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Empirical Economics
Published in: Empirical Economics 6/2023

16-06-2023

Introduction

Authors: Subal C. Kumbhakar, Robin Sickles, Hung-Jen Wang

Published in: Empirical Economics | Issue 6/2023

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Excerpt

This Special Issue in Honor of Peter Schmidt was put in motion by Subal Kumbhakar who as a co-editor of Empirical Economics enlisted Hung-Jen Wang and Robin Sickles to join him as co-editors of the Special Issue. When we sent requests for submissions, based in large part on Peter’s suggestions, the responses were quick and overwhelming. From the VERY best scholars in econometrics came comments that would soften the heart of the most cynical academics. These scholars grew their careers and accomplished such remarkable professional achievements while admiring and benefiting from Peter’s writings, insights, and friendships. We are so very lucky to have been able to put together this special of Empirical Economics in Honor of Peter Schmidt and we thank the editors and Springer Nature for making this possible. …
next article Robust dynamic space–time panel data models using -contamination: an application to crop yields and climate change

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Literature
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Ahn SC, Lee YH, Schmidt P (2013) Panel data models with multiple time-varying individual effects. J Econom 174(1):1–14CrossRef
Aigner D, Lovell CAK, Schmidt P (1977) Formulation and estimation of stochastic frontier production function models. J Econom 6(1):21–37CrossRef
Alvarez A, Amsler C, Orea L, Schmidt P (2006) Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics. J Prod Anal 25(3):201–212CrossRef
Baltagi BH, Bresson G, Chaturvedi A, Lacroix G (2018) Robust linear static panel data models using -contamination. J Econom 202:108–123CrossRef
Baltagi BH, Bresson G, Chaturvedi A, Lacroix G (2021) Robust dynamic panel data models using –contamination. In: Chudik A, Hsiao C, Timmermann A (eds) Advances in econometrics, essays in honor of M. Hashem Pesaran. Emerald Publishing (forthcoming)
Cornwell C, Schmidt P, Sickles RC (1990) Production frontiers with cross-sectional and time-series variation in efficiency levels. J Econom 46(1):185–200CrossRef
Drukker DM, Egger PH, Prucha IR (2022) Simultaneous equations models with higher-order spatial or social network interactions. Econom Theory (forthcoming)
Heckman JJ (1979) Sample selection bias as a specification error. Econometric 47:153–161
Hsiao C, Ching HS, Wan SK (2012) A panel data approach for program evaluation: measuring the benefits of political and economic integration of Hong Kong with mainland China. J Appl Econom 27(5):705–740CrossRef
Jondrow J, Lovell CAK, Materov IS, Schmidt P (1982) On the estimation of technical inefficiency in the stochastic frontier production function model. J Econom 19(2–3):233–238CrossRef
Journal of Econometrics (2023) Journal of econometrics jubilee issue—celebrating our fiftieth anniversary: 1973—2023. Ng S, Tamer E (Eds.) 234(Supplement):1–120
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Sagan JD (1983) Identification and lack of identification. Econometrica 51:1605–1634CrossRef
Schmidt P, Lovell CAK (1979) Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers. J Econom 9(3):343–366CrossRef
Schmidt P, Lovell CAK (1980) Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated. J Econom 3(1):83–100CrossRef
Schmidt P, Sickles RC (1984) Production frontiers and panel data. J Bus Economic Stat 2(4):367–374
Schmidt P, Strauss RP (1975) Estimation of models with jointly dependent qualitative variables: a simultaneous logit approach. Econometrica 43(4):745–755CrossRef
Wang H-J, Schmidt P (2002) One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels. J Prod Anal 18(2):129–144CrossRef
Metadata
Title
Introduction
Authors
Subal C. Kumbhakar
Robin Sickles
Hung-Jen Wang
Publication date
16-06-2023
Publisher
Springer Berlin Heidelberg
Published in
Empirical Economics / Issue 6/2023
Print ISSN: 0377-7332
Electronic ISSN: 1435-8921
DOI
https://doi.org/10.1007/s00181-023-02438-2

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