Peter Schmidt
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Economist
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Economics
Peter Schmidt 's Degrees
- PhD Economics University of Chicago
- Masters Economics University of Chicago
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Why Is Peter Schmidt Influential?
(Suggest an Edit or Addition)According to Wikipedia, Peter Schmidt is an American economist and econometrician. He holds a University Distinguished Professor position at Michigan State University in East Lansing, Michigan. Schmidt is considered a foundational scholar in econometrics, having authored an early textbook in the field as well as over 150 peer-reviewed articles. In addition, Schmidt has been recognized for his excellence in teaching, with one economist stating that "a top twenty economics department could be started up from" the students he has mentored.
Peter Schmidt 's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Limited-Dependent and Qualitative Variables in Econometrics. (1984) (14203)
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? (1992) (10950)
- On the estimation of technical inefficiency in the stochastic frontier production function model (1982) (3459)
- The Theory and Practice of Econometrics (1985) (1849)
- Production Frontiers and Panel Data (1984) (1616)
- Production frontiers with cross-sectional and time-series variation in efficiency levels (1990) (1229)
- A survey of frontier production functions and of their relationship to efficiency measurement (1980) (1024)
- Efficient estimation of models for dynamic panel data (1995) (972)
- One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels (2002) (957)
- LM Tests for a Unit Root in the Presence of Deterministic Trends (1992) (829)
- Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers (1979) (565)
- Frontier production functions (1985) (511)
- On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives (1996) (409)
- The Prediction of Occupation Using Multiple Logit Models (1975) (367)
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality (1982) (322)
- A Test of the Tobit Specification against an Alternative Suggested by Cragg (1984) (318)
- FORMULATION AND ESTIMATION OF STOCHASTIC PRODUCTION FUNCTION MODELS (1977) (309)
- A Monte Carlo study of estimators of stochastic frontier production functions (1980) (284)
- On the Cost of Partial Observability in the Bivariate Probit Model (1985) (281)
- EFFICIENT ESTIMATION USING PANEL DATA (1989) (264)
- On the Statistical Estimation of Parametric Frontier Production Functions (1976) (257)
- GMM estimation of linear panel data models with time-varying individual effects (2001) (256)
- Confidence statements for efficiency estimates from stochastic frontier models (1996) (245)
- Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics (2006) (216)
- Simple tests of alternative specifications in stochastic frontier models (1984) (201)
- Further evidence on the robustness of the Tobit estimator to heteroskedasticity (1981) (200)
- Some Properties of Tests for Specification Error in a Linear Regression Model (1977) (197)
- Panel Data Models with Multiple Time-Varying Individual Effects (2013) (191)
- Unit root tests with conditional heteroskedasticity (1993) (182)
- Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests (1976) (181)
- Endogeneity in Stochastic Frontier Models (2016) (170)
- Simultaneous equations and panel data (1992) (169)
- ON THE ESTIMATION OF TECHNICAL INEFFICIENCY IN (1981) (163)
- The Almon Lag Technique and the Monetary Versus Fiscal Policy Debate (1973) (154)
- Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated (1980) (146)
- Consistent estimation of the fixed effects stochastic frontier model (2014) (139)
- ON THE ESTIMATION OF TRIANGULAR STRUCTURAL SYSTEMS (1978) (137)
- Redundancy of moment conditions (1999) (135)
- Multiple comparisons with the best, with economic applications (2000) (123)
- Survival analysis: A survey (1991) (113)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (1997) (111)
- A Review and Empirical Comparison of Bayesian and Classical Approaches to Inference on Efficiency Levels in Stochastic Frontier Models with Panel Data (2000) (111)
- Some Further Evidence on the Use of the Chow Test under Heteroskedasticity (1977) (107)
- Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach (1975) (105)
- The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach (1976) (101)
- Estimation of seemingly unrelated regressions with unequal numbers of observations (1977) (100)
- THE ASYMPTOTIC DISTRIBUTION OF FORECASTS IN THE DYNAMIC SIMULATION OF AN ECONOMETRIC MODEL (1974) (93)
- The KPSS stationarity test as a unit root test (1992) (88)
- One-step and two-step estimation in SFA models (2011) (73)
- The determinants of econometric society fellows elections (2003) (69)
- Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors (1973) (67)
- On the distribution of estimated technical efficiency in stochastic frontier models (2009) (66)
- Testing the restrictions implied by the rational expectations hypothesis (1981) (66)
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (2008) (65)
- A Monte Carlo investigation of the accuracy of multivariate CAPM tests (1985) (64)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (2006) (62)
- Endogenous Environmental Variables In Stochastic Frontier Models (2017) (59)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (1999) (58)
- Extended tabulations for Dickey-Fuller tests (1989) (58)
- An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions (1982) (57)
- Estimation of a fixed-effect Cobb-Douglas system using panel data (1988) (54)
- Using Copulas to Model Time Dependence in Stochastic Frontier Models (2014) (54)
- Stochastic frontier models with multiple time-varying individual effects (2007) (53)
- Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas (2009) (53)
- Predicting Criminal Recidivism Using (1987) (51)
- Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited (1978) (50)
- A robust version of the KPSS test based on indicators (2007) (47)
- Three-stage least squares with different instruments for different equations☆ (1990) (46)
- A minimum distance estimator for long-memory processes (1996) (45)
- THE ASYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERS (1973) (44)
- Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects (2004) (43)
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters (1990) (42)
- A modification of the Schmidt-Phillips unit root test (1991) (40)
- DICKEY-FULLER TESTS WITH DRIFT (1988) (36)
- On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data (2007) (36)
- Goodness of fit tests in stochastic frontier models (2011) (36)
- Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient (1999) (36)
- Alternative forms of the wald test: how long is a piece of string? (1988) (35)
- GMM redundancy results for general missing data problems (2009) (33)
- Is skill more important than luck in explaining fish catches? (2006) (32)
- A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators (1982) (32)
- Are all firms inefficient? (2015) (31)
- A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests (1995) (31)
- An Analysis of Recidivism, Using the Truncated Lognormal Distribution (1977) (31)
- Alternative methods of detrending and the power of unit root tests (1996) (30)
- Stochastic Frontier Analysis and Efficiency Estimation (2008) (29)
- Some Small Evidence on the Distribution of Dynamic Simulation Forecasts (1977) (26)
- A Modification of the Almon Distributed Lag (1974) (26)
- Improved instrumental variables and generalized method of moments estimators (1999) (25)
- An Argument for the Usefulness of the Gamma Distributed Lag Model (1974) (25)
- Stochastic metafrontiers (2017) (23)
- The Proportional Hazards Model (1988) (20)
- Evaluating Correctional Programs (1980) (20)
- A note on the estimation of seemingly unrelated regression systems (1978) (19)
- On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder (1978) (19)
- Some Further Evidence on the Power of the Durbin-Watson and Geary Tests (1975) (19)
- A Survey of Stochastic Frontier Models and Likely Future Developments (2009) (16)
- Testing for Stationarity in the Components Representation of a Time Series (1991) (15)
- The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models (1975) (15)
- On the Efficiency of the Almon Lag Technique (1975) (15)
- Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation (2010) (15)
- Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment (1971) (14)
- Unit Root Tests Based on Instrumental Variables Estimation (1994) (14)
- The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors (2001) (12)
- A post-truncation parameterization of truncated normal technical inefficiency (2015) (12)
- Valid tests of whether technical inefficiency depends on firm characteristics (2008) (12)
- Calculating the Power of the Minimum Standard Error Choice Criterion (1973) (12)
- A note on the approximation of arbitrary distributed lag structures by a modified almon lag (1977) (12)
- Partial GLS regression (2003) (12)
- Models for which the MLE and the conditional MLE coincide (1992) (11)
- A note on a fixed effect model with arbitrary interpersonal covariance (1983) (10)
- An Analysis of the Type of Criminal Activity Using the Logit Model (1979) (10)
- The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series (2009) (10)
- Efficient GMM and MD estimation of autoregressive models (1999) (9)
- An econometric approach to the estimation of multi-level models (2020) (9)
- Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] (1981) (9)
- An interpolation test for a unit root in the presence of drift (1991) (8)
- Some small sample properties of estimators and test statistics in the multivariate logit model (1979) (8)
- Robustness, Redundancy, and Validity of Copulas in Likelihood Models (2005) (8)
- On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters (1973) (8)
- A GENERALIZATION OF THE DURBIN-WATSON TEST* (1972) (8)
- GMM with more moment conditions than observations (2008) (8)
- Evaluating the CDF of the distribution of the stochastic frontier composed error (2019) (7)
- Marginal Comparisons With the Best and the Efficiency Measurement Problem (2008) (7)
- A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables (1978) (7)
- Choosing among alternative linear regression models (1974) (7)
- On the power of point optimal tests of the trend stationarity hypothesis (1993) (6)
- Estimation and inference in parametric deterministic frontier models (2013) (6)
- Likelihood Based Estimation in a Panel Setting (2004) (6)
- Modified Generalized Instrumental Variables Estimation of Panel Data Models with Strictly Exogenous Instrumental Variables (1999) (6)
- A new family of copulas, with application to estimation of a production frontier system (2020) (6)
- Evaluating the cdf of the Skew Normal distribution (2020) (6)
- The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model (1974) (6)
- The Relative Importance of Luck and Technical Efficiency in a Fishery (2003) (5)
- The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables (2018) (5)
- Tests of Short Memory With Thick-Tailed Errors (2012) (5)
- The Minimum Distance Estimator for Fractionally Integrated ARMA Models (1994) (4)
- A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag (1975) (4)
- Some Thoughts on How and When to Predict in Criminal Justice Settings (1990) (4)
- A Survey of the Use of Copulas in Stochastic Frontier Models (2020) (4)
- Cognitive Range in the Theory of Revealed Preference (1974) (4)
- The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator (1997) (4)
- The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models (1976) (3)
- On the adequacy of the "sargan distribution"as an approxihation to the normal (1985) (3)
- Distributed Lags: Problems of Estimation and Formulation (2nd Revised ed.). (1982) (3)
- A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated (1974) (3)
- Some results on testing for stationarity using data detrended in differences (1993) (3)
- A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers (2020) (2)
- Spurious logarithms and the KPSS statistic (2002) (2)
- Sampling errors and confidence intervals for order statistics: Implementing the family support act and welfare reform (1998) (2)
- Dickey-Fuller tests with trend (1990) (2)
- A test of the null of integer integration against the alternative of fractional integration (2015) (2)
- Choosing among alternative linear regression models: A correction and some further results (1975) (2)
- A note on the size of the KPSS unit root test (2012) (2)
- Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators (2012) (1)
- Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act (1995) (1)
- Chapter 10 – Estimating a Simple Economic Model of Criminal Behavior (1984) (1)
- Graphical Methods of Statistical Analysis and Tests for Significance (1953) (1)
- An improved version of the geary test (1982) (1)
- On the limitations of comparing mean square forecast errors: Comment (1993) (1)
- Separating different individual effects in a panel data model (2019) (1)
- Chapter 6 – Statistical Analysis of Survival Times (1984) (1)
- Chapter 5 – Tobit Analysis of the Total Length of Time Sentenced for Recidivist Offenses (1984) (1)
- A Generalized Method of Moments Estimator for Long-Memory Processes (1992) (1)
- QUALITATIVE VARIABLES: A SIMULTANEOUS LOGIT APPROACH (1975) (1)
- SEMIPARAMETRIC EFFICIENT ESTIMATION IN STRUCTURAL TIME SERIES CROSS (2007) (0)
- A post-truncation parameterization of truncated normal technical inefficiency (2014) (0)
- Chapter 8 – Use of Models of Recidivism for Program Evaluation (1984) (0)
- A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers (2020) (0)
- Parametric Models With Explanatory Variables (1988) (0)
- Chapter 15 – Short-Run Cost Functions for Large-Scale Prisons* (1984) (0)
- Testing for Stationarity in the Components Representation of a Time Series (1991) (0)
- Predictions for Nonrandom Samples and for Individuals (1988) (0)
- Meritocracy Voting: Measuring the Unmeasurable (2016) (0)
- Judge, George G., W. E. Griffiths, R. Carter Hill, Helmut Lütkepohl, and Tsoung-Chao Lee. The Theory and Practice of Econometrics, 2nd ed. New York: John Wiley & Sons, 1985, xxix + 1,019 pp., $46.95 (1985) (0)
- Control Function Estimation of Spatial Error Models with Endogeneity∗ (2017) (0)
- Chapter 13 – Modern Production and Cost Theory and Its Use in the Study of Production in Public Organizations (1984) (0)
- Estimation and inference in parametric deterministic frontier models (2012) (0)
- SEVERAL DISTRIBUTED LAG specifications contain parameters which take on only integral (1973) (0)
- Quandt‐Ramsey (MGF) Estimator (2004) (0)
- Estimating market Prices for Child Care: Sample Design Estimation and Accuracy (1996) (0)
- ESTIMATION OF DISTRIBUTED LAGS IN SIMULTANEOUS EQUATION MODELS: AN EXPOSITORY TREATMENT* (1974) (0)
- The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables (2018) (0)
- Evaluating the cdf of the Skew Normal distribution (2020) (0)
- Chapter 1 – Overview (1984) (0)
- Chapter 2 – Statistical Analysis of Qualitative Outcomes (1984) (0)
- Split Population Models (1988) (0)
- Introduction to Statistical Analyses of Recidivism (1984) (0)
- Chapter 12 – An Estimate of a Simultaneous Model of Criminal Behavior and Labor Market Success (1984) (0)
- Regression analysis with second-order autoregressive disturbances (1981) (0)
- Peter Schmidt: Econometrician, the Consumate Professional (2015) (0)
- A note on the computation of inequality constrained least squares estimates (1982) (0)
- Chapter 7 – Analysis of the Length of Time until Recidivism (1984) (0)
- Chapter 14 – A Model of Costs for Large-Scale Prisons (1984) (0)
- Introduction to The Use of Production and Cost Theory In Criminal Justice Research (1984) (0)
- On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis (2023) (0)
- U.S. INDUSTRIAL, EMPLOYMENT PATTERNS BY RACE AND SEX: 1960–1970(*) (1979) (0)
- Chapter 17 – Summary and Conclusions (1984) (0)
- Chapter 16 – Long-Run Cost Functions for Federal Correctional Institutions* (1984) (0)
- Survey of Statistical Methodology (1988) (0)
- Chapter 3 – Logit Analysis of the Nature of Criminal Activity (1984) (0)
- 2 THE MODEL AND BASIC RESULTS (2012) (0)
- Chapter 4 – Statistical Analysis of Censored or Truncated Outcomes (1984) (0)
- Introduction to Testing the Economic Model of Crime (1984) (0)
- Chapter 11 – Labor Markets for Prison Releasees (1984) (0)
- ON LEV ONTHE ESTIMATION OF TECHNICAL INEFFICIENCY IN THE STOCHASTIC FRONTIER PRODUCTION FUNCTION = 3 MODEL (0)
- Reprint of: Formulation and estimation of stochastic frontier production function models (2023) (0)
- A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors (2012) (0)
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