Peter Schmidt

M 2:30 – 4:00p

• EC 820B-001 | MW 12:40-2:00p | 111 BH
• EC 950-003 | Th 3:00-5:00p | Koo

• Econometrics
• Measurement of efficiency of production
• Day care pricing

• Valid Tests of Whether Technical Inefficiency Depends on Firm Characteristics, with Myungsup Kim, Journal of Econometrics, 144 (June, 2008).

• On the Distribution of Estimated Technical Efficiency in Stochastic Frontier Models, with Wei-Siang Wang, Journal of Econometrics, 148 (January, 2009).

• GMM Redundancy Results for General Missing Data Problems, with Artem Prokhorov, Journal of Econometrics, 151 (July, 2009).

• Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas, with Artem Prokhorov, Journal of Econometrics, 153 (November, 2009).

• The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series, with Christine Amsler and Timothy Vogelsang, Journal of Time Series Econometrics, 1 (Issue 1, 2009).

• Panel Data Models with Multiple Time-Varying Individual Effects, with Seung C. Ahn and Young Hoon Lee

• Tests of Short Memory with Thick Tailed Errors, with Christine Amsler

• Estimation and Inference in Parametric Deterministic Frontier Models, with Christine Amsler and Michael Leonard

• Using Copulas to Model Time Dependence in Stochastic Frontier Models, with Christine Amsler and Artem Prokhorov

• Consistent Estimation of the Fixed Effects Stochastic Frontier Model, with Yi-Yi Chen and Hung-Jen Wang

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