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Peter Schmidt

University Distinguished Professor
Ph.D., Michigan State University

Address: 18B Marshall-Adams Hall
Tel: 517.355.8381
Fax: 517.432.1068
E-mail: schmidtp@msu.edu

Curriculum Vitae

  • Econometrics
  • Panel Data
  • Measurement of the Efficiency of Production
  • Formulation and estimation of stochastic frontier production function models, with Dennis J. Aigner and C.A. Knox Lovell, Journal of Econometrics, 6, 1977.
  • 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?, with Denis Kwiatkowski, Peter C.B. Phillips and Yongcheol Shin, Journal of Econometrics, 54, 1992.
  • Efficient estimation of dynamic panel data models, with Seung C. Ahn, Journal of Econometrics, 76, 1997.
  • Panel data models with multiple time-varying individual effects, with Seung C. Ahn and Young Hoon Lee, Journal of Econometrics, 174, 2013.
  • Endogeneity in stochastic frontier models, with Christine Amsler and Artem B. Prokhorov, Journal of Econometrics, 190, 2016.
  • A new family of copulas, with application to the estimation of a production frontier system, with Christine Amsler and Artem B. Prokhorov.
  • An econometric approach to the estimation of multi-level models, with Yimin Yang.
  • Separating different individual effects in a panel data model, with Christine Amsler.
  • Evaluating the cdf of the distribution of the stochastic frontier composed error, with Christine Amsler and Wen-Jen Tsay.
  • A survey of the use of copulas in stochastic frontier mdoels, with Christine Amsler.

Please see the faculty member's web site for a copy of the paper in pdf format.

Michigan State University Department of Economics