← All authors Peter Schmidt University Medical Center of the Johannes Gutenberg University Mainz (per OpenAlex) · ORCID · OpenAlex
34 papers in scope · 33 published · 1 on the econ.EM arXiv · 16,812 citations · h-index 22 (over the papers listed here)
Papers (1 of 34)
Different risk and protective factors predict change of planning ability in middle versus older age
published 2024 · Scientific Reports · 3 citations
with Josef M. Unterrainer, Julia Petersen, Mareike Ernst, Markus Wirtz, Anna Celine Reinwarth, Felix Wicke, Jasmin Ghaemi Kerahrodi, Matthias Michal, Thomas Münzel, J. König, Karl J. Lackner, Norbert Pfeiffer, …
Tackling nonlinear price impact with linear strategies
published 2024 · Mathematical Finance · 2 citations · first circulated 2023
with Xavier Brokmann, David Itkin, Johannes Muhle-Karbe
Pricing for the Stars: Dynamic Pricing in the Presence of Rating Systems
published 2023 · Management Science · 27 citations · first circulated 2020
with Christoph Carnehl, André Stenzel, Christoph Wolf
working paper 2021 · arXiv · 3 citations
ESG Rating Disagreement and Stock Returns
published 2021 · Financial Analysts Journal · 734 citations
with Rajna Gibson Brandon, Philipp Krueger
The effect of car sharing on car sales
published 2020 · 31 citations · first circulated 2018
Common risk factors in international stock markets
published 2019 · Financial markets and portfolio management · 64 citations
with Urs von Arx, Andreas Schrimpf, Alexander F. Wagner, Andreas Ziegler
Preaching water but drinking wine? Relative performance evaluation in international banking
published 2019 · Zeitschrift für schweizerische Statistik und Volkswirtschaft/Schweizerische Zeitschrift für Volkswirtschaft und Statistik/Swiss journal of economics and statistics · 13 citations · first circulated 2015
with Dragan Ilić, Sonja Pisarov
Distinct mental trainings differentially affect altruistically motivated, norm motivated, and self-reported prosocial behaviour
published 2018 · Scientific Reports · 106 citations
with Anne Böckler, Anita Tusche, Tania Singer
MGF Estimator
published 2014 · Wiley StatsRef: Statistics Reference Online
Identification Problems
published 2014 · Wiley StatsRef: Statistics Reference Online
Econometrics
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations
Using Copulas to Model Time Dependence in Stochastic Frontier Models
published 2013 · Econometric Reviews · 61 citations · first circulated 2011
Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms
published 2013 · Journal of Environmental Economics and Management · 189 citations
with Ulrich Oberndorfer, Marcus Wagner, Andreas Ziegler
A note on the size of the KPSS unit root test
published 2012 · Economics Letters · 6 citations
with Jen Je Su, Christine Amsler
Estimation of a panel data model with parametric temporal variation in individual effects
published 2004 · Journal of Econometrics · 46 citations
The Determinants of Econometric Society Fellows Elections
published 2003 · Econometrica · 79 citations
with Daniel S. Hamermesh
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
published 2000 · Statistical Inference for Stochastic Processes · 35 citations
Testing the null hypothesis of stationarity against the alternative of a unit root
published 1992 · Journal of Econometrics · 12609 citations · first circulated 1991
Extended tabulations for Dickey-Fuller tests
published 1989 · Economics Letters · 46 citations
with David K. Guilkey
On the Cost of Partial Observability in the Bivariate Probit Model
published 1985 · International Economic Review · 257 citations
with Chun-Lo Meng
Frontier production functions
published 1985 · Econometric Reviews · 534 citations
Production Frontiers and Panel Data
published 1984 · Journal of Business and Economic Statistics · 1043 citations
with Robin C. Sickles
A Test of the Tobit Specification Against an Alternative Suggested by Cragg
published 1984 · The Review of Economics and Statistics · 288 citations
with Tsai-Fen Lin
A note on a fixed effect model with arbitrary interpersonal covariance
published 1983 · Journal of Econometrics · 10 citations
Testing the restrictions implied by the rational expectations hypothesis
published 1981 · Journal of Econometrics · 72 citations
with Dennis L. Hoffman
U.S. INDUSTRIAL, EMPLOYMENT PATTERNS BY RACE AND SEX: 1960–1970(*)
published 1979 · Metroeconomica · 1 citations
with Robert P. Strauss
Some Properties of Tests for Specification Error in a Linear Regression Model
published 1977 · Journal of the American Statistical Association · 153 citations
with Jerry G. Thursby
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
published 1977 · Econometrica · 103 citations
with Robin C. Sickles
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach
published 1976 · International Economic Review · 99 citations
with Robert P. Strauss
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag
published 1975 · International Economic Review · 4 citations
A Modification of the Almon Distributed Lag
published 1974 · Journal of the American Statistical Association · 24 citations
The Almon Lag Technique and the Monetary versus Fiscal Policy Debate
published 1973 · Journal of the American Statistical Association · 165 citations
with Roger N. Waud
A GENERALIZATION OF THE DURBIN‐WATSON TEST*
published 1972 · Australian Economic Papers · 4 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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