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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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Improved instrumental variables and generalized method of moments estimators
Qian, Hailong; Schmidt, Peter - In: Journal of econometrics 91 (1999) 1, pp. 145-169
Persistent link: https://www.econbiz.de/10001382169
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Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables
Ahn, Seung Chan; Schmidt, Peter - In: Analysis of panels and limited dependent variable …, (pp. 171-198). 1999
Persistent link: https://www.econbiz.de/10001445111
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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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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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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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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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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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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