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Measuring and decomposing productivity change : stochastic distance function estimation versus data envelopment analysis
Atkinson, Scott Estes; Cornwell, Christopher Mark; … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 284-294
Persistent link: https://www.econbiz.de/10001757484
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Estimation of linear panel data models using GMM
Ahn, Seung Chan; Schmidt, Peter - In: Generalized method of moments estimation, (pp. 211-247). 1999
Persistent link: https://www.econbiz.de/10001437746
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
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Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
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Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Econometric reviews 33 (2014) 5/6, pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
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Panel data models with multiple time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 174 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
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GMM redundancy results for general missing data problems
Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 151 (2009) 1, pp. 47-55
Persistent link: https://www.econbiz.de/10003855081
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Stochastic frontier models with multiple time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of productivity analysis 27 (2007) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003494902
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More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
Im, KyungSo; Schmidt, Peter - In: Journal of econometrics 144 (2008) 1, pp. 219-233
Persistent link: https://www.econbiz.de/10003723652