P. Schmidt

Economics and Econometrics · with Amsler · 1992–2017

A researcher in the Science corpus: 17 papers; trusts 26 researchers and is trusted by 52 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 50 citations into it; #1,375 of 23,481 by trust here, #1,553 by citations
• Management Science and Operations Research — 30 citations into it; #1,014 of 11,946 by trust here, #760 by citations
• Statistics and Probability — 28 citations into it
• Finance — 17 citations into it; #9,782 of 10,518 by trust here, #8,598 by citations
• Artificial Intelligence — 6 citations into it
• General Agricultural and Biological Sciences — 5 citations into it

Whom P. Schmidt trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. William H. Greene
2. Lars Peter Hansen
3. Jushan Bai
4. Levent Kutlu
5. Bradley Efron
6. Hung-Jen Wang
7. Paul Embrechts
8. R. Jong
9. Mustafa Karakaplan
10. In Choi

Who trusts P. Schmidt overall

1. William H. Greene
2. W. Horrace
3. Christopher F. Parmeter
4. Federico Belotti
5. Luis R. Murillo-Zamorano
6. Zhijie Xiao
7. F. Busetti
8. Jushan Bai
9. T. Awokuse
10. Subal C. Kumbhakar

Papers from P. Schmidt's perspective

Ordered by how strongly the researchers P. Schmidt trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. Inferential Theory for Factor Models of Large Dimensions
3. 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?
4. One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels
5. Determining the Number of Factors in Approximate Factor Models
6. Mergers and technical efficiency in Spanish savings banks: A stochastic distance function approach
7. Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects
8. Asymptotic efficiency in estimation with conditional moment restrictions
9. Multiple comparisons with the best, with economic applications
10. Determining the number of factors in approximate factor models with global and group-specific factors

Their papers

• GMM estimation of linear panel data models with time-varying individual effects (2001) — 267 citations
• Multiple comparisons with the best, with economic applications (2000) — 134 citations
• One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels (2002) — 1,069 citations
• Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects (2004) — 52 citations
• Panel Data Models with Multiple Time-Varying Individual Effects (2013) — 223 citations
• A Review and Empirical Comparison of Bayesian and Classical Approaches to Inference on Efficiency Levels in Stochastic Frontier Models with Panel Data (2000) — 117 citations
• Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics (2006) — 230 citations
• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (2006) — 64 citations
• Consistent estimation of the fixed effects stochastic frontier model (2014) — 185 citations
• A robust version of the KPSS test based on indicators (2007) — 54 citations
• Endogeneity in Stochastic Frontier Models (2016) — 233 citations
• Endogenous Environmental Variables In Stochastic Frontier Models (2017) — 86 citations
• Using Copulas to Model Time Dependence in Stochastic Frontier Models (2014) — 61 citations
• On the distribution of estimated technical efficiency in stochastic frontier models (2009) — 70 citations
• Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas (2009) — 55 citations
• More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (2008) — 116 citations
• 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)