Peter Schmidt, Ph.D - Publications

Affiliations: 
Economics Michigan State University, East Lansing, MI 
Area:
Econometrics
Website:
http://www.econ.msu.edu/faculty/schmidt/

101 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Yang Y, Schmidt P. An econometric approach to the estimation of multi-level models Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.04.012  0.361
2020 Amsler C, Chen YY, Schmidt P, Wang HJ. A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers Empirical Economics. 1-11. DOI: 10.1007/S00181-020-01929-W  0.307
2020 Cho C, Schmidt P. The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables Empirical Economics. 58: 2031-2047. DOI: 10.1007/S00181-018-1573-X  0.604
2019 Cieciuch J, Davidov E, Schmidt P, Algesheimer R. How to obtain comparable measures for cross-national comparisons KöLner Zeitschrift FüR Soziologie Und Sozialpsychologie. 71: 157-186. DOI: 10.1007/S11577-019-00598-7  0.311
2018 Davidov E, Dülmer H, Cieciuch J, Kuntz A, Seddig D, Schmidt P. Explaining Measurement Nonequivalence Using Multilevel Structural Equation Modeling: The Case of Attitudes Toward Citizenship Rights Sociological Methods & Research. 47: 729-760. DOI: 10.1177/0049124116672678  0.324
2017 Amsler C, Prokhorov A, Schmidt P. Endogenous Environmental Variables In Stochastic Frontier Models Journal of Econometrics. 199: 131-140. DOI: 10.1016/J.Jeconom.2017.05.005  0.718
2016 Amsler C, Prokhorov A, Schmidt P. Endogeneity in stochastic frontier models Journal of Econometrics. 190: 280-288. DOI: 10.1016/J.Jeconom.2015.06.013  0.751
2015 Van De Schoot R, Schmidt P, De Beuckelaer A, Lek K, Zondervan-Zwijnenburg M. Editorial: Measurement Invariance. Frontiers in Psychology. 6: 1064. PMID 26283995 DOI: 10.3389/Fpsyg.2015.01064  0.31
2015 Zercher F, Schmidt P, Cieciuch J, Davidov E. The comparability of the universalism value over time and across countries in the European Social Survey: exact vs. approximate measurement invariance. Frontiers in Psychology. 6: 733. PMID 26089811 DOI: 10.3389/Fpsyg.2015.00733  0.32
2015 Amsler C, Schmidt P, Tsay WJ. A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency Journal of Productivity Analysis. 44: 209-220. DOI: 10.1007/S11123-014-0409-8  0.307
2014 Cieciuch J, Davidov E, Schmidt P, Algesheimer R, Schwartz SH. Comparing results of an exact vs. an approximate (Bayesian) measurement invariance test: a cross-country illustration with a scale to measure 19 human values. Frontiers in Psychology. 5: 982. PMID 25249996 DOI: 10.3389/Fpsyg.2014.00982  0.305
2014 Amsler C, Prokhorov A, Schmidt P. Using copulas to model time dependence in stochastic frontier models Econometric Reviews. 33: 497-522. DOI: 10.1080/07474938.2013.825126  0.752
2014 Chen YY, Schmidt P, Wang HJ. Consistent estimation of the fixed effects stochastic frontier model Journal of Econometrics. 181: 65-76. DOI: 10.1016/J.Jeconom.2013.05.009  0.357
2013 Ahn S, Lee YH, Schmidt P. Panel Data Models with Multiple Time-Varying Individual Effects Journal of Econometrics. 174: 1-14. DOI: 10.1016/J.Jeconom.2012.12.002  0.371
2013 Rho S, Schmidt P. Are all firms inefficient? Journal of Productivity Analysis. 1-23. DOI: 10.1007/S11123-013-0374-7  0.589
2013 Amsler C, Leonard M, Schmidt P. Estimation and inference in parametric deterministic frontier models Journal of Productivity Analysis. 40: 293-305. DOI: 10.1007/S11123-012-0299-6  0.367
2012 Voelkle MC, Oud JH, Davidov E, Schmidt P. An SEM approach to continuous time modeling of panel data: relating authoritarianism and anomia. Psychological Methods. 17: 176-92. PMID 22486576 DOI: 10.1037/A0027543  0.332
2012 Davidov E, Dülmer H, Schlüter E, Schmidt P, Meuleman B. Using a Multilevel Structural Equation Modeling Approach to Explain Cross-Cultural Measurement Noninvariance Journal of Cross-Cultural Psychology. 43: 558-575. DOI: 10.1177/0022022112438397  0.322
2012 Amsler C, Schmidt P. Tests of Short Memory With Thick-Tailed Errors Journal of Business & Economic Statistics. 30: 381-390. DOI: 10.1080/07350015.2012.669668  0.317
2012 Voelkle MC, Oud JHL, Davidov E, Schmidt P. An SEM approach to continuous time modeling of panel data: Relating authoritarianism and anomia: Correction to Voelkle, Oud, Davidov, and Schmidt (2012) Psychological Methods. 17: 384-384. DOI: 10.1037/A0029251  0.333
2012 Lu C, Schmidt P. Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators Economics Letters. 116: 538-540. DOI: 10.1016/J.Econlet.2012.01.015  0.343
2011 Schmidt P. One-step and two-step estimation in SFA models Journal of Productivity Analysis. 36: 201-203. DOI: 10.1007/S11123-011-0228-0  0.32
2011 Wang WS, Amsler C, Schmidt P. Goodness of fit tests in stochastic frontier models Journal of Productivity Analysis. 35: 95-118. DOI: 10.1007/S11123-010-0188-9  0.329
2010 Satchachai P, Schmidt P. Estimates of technical inefficiency in stochastic frontier models with panel data: Generalized panel jackknife estimation Journal of Productivity Analysis. 34: 83-97. DOI: 10.1007/S11123-010-0183-1  0.689
2009 Amsler C, Schmidt P, Vogelsang TJ. The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series Journal of Time Series Econometrics. 1: 1-44. DOI: 10.2202/1941-1928.1027  0.314
2009 Prokhorov A, Schmidt P. Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas Journal of Econometrics. 153: 93-104. DOI: 10.1016/J.Jeconom.2009.06.002  0.775
2009 Prokhorov A, Schmidt P. GMM redundancy results for general missing data problems Journal of Econometrics. 151: 47-55. DOI: 10.1016/J.Jeconom.2009.03.010  0.755
2008 Davidov E, Meuleman B, Billiet J, Schmidt P. Values and Support for Immigration : A Cross-Country Comparison European Sociological Review. 24: 583-599. DOI: 10.1093/Esr/Jcn020  0.304
2008 Kim M, Schmidt P. Valid tests of whether technical inefficiency depends on firm characteristics Journal of Econometrics. 144: 409-427. DOI: 10.1016/J.Jeconom.2008.04.005  0.489
2008 Im KS, Schmidt P. More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares Journal of Econometrics. 144: 219-233. DOI: 10.1016/J.Jeconom.2008.01.003  0.351
2008 Satchachai P, Schmidt P. GMM with more moment conditions than observations Economics Letters. 99: 252-255. DOI: 10.1016/J.Econlet.2007.06.036  0.659
2007 Jong RMd, Amsler C, Schmidt P. A robust version of the KPSS test based on indicators Journal of Econometrics. 137: 311-333. DOI: 10.1016/J.Jeconom.2006.01.001  0.313
2007 Kim M, Kim Y, Schmidt P. On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data Journal of Productivity Analysis. 28: 165-181. DOI: 10.1007/S11123-007-0058-2  0.482
2007 Ahn S, Lee YH, Schmidt P. Stochastic frontier models with multiple time-varying individual effects Journal of Productivity Analysis. 27: 1-12. DOI: 10.1007/S11123-006-0020-8  0.322
2006 Doran HE, Schmidt P. GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model Journal of Econometrics. 133: 387-409. DOI: 10.1016/J.Jeconom.2004.11.004  0.353
2005 Han C, Orea L, Schmidt P. Estimation of a panel data model with parametric temporal variation in individual effects Journal of Econometrics. 126: 241-267. DOI: 10.1016/J.Jeconom.2004.05.002  0.639
2003 Blank T, Schmidt P. National Identity in a United Germany: Nationalism or Patriotism? An Empirical Test With Representative Data Political Psychology. 24: 289-312. DOI: 10.1111/0162-895X.00329  0.3
2003 Qian H, Schmidt P. Partial GLS regression Economics Letters. 79: 385-392. DOI: 10.1016/S0165-1765(03)00033-8  0.362
2002 Wang HJ, Schmidt P. One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels Journal of Productivity Analysis. 18: 129-144. DOI: 10.1023/A:1016565719882  0.375
2001 Ahn SC, Lee YH, Schmidt P. GMM estimation of linear panel data models with time-varying individual effects Journal of Econometrics. 101: 219-255. DOI: 10.1016/S0304-4076(00)00083-X  0.375
2001 Han C, Schmidt P. The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors Economics Letters. 74: 61-66. DOI: 10.1016/S0165-1765(01)00520-1  0.635
2000 Kim Y, Schmidt P. A Review and Empirical Comparison of Bayesian and Classical Approaches to Inference on Efficiency Levels in Stochastic Frontier Models with Panel Data Journal of Productivity Analysis. 14: 91-118. DOI: 10.1023/A:1007801006988  0.38
1999 Im KS, Ahn SC, Schmidt P, Wooldridge JM. Efficient estimation of panel data models with strictly exogenous explanatory variables Journal of Econometrics. 93: 177-201. DOI: 10.1016/S0304-4076(99)00008-1  0.361
1999 Qian H, Schmidt P. Improved instrumental variables and generalized method of moments estimators Journal of Econometrics. 91: 145-169. DOI: 10.1016/S0304-4076(98)00074-8  0.371
1999 Breusch T, Qian H, Schmidt P, Wyhowski D. Redundancy of moment conditions Journal of Econometrics. 91: 89-111. DOI: 10.1016/S0304-4076(98)00050-5  0.311
1999 Kim Y, Qian H, Schmidt P. Efficient GMM and MD estimation of autoregressive models Economics Letters. 62: 265-270. DOI: 10.1016/S0165-1765(99)00017-8  0.348
1997 Qian H, Schmidt P. The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator Econometric Reviews. 16: 441-457. DOI: 10.1080/07474939708800398  0.322
1997 Ahn SC, Schmidt P. Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation Journal of Econometrics. 76: 309-321. DOI: 10.1016/0304-4076(95)01793-3  0.362
1996 Tieslau MA, Schmidt P, Baillie RT. A minimum distance estimator for long-memory processes Journal of Econometrics. 71: 249-264. DOI: 10.1016/0304-4076(94)01703-4  0.346
1996 Horrace WC, Schmidt P. Confidence statements for efficiency estimates from stochastic frontier models Journal of Productivity Analysis. 7: 257-282. DOI: 10.1007/Bf00157044  0.374
1995 Horrace WC, Schmidt P, Witte AD. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act National Bureau of Economic Research. DOI: 10.3386/W5387  0.314
1995 Ahn SC, Schmidt P. A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests Econometric Reviews. 14: 19-34. DOI: 10.1080/07474939508800301  0.354
1995 Ahn SC, Schmidt P. Efficient estimation of models for dynamic panel data Journal of Econometrics. 68: 5-27. DOI: 10.1016/0304-4076(94)01641-C  0.326
1994 Lee J, Schmidt P. Unit Root Tests Based on Instrumental Variables Estimation International Economic Review. 35: 449-462. DOI: 10.2307/2527063  0.334
1993 Kim K, Schmidt P. Unit root tests with conditional heteroskedasticity Journal of Econometrics. 59: 287-300. DOI: 10.1016/0304-4076(93)90027-3  0.308
1992 Schmidt P, Ahn SC, Wyhowski D. On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment Journal of Business & Economic Statistics. 10: 10-14. DOI: 10.2307/1391796  0.348
1992 Cornwell C, Schmidt P, Wyhowski D. Simultaneous equations and panel data Journal of Econometrics. 51: 151-181. DOI: 10.1016/0304-4076(92)90033-N  0.723
1992 Cornwell C, Schmidt P. Models for Which the MLE and the Conditional MLE Coincide Empirical Economics. 17: 67-75. DOI: 10.1007/978-3-642-50127-2_6  0.756
1990 Kwiatkowski D, Schmidt P. Dickey-Fuller tests with trend Communications in Statistics-Theory and Methods. 19: 3645-3656. DOI: 10.1080/03610929008830402  0.309
1990 Schmidt P. Three-stage least squares with different instruments for different equations Journal of Econometrics. 43: 389-394. DOI: 10.1016/0304-4076(90)90127-F  0.366
1990 Cornwell C, Schmidt P, Sickles RC. Production frontiers with cross-sectional and time-series variation in efficiency levels Journal of Econometrics. 46: 185-200. DOI: 10.1016/0304-4076(90)90054-W  0.761
1990 Kim K, Schmidt P. Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters Economics Letters. 34: 345-350. DOI: 10.1016/0165-1765(90)90143-O  0.322
1990 Jagodzinski W, Kühnel SM, Schmidt P. Searching for parsimony: are true-score models or factor models more appropriate? Quality & Quantity. 24: 447-470. DOI: 10.1007/Bf00152015  0.324
1989 Breusch TS, Mizon GE, Schmidt P. Efficient Estimation Using Panel Data Econometrica. 57: 695-700. DOI: 10.2307/1911060  0.336
1988 Schmidt P. Estimation of a fixed-effect Cobb-Douglas system using panel data Journal of Econometrics. 37: 361-380. DOI: 10.1016/0304-4076(88)90011-5  0.369
1987 Jagodzinski W, Kühnel SM, Schmidt P. Is there a “Socratic Effect” in Nonexperimental Panel Studies? Consistency of an Attitude toward Guestworkers Sociological Methods & Research. 15: 259-302. DOI: 10.1177/0049124187015003004  0.308
1985 Kafaei MA, Schmidt P. On the adequacy of the "sargan distribution"as an approxihation to the normal Communications in Statistics-Theory and Methods. 14: 509-526. DOI: 10.1080/03610928508828930  0.318
1985 Amsler CE, Schmidt P. A Monte Carlo investigation of the accuracy of multivariate CAPM tests Journal of Financial Economics. 14: 359-375. DOI: 10.1016/0304-405X(85)90004-2  0.32
1984 Lin T, Schmidt P. A Test of the Tobit Specification against an Alternative Suggested by Cragg The Review of Economics and Statistics. 66: 174-177. DOI: 10.2307/1924712  0.316
1984 Schmidt P, Sickles RC. Production frontiers and panel data Journal of Business and Economic Statistics. 2: 367-374. DOI: 10.1080/07350015.1984.10509410  0.65
1984 Schmidt P, Lin TF. Simple tests of alternative specifications in stochastic frontier models Journal of Econometrics. 24: 349-361. DOI: 10.1016/0304-4076(84)90058-7  0.317
1983 Schmidt P. A note on a fixed effect model with arbitrary interpersonal covariance Journal of Econometrics. 22: 391-393. DOI: 10.1016/0304-4076(83)90111-2  0.304
1982 Thomson M, Schmidt P. A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators The Review of Economics and Statistics. 64: 174-176. DOI: 10.2307/1937963  0.356
1982 Arabmazar A, Schmidt P. An Investigation of the Robustness of the Tobit Estimator to Non-Normality Econometrica. 50: 1055-1063. DOI: 10.2307/1912776  0.322
1982 Schmidt P. An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions Econometrica. 50: 501-516. DOI: 10.2307/1912640  0.362
1982 Jondrow J, Lovell CAK, Materov IS, Schmidt P. On the estimation of technical inefficiency in the stochastic frontier production function model Journal of Econometrics. 19: 233-238. DOI: 10.1016/0304-4076(82)90004-5  0.309
1982 Schmidt P, Thomson M. A note on the computation of inequality constrained least squares estimates Economics Letters. 9: 355-358. DOI: 10.1016/0165-1765(82)90043-X  0.321
1981 Schmidt P. Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] Econometrica. 49: 1339-1343. DOI: 10.2307/1912758  0.324
1981 Hoffman DL, Schmidt P. Testing the restrictions implied by the rational expectations hypothesis Journal of Econometrics. 15: 265-287. DOI: 10.1016/0304-4076(81)90117-2  0.329
1981 Arabmazar A, Schmidt P. Further evidence on the robustness of the Tobit estimator to heteroskedasticity Journal of Econometrics. 17: 253-258. DOI: 10.1016/0304-4076(81)90029-4  0.337
1980 Olson JA, Schmidt P, Waldman DM. A Monte Carlo study of estimators of stochastic frontier production functions Journal of Econometrics. 13: 67-82. DOI: 10.1016/0304-4076(80)90043-3  0.323
1979 Guilkey DK, Schmidt P. Some small sample properties of estimators and test statistics in the multivariate logit model Journal of Econometrics. 10: 33-42. DOI: 10.1016/0304-4076(79)90062-9  0.361
1978 Schmidt P. Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited International Economic Review. 19: 453-465. DOI: 10.2307/2526312  0.344
1978 Schmidt P. On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder The Review of Economics and Statistics. 60: 481-482. DOI: 10.2307/1924177  0.32
1978 Schmidt P, Muller EN. The Problem of Multicollinearity in a Multistage Causal Alienation Model: A Comparison of Ordinary Least Squares, Maximum-Likelihood and Ridge Estimators Quality & Quantity. 12: 267-297. DOI: 10.1007/Bf00144234  0.346
1977 Schmidt P, Sickles R. Some Further Evidence on the Use of the Chow Test under Heteroskedasticity Econometrica. 45: 1293-1298. DOI: 10.2307/1914076  0.554
1977 Thursby JG, Schmidt P. Some properties of tests for specification error in a linear regression model Journal of the American Statistical Association. 72: 635-641. DOI: 10.1080/01621459.1977.10480627  0.304
1977 Aigner D, Lovell CAK, Schmidt P. Formulation and estimation of stochastic frontier production function models Journal of Econometrics. 6: 21-37. DOI: 10.1016/0304-4076(77)90052-5  0.339
1977 Schmidt P. Estimation of seemingly unrelated regressions with unequal numbers of observations Journal of Econometrics. 5: 365-377. DOI: 10.1016/0304-4076(77)90045-8  0.356
1976 Schmidt P, Strauss RP. The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach International Economic Review. 17: 204-212. DOI: 10.2307/2526075  0.311
1976 Schmidt P, Guilkey DK. The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models Journal of Econometrics. 4: 211-230. DOI: 10.1016/0304-4076(76)90033-6  0.363
1975 Schmidt P. A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag International Economic Review. 16: 800-801. DOI: 10.2307/2526013  0.358
1975 Schmidt P, Sickles R. On the Efficiency of the Almon Lag Technique International Economic Review. 16: 792-795. DOI: 10.2307/2526011  0.547
1975 Schmidt P, Strauss RP. The Prediction of Occupation Using Multiple Logit Models International Economic Review. 16: 471-486. DOI: 10.2307/2525826  0.318
1975 Schmidt P. The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models The Review of Economics and Statistics. 57: 387-389. DOI: 10.2307/1923934  0.366
1975 Schmidt P, Strauss RP. Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach Econometrica. 43: 745-755. DOI: 10.2307/1913083  0.341
1975 Schmidt P. Choosing among alternative linear regression models: A correction and some further results Atlantic Economic Journal. 3: 61-63. DOI: 10.1007/Bf02299967  0.3
1974 Schmidt P. The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model Econometrica. 42: 591-592. DOI: 10.2307/1911793  0.376
1973 Schmidt P. On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters Econometrica. 41: 165-169. DOI: 10.2307/1913892  0.336
1973 Guilkey DK, Schmidt P. Estimation of seemingly unrelated regressions with vector autoregressive errors Journal of the American Statistical Association. 68: 642-647. DOI: 10.1080/01621459.1973.10481399  0.341
1971 Schmidt P. Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment International Economic Review. 12: 372-380. DOI: 10.2307/2525352  0.327
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