSS

B. Hansen, P. Schmidt, N. Meddahi, 2007 .

Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model]

P. Schmidt, 1981 .

A Survey of the Use of Copulas in Stochastic Frontier Models

P. Schmidt, C. Amsler, Christine E. Amsler, 2020 .

Evaluating the cdf of the Skew Normal distribution

P. Schmidt, C. Amsler, A. Papadopoulos, 2020 .

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

P. Schmidt, C. Amsler, Wen‐Jen Tsay, 2019, Journal of Productivity Analysis.

A note on the estimation of seemingly unrelated regression systems

P. Schmidt, 1978 .

Testing for Stationarity in the Components Representation of a Time Series

P. Phillips, P. Schmidt, D. Kwiatkowski, 1991, Econometric Theory.

An Argument for the Usefulness of the Gamma Distributed Lag Model

P. Schmidt, 1974 .

Limited-Dependent and Qualitative Variables in Econometrics.

Hedley Rees, G. S. Maddala, P. Schmidt, 1985 .

Endogenous Environmental Variables In Stochastic Frontier Models

P. Schmidt, Artem Prokhorov, C. Amsler, 2017 .

Evaluating the cdf of the Skew Normal distribution

P. Schmidt, C. Amsler, A. Papadopoulos, 2020, Empirical Economics.

Models for which the MLE and the conditional MLE coincide

P. Schmidt, Christopher M. Cornwell, 1992 .

Separating different individual effects in a panel data model

P. Schmidt, C. Amsler, 2019, The Econometrics Journal.

An interpolation test for a unit root in the presence of drift

P. Schmidt, D. Guilkey, 1991 .

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

P. Schmidt, C. Amsler, Hung-Jen Wang, 2020, Empirical Economics.

Tests of Short Memory With Thick-Tailed Errors

P. Schmidt, C. Amsler, 2012 .

On the power of point optimal tests of the trend stationarity hypothesis

P. Schmidt, Jaeyoun Hwang, 1993 .

The KPSS stationarity test as a unit root test

Yongcheol Shin, Peter Schmidt, P. Schmidt, 1992 .

Using Copulas to Model Time Dependence in Stochastic Frontier Models

Peter Schmidt, Artem Prokhorov, Christine Amsler, 2014 .

Partial GLS regression

Peter Schmidt, Hailong Qian, P. Schmidt, 2003 .

The Theory and Practice of Econometrics

Peter Schmidt, P. Schmidt, 1985 .

Alternative methods of detrending and the power of unit root tests

P. Schmidt, Jaeyoun Hwang, 1996 .

Predicting Criminal Recidivism Using

Peter Schmidt, Ann Dryden Witte, P. Schmidt, 1987 .

Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators

P. Schmidt, Cuicui Lu, 2012 .

Choosing among alternative linear regression models

Peter Schmidt, P. Schmidt, 1974 .

Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors

P. Schmidt, D. Guilkey, 1973 .

Calculating the Power of the Minimum Standard Error Choice Criterion

P. Schmidt, 1973 .

Consistent estimation of the fixed effects stochastic frontier model

Peter Schmidt, Yi-Yi Chen, P. Schmidt, 2014 .

The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach

R. Strauss, P. Schmidt, 1976 .

Panel Data Models with Multiple Time-Varying Individual Effects

Seung C. Ahn, P. Schmidt, S. Ahn, 2013 .

Some Small Evidence on the Distribution of Dynamic Simulation Forecasts

Peter Schmidt, P. Schmidt, 1977 .

THE ASYMPTOTIC DISTRIBUTION OF FORECASTS IN THE DYNAMIC SIMULATION OF AN ECONOMETRIC MODEL

Peter Schmidt, P. Schmidt, 1974 .

Estimation of seemingly unrelated regressions with unequal numbers of observations

Peter Schmidt, P. Schmidt, 1977 .

Testing the restrictions implied by the rational expectations hypothesis

Peter Schmidt, Dennis L. Hoffman, P. Schmidt, 1981 .

Endogeneity in Stochastic Frontier Models

Peter Schmidt, Artem Prokhorov, Christine Amsler, 2016 .

SEVERAL DISTRIBUTED LAG specifications contain parameters which take on only integral

Peter Schmidt, P. Schmidt, 1973 .

A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests

P. Schmidt, S. Ahn, 1995 .

ON THE ESTIMATION OF TECHNICAL INEFFICIENCY IN

Peter Schmidt, P. Schmidt, J. Jondrow, 1981 .

Alternative forms of the wald test: how long is a piece of string?

P. Schmidt, T. Breusch, 1988 .

Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics

Peter Schmidt, Antonio Alvarez, Luis Orea, 2006 .

The Almon Lag Technique and the Monetary Versus Fiscal Policy Debate

P. Schmidt, Roger N. Waud, 1973 .

On the Cost of Partial Observability in the Bivariate Probit Model

Peter Schmidt, P. Schmidt, Chun-Lo Meng, 1985 .

DICKEY-FULLER TESTS WITH DRIFT

Peter Schmidt, P. Schmidt, 1988 .

Some Further Evidence on the Use of the Chow Test under Heteroskedasticity

Robin C. Sickles, Peter Schmidt, P. Schmidt, 1977 .

Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach

Peter Schmidt, R. Strauss, P. Schmidt, 1975 .

Extended tabulations for Dickey-Fuller tests

P. Schmidt, D. Guilkey, 1989 .

Simultaneous equations and panel data

Peter Schmidt, Christopher Cornwell, P. Schmidt, 1992 .

Goodness of fit tests in stochastic frontier models

Peter Schmidt, Christine Amsler, P. Schmidt, 2011 .

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

Peter Schmidt, Seung C. Ahn, P. Schmidt, 1997 .

The Proportional Hazards Model

Peter Schmidt, Ann Dryden Witte, P. Schmidt, 1988 .

More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares

P. Schmidt, K. Im, 2008 .

Unit root tests with conditional heteroskedasticity

Peter Schmidt, P. Schmidt, Kiwhan Kim, 1993 .

Are all firms inefficient?

P. Schmidt, Seunghwa Rho, 2015 .

GMM redundancy results for general missing data problems

P. Schmidt, Artem Prokhorov, 2009 .

The determinants of econometric society fellows elections

Peter Schmidt, Daniel S. Hamermesh, P. Schmidt, 2003 .

Further evidence on the robustness of the Tobit estimator to heteroskedasticity

P. Schmidt, A. Arabmazar, 1981 .

Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited

P. Schmidt, 1978 .

Estimation of a fixed-effect Cobb-Douglas system using panel data

P. Schmidt, 1988 .

A new family of copulas, with application to estimation of a production frontier system

P. Schmidt, Artem Prokhorov, Christine E. Amsler, 2020, Journal of Productivity Analysis.

ON LEV ONTHE ESTIMATION OF TECHNICAL INEFFICIENCY IN THE STOCHASTIC FRONTIER PRODUCTION FUNCTION = 3 MODEL

P. Schmidt, J. Jondrow, 2022 .

THE ASYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERS

P. Schmidt, 1973 .

The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models

P. Schmidt, 1975 .

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors

P. Schmidt, Chirok Han, 2001 .

Evaluating Correctional Programs

P. Schmidt, A. Witte, 1980 .

EFFICIENT ESTIMATION USING PANEL DATA

Peter Schmidt, Grayham E Mizon, Trevor Breusch, 1989 .

Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation

P. Schmidt, Panutat Satchachai, 2010 .

On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis

D. Aigner, P. Schmidt, C. A. Knox Lovell, 2023, Journal of Econometrics.

Reprint of: Formulation and estimation of stochastic frontier production function models

C. Lovell, D. Aigner, P. Schmidt, 2023, Journal of Econometrics.

One-step and two-step estimation in SFA models

P. Schmidt, 2011 .

Marginal Comparisons With the Best and the Efficiency Measurement Problem

P. Schmidt, Yang-Duk Kim, 2008 .

A note on the approximation of arbitrary distributed lag structures by a modified almon lag

P. Schmidt, W. Mann, 1977 .

On the adequacy of the "sargan distribution"as an approxihation to the normal

Peter Schmidt, P. Schmidt, Mohammad Ali Kafaei, 1985 .

A Review and Empirical Comparison of Bayesian and Classical Approaches to Inference on Efficiency Levels in Stochastic Frontier Models with Panel Data

Peter Schmidt, P. Schmidt, Yangseon Kim, 2000 .

Stochastic frontier models with multiple time-varying individual effects

Peter Schmidt, Seung C. Ahn, P. Schmidt, 2007 .

On the distribution of estimated technical efficiency in stochastic frontier models

Peter Schmidt, P. Schmidt, W. Wang, 2009 .

2 THE MODEL AND BASIC RESULTS

P. Schmidt, Seunghwa Rho, 2012 .

A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables

P. Schmidt, 1978 .

The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model

P. Schmidt, 1974 .

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

Yi Yi Chen, Christine Amsler, Peter Schmidt, 2020 .

Stochastic metafrontiers

P. Schmidt, C. O'Donnell, Christine E. Amsler, 2017 .

An Analysis of the Type of Criminal Activity Using the Logit Model

P. Schmidt, A. Witte, 1979 .

A Monte Carlo investigation of the accuracy of multivariate CAPM tests

P. Schmidt, Christine E. Amsler, 1985 .

Some Further Evidence on the Power of the Durbin-Watson and Geary Tests

Peter Schmidt, David K. Guilkey, P. Schmidt, 1975 .

A Survey of Stochastic Frontier Models and Likely Future Developments

P. Schmidt, Y. H. Lee, Christine E. Amsler, 2009 .

A GENERALIZATION OF THE DURBIN-WATSON TEST*

P. Schmidt, 1972 .

Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects

Peter Schmidt, Luis Orea, Chirok Han, 2004 .

A Modification of the Almon Distributed Lag

P. Schmidt, 1974 .

The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models

P. Schmidt, D. Guilkey, 1976 .

On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters

P. Schmidt, 1973 .

An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions

Peter Schmidt, P. Schmidt, 1982 .

A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators

P. Schmidt, M. Thomson, 1982 .

Estimation and inference in parametric deterministic frontier models

P. Schmidt, Christine E. Amsler, Michael J. Leonard, 2013 .

Estimation and inference in parametric deterministic frontier models

P. Schmidt, Christine E. Amsler, Michael J. Leonard, 2012, Journal of Productivity Analysis.

On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder

P. Schmidt, 1978 .

Improved instrumental variables and generalized method of moments estimators

Peter Schmidt, Hailong Qian, P. Schmidt, 1999 .

GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model

P. Schmidt, H. Doran, 2006 .

GMM with more moment conditions than observations

P. Schmidt, Panutat Satchachai, 2008 .

Some Thoughts on How and When to Predict in Criminal Justice Settings

P. Schmidt, A. Witte, 1990 .

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

P. Schmidt, Christine E. Amsler, Cheol-Keun Cho, 2015 .

A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag

P. Schmidt, 1975 .

Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient

W. Härdle, P. Hall, P. Schmidt, 1999 .