Access Statistics for Richard Startz

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market 0 0 0 385 2 5 16 1,094
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 1 2 6 91
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 1 1 2 26
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 0 1 197
Are Consumers Forward-Looking? 0 0 0 30 0 2 5 83
Bayesian Heteroskedasticity-Robust Standard Errors 0 0 0 46 3 5 12 146
Bayesian IV: the normal case with multiple endogenous variables 0 0 0 54 1 4 8 146
Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions 0 0 0 0 0 1 6 169
CONSUMPTION WITH A POSSIBLY FINIT HORIZON 0 0 0 0 0 0 1 32
CONSUMPTION WITH A POSSIBLY FINIT HORIZON 0 0 0 0 0 0 3 196
Can Money Matter ? 0 0 0 0 1 2 5 46
Can Money Matter ? 0 0 0 0 1 1 8 131
Competition and Interest Rate Ceilings in Commerical Banking 0 0 0 0 3 5 15 233
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 2 4 10 87
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 2 6 10 113
Estimation of Markov regime-switching regression models with endogenous switching 0 0 2 1,076 9 26 46 2,598
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Fractional Integration and Cointegration 0 0 0 0 0 0 2 239
Growth States and Shocks 0 0 0 8 0 0 3 76
Growth States and Shocks 0 0 0 49 0 0 4 225
Implicit Interest on Demand Deposits 0 0 0 0 0 1 4 244
Implicit Interest on Demand Deposits 0 0 0 1 0 0 3 293
Improved Inference for the Instrumental Variable Estimator 0 0 0 19 1 1 7 122
Improved Inference for the Instrumental Variable Estimator 0 0 0 40 4 6 16 205
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 1 1 11 747
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 2 2 9 402
Inequality and Race: Models and Policy 0 0 0 0 1 1 6 210
Inequality and Race: Models and Policy 0 0 0 2 1 2 11 1,995
Inequality and Race: Models and Policy 0 0 0 194 3 5 10 814
Inequality and Race: Models and Policy 0 0 0 67 2 2 9 239
Information and Racial Exclusion 0 0 0 62 2 3 12 383
Litigant Resources and the Evolution of Legal Precedent 0 0 0 19 3 3 7 84
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 4 7 13 867
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 2 6 16 123
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 1 13 490
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 1 405 2 10 41 1,125
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 1 1 87 0 5 13 292
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 34 2 2 11 131
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 1 2 6 302
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 0 0 3 93
Non-Exponential Discounting: A Direct Test 0 0 0 13 1 1 7 95
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 15 3 4 10 79
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 0 0 7 1,006
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 1 3 9 185
On the Persistence of Racial Inequality 0 0 0 0 0 0 8 117
On the Persistence of Racial Inequality 0 0 0 0 0 1 11 171
On the Persistence of Racial Inequality 0 0 0 0 1 1 10 529
On the Persistence of Racial Inequality 0 0 0 0 3 4 12 1,458
Partial Adjustment As Optimal Response in a Dynamic Brainard Model 0 0 0 17 0 1 4 89
Permanent and transitory components of business cycles: their relative importance and dynamic relationship 0 0 0 196 2 5 10 1,027
Private Discrimination and Social Intervention in Competitive Labor Markets 0 0 0 0 0 1 10 568
Race, Information, and Segregation 0 0 0 41 2 3 8 379
Race, Information, and Segregation 0 0 0 173 1 1 7 3,061
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 1 1 4 97
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 1 1 4 360
Robust Estimation of ARMA Models with Near Root Cancellation 0 0 0 20 2 3 13 77
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 6 7 17 258
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 2 4 21 207
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 0 94 9 13 24 470
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified 0 0 0 121 1 2 12 182
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 8 8 17 490
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 9 10 26 267
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 1 4 20 178
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 4 4 12 1,066
Testing Rational Expectations by the Use of Overidentifying Restrictions 0 0 0 0 0 0 2 48
Testing Rational Expectations by the Use of Overidentifying Restrictions 0 0 0 0 1 1 9 64
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 1 2 7 369
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 1 2 6 113
The Changing Relation Between the Canadian and U.S. Yield Curves 0 0 0 22 4 5 9 109
The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One 0 0 1 103 5 7 20 509
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 3 10 212
The NOW Account Experiment and the Demand for Money 0 0 0 0 1 1 7 74
The Retirement-Consumption Puzzle A Marital Bargaining Approach 0 0 0 9 2 2 11 69
The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium 0 0 0 36 1 2 13 158
The Yield Curve through Time and Across Maturities 0 0 0 93 2 3 7 201
The Zero-Information-Limit Condition and Spurious Inference 0 0 0 0 2 3 5 132
The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models 0 0 0 16 2 2 4 83
The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models 0 0 0 15 0 1 4 56
The dynamic relationship between permanent and transitory components of U.S. business cycles 0 0 0 197 3 4 19 709
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 0 1 2 8 98
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 5 6 13 509
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 3 6 14 146
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 4 6 12 351
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 4 4 10 121
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 1 1 171 5 10 21 1,117
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 0 2 2 11 98
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 3 4 7 448
Why Were Changes in the Federal Funds Rate Smaller in the 1990s? 0 0 0 26 1 2 7 133
Total Working Papers 0 2 6 4,506 168 286 903 33,498

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Market-Based Framework for Quantifying Displaced Production from Recycling or Reuse 0 0 0 8 1 2 9 45
A Markov model of heteroskedasticity, risk, and learning in the stock market 0 1 1 114 5 11 24 383
An Unobserved Components Model of the Yield Curve 0 0 0 0 0 2 6 81
An Unobserved Components Model of the Yield Curve 0 0 2 5 1 3 12 26
Are Recoveries all the Same: GDP and TFP? 0 0 0 8 1 2 8 28
Are nominal wage changes skewed away from wage cuts? commentary 0 0 0 2 1 1 5 28
Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions 0 0 0 100 1 2 14 314
Can money matter? 0 0 0 12 3 3 5 50
Choosing the More Likely Hypothesis 0 0 0 15 1 2 8 98
Competition and Interest Rate Ceilings in Commercial Banking 0 0 0 70 3 4 11 219
Computation of linear hypothesis tests for two-stage least squares 0 0 0 24 1 2 2 87
Covid, colleges, and classes 0 0 0 6 2 2 5 21
Do forecast errors or term premia really make the difference between long and short rates? 0 0 0 20 1 3 6 102
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 0 0 4 567 3 5 17 1,535
Estimation of Markov regime-switching regression models with endogenous switching 0 3 9 674 3 15 46 2,069
Feasible generalized least squares using support vector regression 0 0 1 12 0 1 10 73
Growth States and Shocks 0 0 1 19 0 0 7 154
HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA 0 0 0 3 0 3 10 25
Implicit interest on demand deposits 0 0 0 32 0 2 4 198
Implicit interest on demand deposits: Reply 0 0 0 4 3 3 7 38
Improved recession dating using stock market volatility 0 1 1 8 1 3 8 34
Inference and extrapolation in finite populations with special attention to clustering 0 1 2 5 1 3 8 14
Information and racial exclusion 0 0 0 69 1 3 7 263
Is it one break or ongoing permanent shocks that explains U.S. real GDP? 0 0 1 43 3 5 10 168
Less than 2 °C warming by 2100 unlikely 0 0 1 9 0 1 10 42
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 1 4 10 236
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 0 216 4 8 22 808
Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach 0 0 1 102 3 9 32 266
Monetary shock measurement and stock markets 0 1 2 18 1 5 14 51
Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models 0 0 0 218 2 4 12 907
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 7 1 3 9 95
Not p -Values, Said a Little Bit Differently 0 0 0 8 1 2 8 36
On the Persistence of Racial Inequality 0 0 0 233 0 0 4 1,418
On the implicit uniform BIC prior 0 0 0 25 0 1 8 106
Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? 0 0 0 17 1 1 2 70
Prelude to Macroeconomics 0 0 0 19 2 2 3 110
Private Discrimination and Social Intervention in Competitive Labor Markets 2 2 4 601 9 11 32 1,742
Real versus nominal forecast errors in the prediction of foreign exchange rates 0 0 0 21 2 3 7 106
Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’†0 0 0 10 0 0 4 29
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 0 127 7 9 17 556
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified 0 0 0 58 3 3 5 234
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 0 0 7 158 1 10 45 426
Testing rational expectations by the use of overidentifying restrictions 0 0 0 12 1 2 5 52
The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One 0 1 10 443 7 12 41 1,225
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 3 5 13 425
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 2 1 4 13 25
The NOW account experiment and the demand for money 0 0 0 7 0 0 3 63
The Stochastic Behavior of Durable and Nondurable Consumption 0 0 0 109 8 12 16 327
The changing relation between the Canadian and U.S. yield curves 0 1 2 32 4 8 15 187
The next hundred years of growth and convergence 0 1 1 14 6 8 12 57
The path to an economics PhD 0 1 2 112 3 8 18 346
The zero-information-limit condition and spurious inference in weakly identified models 0 0 0 60 4 5 8 165
Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum 0 0 1 6 0 2 12 39
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 2 58 1 1 11 177
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 3 6 15 381
Why were changes in the federal funds rate smaller in the 1990s? 0 0 0 68 1 2 7 368
Total Journal Articles 2 13 56 4,721 116 233 682 17,128

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Robust Estimation of ARMA Models with Near Root Cancellation 0 0 0 6 4 5 15 42
Total Chapters 0 0 0 6 4 5 15 42

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Statistics updated 2026-05-06