Peter Schmidt

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• 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.