Peter Schmidt

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All published works

Action	Title	Year	Authors
+	Evaluating the cdf of the Skew Normal distribution	2020	Christine Amsler Alecos Papadopoulos Peter Schmidt
+	Evaluating the CDF of the distribution of the stochastic frontier composed error	2019	Christine Amsler Peter Schmidt Wen‐Jen Tsay
+	Analysis of Differential Synchronisation's Energy Consumption on Mobile Devices	2016	Joerg Simon Peter Schmidt Viktoria Pammer‐Schindler
+	A test of the null of integer integration against the alternative of fractional integration	2015	Cheol‐Keun Cho Christine Amsler Peter Schmidt
+	Estimation and inference in parametric deterministic frontier models	2012	Christine Amsler Michael Leonard Peter Schmidt
+	Tests of Short Memory With Thick-Tailed Errors	2012	Christine Amsler Peter Schmidt
+	Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators	2012	Cuicui Lu Peter Schmidt
+	GMM redundancy results for general missing data problems	2009	Artem Prokhorov Peter Schmidt
+	Marginal Comparisons With the Best and the Efficiency Measurement Problem	2008	Yangseon Kim Peter Schmidt
+	More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares	2008	Kyung So Im Peter Schmidt
+	MGF Estimator	2005	Peter Schmidt
+	Redundancy of moment conditions	1999	Trevor Breusch Hailong Qian Peter Schmidt Donald Wyhowski
+	Efficient GMM and MD estimation of autoregressive models	1999	Yangseon Kim Hailong Qian Peter Schmidt
+	Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient	1999	Peter Hall Wolfgang Karl Härdle Torsten Kleinow Peter Schmidt
+	The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator	1997	Hailong Qian Peter Schmidt
+	On the power of the KPSS test of stationarity against fractionally-integrated alternatives	1996	Dongin Lee Peter Schmidt
+	On the power of point optimal tests of the trend stationarity hypothesis	1993	Jaeyoun Hwang Peter Schmidt
+	On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives	1993	D. Lee Peter Schmidt
+	LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*	1992	Peter Schmidt Peter C.B. Phillips
+	The KPSS stationarity test as a unit root test	1992	Yongcheol Shin Peter Schmidt
+	A modification of the Schmidt-Phillips unit root test	1991	Peter Schmidt Junsoo Lee
+	Survival analysis: A survey	1991	Ching-Fan Chung Peter Schmidt Ana D. Witte
+	Split Population Models	1988	Peter Schmidt Ann Dryden Witte
+	On the adequacy of the "sargan distribution"as an approxihation to the normal	1985	Mohammad-Ali Kafaei Peter Schmidt
+	Statistical Analysis of Censored or Truncated Outcomes	1984	Peter Schmidt Ann Dryden Witte
+	Statistical Analysis of Survival Times	1984	Peter Schmidt Ann Dryden Witte
+	A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators	1982	Michael Thomson Peter Schmidt
+	A note on the computation of inequality constrained least squares estimates	1982	Peter Schmidt Michael Thomson
+	An improved version of the geary test	1982	Peter Schmidt David K Gullkey
+	Further Results on the Value of Sample Separation Information	1981	Peter Schmidt
+	Evaluating Correctional Programs	1980	Peter Schmidt Ann Dryden Witte
+	A note on the estimation of seemingly unrelated regression systems	1978	Peter Schmidt
+	Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited	1978	Peter Schmidt
+	Some Properties of Tests for Specification Error in a Linear Regression Model	1977	Jerry G. Thursby Peter Schmidt
+	An Analysis of Recidivism, Using the Truncated Lognormal Distribution	1977	Ann Dryden Witte Peter Schmidt
+	Econometrics (Statistics: Textbooks and Monographs, Vol. 18).	1976	D. V. Gokhale Peter Schmidt
+	The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models	1976	Peter Schmidt David K. Guilkey
+	Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests	1976	James B. Ramsey Peter Schmidt
+	The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models	1975	Peter Schmidt
+	Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach	1975	Peter Schmidt Robert P. Strauss
+	The Prediction of Occupation Using Multiple Logit Models	1975	Peter Schmidt Robert P. Strauss
+	A Modification of the Almon Distributed Lag	1974	Peter Schmidt
+	Choosing among alternative linear regression models	1974	Peter Schmidt
+	A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated	1974	Peter Schmidt
+	On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters	1973	Peter Schmidt
+	SEVERAL DISTRIBUTED LAG specifications contain parameters which take on only integral	1973	Peter Schmidt
+	Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment	1971	Peter Schmidt

Common Coauthors

Coauthor	Papers Together
Christine Amsler	5
Ann Dryden Witte	5
Hailong Qian	3
Yangseon Kim	2
Michael Thomson	2
Robert P. Strauss	2
Jerry G. Thursby	1
Mohammad Ali Kafaei	1
Wen‐Jen Tsay	1
Ana D. Witte	1
Junsoo Lee	1
Joerg Simon	1
Michael Leonard	1
Torsten Kleinow	1
Jaeyoun Hwang	1
Ching-Fan Chung	1
Cheol‐Keun Cho	1
D. V. Gokhale	1
Wolfgang Karl Härdle	1
Alecos Papadopoulos	1
Yongcheol Shin	1
Donald Wyhowski	1
Peter C.B. Phillips	1
Artem Prokhorov	1
David K Gullkey	1
Trevor Breusch	1
Dongin Lee	1
Kyung So Im	1
James B. Ramsey	1
D. Lee	1
Peter Hall	1
David K. Guilkey	1
Cuicui Lu	1
Viktoria Pammer‐Schindler	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991	Donald W. K. Andrews	4
+	Maximum Likelihood Estimation of Solow's and Jorgenson's Distributed Lag Models	1971	G. S. Maddala Arni S. R. Srinivasa Rao	4
+	A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix	1986	Whitney K. Newey Kenneth D. West	4
+ PDF Chat	Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times	1978	Ian B. MacNeill	3
+	LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*	1992	Peter Schmidt Peter C.B. Phillips	3
+	Testing for unit roots in autoregressive-moving average models of unknown order	1984	Saïd E. Saïd David A. Dickey	3
+	Asymptotic efficiency in estimation with conditional moment restrictions	1987	Gary Chamberlain	3
+	Redundancy of moment conditions	1999	Trevor Breusch Hailong Qian Peter Schmidt Donald Wyhowski	3
+	On a Family of Lag Distributions	1960	Robert M. Solow	3
+	Univariate and Multivariate Log-Linear and Logistic Models	1973	Marc Nerlove S. James Press	3
+	Efficient Estimation of Distributed Lags with Autocorrelated Errors	1969	Phoebus J. Dhrymes	2
+	Failure-Rate Analysis Applied to Recidivism Data	1974	Stephen Stollmack Carl M. Harris	2
+	An Analysis of Recidivism, Using the Truncated Lognormal Distribution	1977	Ann Dryden Witte Peter Schmidt	2
+	Approximate skew normal distribution	2010	S.K. Ashour Mahmood A. Abdel-hameed	2
+	Large sample estimation and hypothesis testing	1986	Whitney K. Newey Daniel McFadden	2
+	A Monte Carlo Study of Some Small Sample Properties of Tests for Specification Error	1972	James B. Ramsey Roy F. Gilbert	2
+	A Test of the Mean Square Error Criterion for Restrictions in Linear Regression	1968	Carlos Toro-Vizcarrondo T. D. Wallace	2
+	MODIFIED KPSS TESTS FOR NEAR INTEGRATION	2007	David Harris Stephen J. Leybourne Brendan McCabe	2
+	Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis	1969	James B. Ramsey	2
+	Statistical Models and Methods for Lifetime Data.	1983	Brian Francis Jerald F. Lawless	2
+	Forecasting, Structural Time Series Models and the Kalman Filter	1990	Andrew Harvey	2
+	Rational Distributed Lag Functions	1966	Dale W. Jorgenson	2
+	16 Efficient estimation of models with conditional moment restrictions	1993	Whitney K. Newey	2
+ PDF Chat	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS	2005	Nicholas M. Kiefer Timothy J. Vogelsang	2
+	A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors	2012	Christine Amsler Peter Schmidt	2
+	On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errors	1971	Phoebus J. Dhrymes	2
+ PDF Chat	Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices	2000	Robert M. de Jong James Davidson	2
+	CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES	2002	Michael Jansson	2
+	On the power of the KPSS test of stationarity against fractionally-integrated alternatives	1996	Dongin Lee Peter Schmidt	2
+ PDF Chat	Efficient Tests for an Autoregressive Unit Root	1996	Graham Elliott Thomas J. Rothenberg James H. Stock	2
+	Statistical Models and Methods for Lifetime Data	1983	Ray E. Schafer J. F. Lawless	2
+	Partially generalized least squares and two-stage least squares estimators	1983	Takeshi Amemiya	1
+	Statistical implications of selectively reported inferential results	2002	Nicola Loperfido	1
+	Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests	1976	James B. Ramsey Peter Schmidt	1
+ PDF Chat	Some Properties of Beta and Gamma Distributions	1954	M. V. Jambunathan	1
+	Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation	1982	Thomas MaCurdy	1
+	The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models	1975	Peter Schmidt	1
+	Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares*	1992	Michael McAleer	1
+	A Modification of the Almon Distributed Lag	1974	Peter Schmidt	1
+	A Multiple Comparison Procedure for Comparing Several Treatments with a Control	1955	Charles W. Dunnett	1
+ PDF Chat	On Adaptive Estimation	1982	Peter J. Bickel	1
+	The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models	1976	James J. Heckman	1
+	A Simple Approximation for Bivariate Normal Probabilities	1983	Robert W. Mee D. B. Owen	1
+	Inequality Restrictions in Regression Analysis	1966	George G. Judge T. Takayama	1
+	Comments On "the Mathematics of Behavioral Change"	1979	Stephen Stollmack	1
+	Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya	2002	Marco Barassi	1
+	On the computation of the bivariate normal integral	1990	Zvi Drezner George O. Wesolowsky	1
+	On the approximation of the tail probability of the scalar skew-normal distribution	2010	Antonella Capitanio	1
+	Evaluating Human Service and Correctional Programs By Modeling the Timing of Recidivism	1979	Howard S. Bloom	1
+ PDF Chat	On the central limit theorem for f (n k x)	2008	Christoph Aistleitner I. Berkès	1