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Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas

Prokhorov, Artem; Schmidt, Peter - In: Journal of Econometrics 153 (2009) 1, pp. 93-104

This paper considers the estimation of likelihood-based models in a panel setting. That is, we have panel data, and for each time period separately we have a correctly specified model that could be estimated by MLE. We want to allow non-independence over time. This paper shows how to improve on...

Persistent link: https://www.econbiz.de/10008493166

Consistent estimation of the fixed effects stochastic frontier model

Chen, Yi-Yi; Schmidt, Peter; Wang, Hung-Jen - In: Journal of Econometrics 181 (2014) 2, pp. 65-76

In this paper we consider a fixed-effects stochastic frontier model. That is, we have panel data, fixed individual (firm) effects, and the usual stochastic frontier analysis (SFA) composed error.

Persistent link: https://www.econbiz.de/10010785292

Formulation and estimation of stochastic frontier production function models

Aigner, Dennis; Lovell, C. A. Knox; Schmidt, Peter - In: Journal of Econometrics 6 (1977) 1, pp. 21-37

Persistent link: https://www.econbiz.de/10005052771

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

Further evidence on the robustness of the Tobit estimator to heteroskedasticity

Arabmazar, Abbas; Schmidt, Peter - In: Journal of Econometrics 17 (1981) 2, pp. 253-258

Persistent link: https://www.econbiz.de/10005122801

Editors' introduction

Aigner, Dennis J.; Schmidt, Peter - In: Journal of Econometrics 13 (1980) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10005228565