Peter Schmidt: Econometrician and consummate professional

References

• Ai, C., Zhang, Y. (2017). Estimation of partially specified spatial panel data models with fixed effects. Econometric Reviews 36:6–22. doi:10.1080/07474938.2015.1113641.
   Web of Science ®Google Scholar
• Andrews, M., Elamin, O., Hall, A. R., Kyriakoulis, K., Sutton, M. (2017). Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England. Econometric Reviews 36:23–41. doi:10.1080/07474938.2016.1114205.
   Web of Science ®Google Scholar
• Asai, M., McAleer, M. (2017). A fractionally integrated WISHART stochastic volatility model. Econometric Reviews 36:42–59. doi:10.1080/07474938.2015.1114235.
   Web of Science ®Google Scholar
• Bai, J. (2010). Common breaks in means and variances for panel data. Journal of Econometrics 157:78–92.
   Web of Science ®Google Scholar
• Baillie, R. T., Kapetanois, G., Papailias, F. (2017). Inference for impulse response coefficients from multivariate fractionally integrated processes. Econometric Reviews 36:60–84. doi:10.1080/07474938.2015.1114253.
   Web of Science ®Google Scholar
• Baillie, R. T., Kapetanios, G. (2013). Estimation and inference for impulse response functions from univariate strongly persistent processes. Econ. J. 16:373–399.
   Google Scholar
• Baltagi, B. H., Kao, C., Liu, L. (2017). Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term. Econometric Reviews 36:85–102. doi:10.1080/07474938.2015.1114262.
   Web of Science ®Google Scholar
• Bates, J., Granger, C. W. J. (1969). The combination of forecasts. Operations Research Quarterly 20:451–468.
   Google Scholar
• Bierens, H. J. (1984). Model specification testing of time series regressions. Journal of Econometrics 26:323–353.
   Web of Science ®Google Scholar
• Bierens, H. J., Wang, L. (2012). Integrated conditional moment tests for parametric conditional distributions. Econometric Theory 28:328–362.
   Web of Science ®Google Scholar
• Bierens, H. J., Wang, L. (2017). Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes. Econometric Reviews 36:103–135. doi:10.1080/07474938.2015.1114275.
   Web of Science ®Google Scholar
• Breusch, T., Qian, H., Schmidt, P., Wyhowski, D. (1999). Redundancy of moment conditions. Journal of Econometrics 91:89–111.
   Web of Science ®Google Scholar
• Chang, Y., Sickles, R. C., Song, W. (2017). Bootstrapping unit root tests with covariates. Econometric Reviews 36:136–155. doi:10.1080/07474938.2015.1114279.
   Web of Science ®Google Scholar
• Daouia, A., Simar, L., Wilson, P. W. (2017). Measuring firm performance using nonparametric quantile-type distances. Econometric Reviews 36:156–181. doi:10.1080/07474938.2015.1114289.
   Web of Science ®Google Scholar
• Dufour, J.-M., Trognon, A., Tuvaandorj, P. (2017). Invariant tests based on M-estimators, estimating functions, and the generalized method of moments. Econometric Reviews 36:182–204. doi:10.1080/07474938.2015.1114285.
   Web of Science ®Google Scholar
• Feng, Q., Kao, C., and Lazarová, S. (2009). Estimation and Identification of Change Points in Panel Models, Syracuse University Working Paper.
   Google Scholar
• Green, C., Li, Q., Zhang, Y. Y. (2017). Estimation of nonparametric regression model with mixed discrete and continuous covariates with K-nn. Econometric Reviews 36:205–224. doi:10.1080/07474938.2015.1114295.
   Web of Science ®Google Scholar
• Han, C., Phillips, P. C. B., Sul, D. (2017). Long length selection in panel autoregression. Econometric Reviews 36:225–240. doi:10.1080/07474938.2015.1114313.
   Web of Science ®Google Scholar
• Hansen, B. E. (1995). Rethinking the univariate approach to unit root testing: Using covariates to increase power. Econometric Theory 11:1148–1171.
   Web of Science ®Google Scholar
• Hoerl, A. E., Kennard, R. W. (1970). Ridge regression: Application to nonorthogonal problems. Technometrics 12(1):69–82.
   Web of Science ®Google Scholar
• Kiefer, N., Racine, J. (2017). The smooth colonel and the reverend find common ground. Econometric Reviews 36:241–256. doi:10.1080/07474938.2015.1114304.
   Web of Science ®Google Scholar
• Lahiri, K., Peng, P., Zhao, Y. (2017). Online learning and forecast combination in unbalanced panels. Econometric Reviews 36:257–288. doi:10.1080/07474938.2015.1114550.
   Web of Science ®Google Scholar
• Li, K., Li, D., Liang, Z., Hsiao, C. (2017). Estimation of semivarying coefficient models with nonstationary regressors. Econometric Reviews 36:354–369. doi:10.1080/07474938.2015.1114563.
   Web of Science ®Google Scholar
• Li, Y., Perron, P. (2017). Inference on locally ordered breaks in multiple regressions. Econometric Reviews 36:289–353. doi:10.1080/07474938.2015.1114552.
   Web of Science ®Google Scholar
• Lindley, D. V., Smith, A. F. M. (1972). Bayes estimates for the linear model. Journal of the Royal Statistical Society 34:1–41.
   Google Scholar
• Qu, Z., Perron, P. (2007). Estimating and testing structural changes in multivariate regressions. Econometrica 75:459–502.
   Web of Science ®Google Scholar
• Racine, J. S., Li, Q. (2004). Nonparametric estimation of regression functions with mixed discrete and continuous regressors. Journal of Econometrics 119:99–130.
   Web of Science ®Google Scholar
• Ullah, A., Wan, A. T. K., Wang, H., Zhang, X., Zou, G. (2017). A semiparametric generalized ridge estimator and link with model averaging. Econometric Reviews 36:370–384. doi:10.1080/07474938.2015.1114564.
   Web of Science ®Google Scholar
• Wansbeek, T., Prak, D. (2017). LIML in the linear panel data model. Econometric Reviews 36:385–395. doi:10.1080/07474938.2015.1114566.
   Web of Science ®Google Scholar
• Wansbeek, T. J., Meijer, E. (2000). Measurement Error and Latent Variables in Econometrics. North-Holland.
   Google Scholar