Book 2014

Festschrift in Honor of Peter Schmidt

Econometric Methods and Applications

Editors:

ISBN: 978-1-4899-8007-6 (Print) 978-1-4899-8008-3 (Online)

Table of contents (13 chapters)

  1. Front Matter

    Pages i-xii

  2. No Access

    Chapter

    Pages 1-4

    Introduction

  3. No Access

    Chapter

    Pages 5-46

    Program Impact Estimation with Binary Outcome Variables: Monte Carlo Results for Alternative Estimators and Empirical Examples

  4. No Access

    Chapter

    Pages 47-81

    Stochastic Frontier Models with Bounded Inefficiency

  5. No Access

    Chapter

    Pages 83-102

    Estimating Consumer Surplus in eBay Computer Monitor Auctions

  6. No Access

    Chapter

    Pages 103-124

    Inference in Two-Step Panel Data Models with Time-Invariant Regressors: Bootstrap Versus Analytic Estimators

  7. No Access

    Chapter

    Pages 125-218

    International Evidence on Cross-Price Effects of Food and Other Goods

  8. No Access

    Chapter

    Pages 219-258

    Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test

  9. No Access

    Chapter

    Pages 259-279

    Comparison of Stochastic Frontier “Effect” Models Using Monte Carlo Simulation

  10. No Access

    Chapter

    Pages 281-314

    Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

  11. No Access

    Chapter

    Pages 315-342

    More Powerful Unit Root Tests with Non-normal Errors

  12. No Access

    Chapter

    Pages 343-357

    More Powerful LM Unit Root Tests with Non-normal Errors

  13. No Access

    Chapter

    Pages 359-369

    Efficiency Selection Procedures for Capacity Utilization Estimation

  14. No Access

    Chapter

    Pages 371-403

    Bartlett-Type Correction of Distance Metric Test

  15. Back Matter

    Pages 405-409