Access Statistics for Douglas Gardiner Steigerwald

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Adaptive Estimation 0 0 0 2 1 1 1 22
A Note on the Consumption Function 0 0 0 8 0 0 0 32
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 0 1 2 39
Adaptive Testing in ARCH Models 0 0 1 173 1 2 4 887
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 0 0 1 27
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 0 0 3 702
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 0 0 1 34
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 1 1 12 1 2 2 110
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 0 0 1 257
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 30 0 0 0 67
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 1 1 1 58
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 0 0 2 73
Option Market Microstructure and Stochastic Volatility 0 0 0 19 1 1 3 120
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 0 0 0 58
Raiders, Junk Bonds, and Risk 0 0 0 1 0 0 0 155
Raiders, Junk Bonds, and Risk 0 0 0 6 1 3 3 49
Raiders, junk bonds, and risk 0 0 0 0 0 0 0 21
Testing for Regime Switching: A Comment 0 0 1 20 0 1 3 98
The Underground Economy of Fake Antivirus Software 0 0 0 21 0 0 1 145
Total Working Papers 0 1 3 482 6 12 28 2,954

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Course in EconometricsArthur Goldberger Harvard University Press, 1991 0 0 1 143 1 2 3 361
Adaptive estimation in time series regression models 0 0 0 46 0 0 0 112
Adaptive testing in arch models 0 0 0 17 3 3 3 122
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 0 0 0 73 0 2 7 224
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 2 2 4 424
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 0 32 0 0 0 105
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 0 0 3 139
Inference and extrapolation in finite populations with special attention to clustering 0 0 0 3 0 0 2 6
Inference for clustered data 0 0 2 16 0 0 3 72
Inferring Information Frequency and Quality 0 0 0 23 1 1 2 124
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 0 0 0 78
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 1 2 6 19 2 4 12 34
Obtaining critical values for test of Markov regime switching 0 0 0 21 0 2 3 74
On the finite sample behavior of adaptive estimators 0 0 0 8 0 0 1 52
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 1 1 1 1 2 4
Private Information and High-Frequency Stochastic Volatility 0 0 0 60 0 0 1 194
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 0 1 171
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 0 31 0 0 2 150
Testing for Regime Switching: A Comment 0 0 0 36 0 1 2 255
Testing for absolute purchasing power parity 0 0 0 148 1 2 4 605
The variance of regression coefficients when the population is finite 0 0 3 3 0 0 10 10
Uniformly adaptive estimation for models with arma errors 0 0 0 5 0 1 1 35
Total Journal Articles 1 2 13 773 11 21 66 3,351

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Noise reduced realized volatility: a kalman filter approach 0 0 0 0 1 2 2 3
Total Chapters 0 0 0 0 1 2 2 3

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Statistics updated 2025-03-03