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 0 1 1 22
A Note on the Consumption Function 0 0 0 8 0 1 1 33
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 0 0 2 39
Adaptive Testing in ARCH Models 0 0 0 173 0 1 3 887
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 1 1 2 28
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 0 1 12 0 1 2 110
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 1 1 2 258
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 0 1 1 58
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 0 0 1 73
Option Market Microstructure and Stochastic Volatility 0 0 0 19 0 1 1 120
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 0 0 0 58
Raiders, Junk Bonds, and Risk 0 0 0 6 0 2 4 50
Raiders, Junk Bonds, and Risk 0 0 0 1 0 0 0 155
Raiders, junk bonds, and risk 0 0 0 0 0 0 0 21
Testing for Regime Switching: A Comment 0 0 1 20 0 0 3 98
The Underground Economy of Fake Antivirus Software 0 0 0 21 1 1 2 146
Total Working Papers 0 0 2 482 3 11 29 2,959

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 0 1 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 0 3 3 122
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 0 0 0 73 0 0 7 224
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 0 2 4 424
Consumption Adjustment under Time-Varying Income Uncertainty 0 1 1 33 0 1 1 106
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 1 1 4 73
Inferring Information Frequency and Quality 0 0 0 23 0 2 3 125
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 0 0 0 78
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 1 6 19 0 5 13 37
Obtaining critical values for test of Markov regime switching 0 0 0 21 0 1 4 75
On the finite sample behavior of adaptive estimators 0 0 0 8 0 1 2 53
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 1 1 0 1 2 4
Private Information and High-Frequency Stochastic Volatility 0 0 0 60 0 0 0 194
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 0 2 255
Testing for absolute purchasing power parity 0 0 0 148 0 1 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 0 1 35
Total Journal Articles 0 2 14 774 1 19 71 3,359

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 0 1 2 3
Total Chapters 0 0 0 0 0 1 2 3

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Statistics updated 2025-05-12