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 1 1 4 383 3 4 12 1,070
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 0 1 3 84
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 1 9 189
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 0 0 22
Are Consumers Forward-Looking? 0 0 0 30 0 0 0 70
Bayesian Heteroskedasticity-Robust Standard Errors 0 0 2 35 0 3 14 100
Bayesian IV: the normal case with multiple endogenous variables 0 0 2 50 0 0 5 131
Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions 0 0 0 0 0 1 2 160
CONSUMPTION WITH A POSSIBLY FINIT HORIZON 0 0 0 0 0 0 0 192
CONSUMPTION WITH A POSSIBLY FINIT HORIZON 0 0 0 0 0 0 0 30
Can Money Matter ? 0 0 0 0 0 0 2 123
Can Money Matter ? 0 0 0 0 0 0 2 41
Competition and Interest Rate Ceilings in Commerical Banking 0 0 0 0 0 0 4 218
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 0 0 2 77
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 0 0 0 103
Estimation of Markov regime-switching regression models with endogenous switching 0 3 4 1,069 0 5 12 2,528
Fractional Integration and Cointegration 0 0 0 0 0 0 1 236
Fractional Integration and Cointegration 0 0 0 0 0 0 3 65
Growth States and Shocks 0 0 0 49 0 0 5 220
Growth States and Shocks 0 0 0 8 0 0 3 72
Implicit Interest on Demand Deposits 0 0 0 1 0 0 4 288
Implicit Interest on Demand Deposits 0 0 0 0 1 2 15 230
Improved Inference for the Instrumental Variable Estimator 0 0 1 19 0 0 2 112
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 0 0 3 730
Improved Inference for the Instrumental Variable Estimator 0 0 0 40 0 0 4 187
Improved Inference for the Instrumental Variables Estimator 0 0 2 103 0 1 6 385
Inequality and Race: Models and Policy 0 0 1 66 0 0 3 225
Inequality and Race: Models and Policy 0 0 0 0 0 0 3 203
Inequality and Race: Models and Policy 0 0 0 193 0 0 5 801
Inequality and Race: Models and Policy 0 0 0 2 0 0 1 1,981
Information and Racial Exclusion 0 0 0 60 0 0 4 368
Litigant Resources and the Evolution of Legal Precedent 0 1 1 19 0 1 1 76
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 0 1 3 100
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 2 3 7 842
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 156 0 0 0 471
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 0 400 0 3 5 1,073
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 34 0 0 2 118
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 86 0 0 2 279
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 0 0 0 293
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 1 1 4 87
Non-Exponential Discounting: A Direct Test 0 1 2 13 0 1 6 86
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 15 0 0 4 65
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 0 0 2 175
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 0 0 0 996
On the Persistence of Racial Inequality 0 0 0 0 0 0 1 107
On the Persistence of Racial Inequality 0 0 0 0 0 0 1 1,443
On the Persistence of Racial Inequality 0 0 0 0 0 0 6 517
On the Persistence of Racial Inequality 0 0 0 0 0 0 8 146
Partial Adjustment As Optimal Response in a Dynamic Brainard Model 0 0 0 17 0 1 2 84
Permanent and transitory components of business cycles: their relative importance and dynamic relationship 0 1 1 195 0 3 5 1,012
Private Discrimination and Social Intervention in Competitive Labor Markets 0 0 0 0 0 0 10 538
Race, Information, and Segregation 0 0 1 39 0 0 1 368
Race, Information, and Segregation 0 0 0 173 0 0 5 3,049
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 0 0 2 356
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 0 0 0 92
Robust Estimation of ARMA Models with Near Root Cancellation 0 0 0 19 0 0 0 62
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 0 3 235
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 0 8 179
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 0 91 0 0 7 437
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified 0 0 0 120 0 0 3 167
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 0 1 10 234
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 0 2 8 462
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 0 0 3 1,052
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 1 2 6 155
Testing Rational Expectations by the Use of Overidentifying Restrictions 0 0 0 0 0 0 1 53
Testing Rational Expectations by the Use of Overidentifying Restrictions 0 0 0 0 0 0 1 46
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 1 1 106
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 2 360
The Changing Relation Between the Canadian and U.S. Yield Curves 0 0 0 22 0 0 1 99
The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One 0 1 1 96 0 2 10 477
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 0 1 200
The NOW Account Experiment and the Demand for Money 0 0 0 0 0 0 1 66
The Retirement-Consumption Puzzle A Marital Bargaining Approach 1 1 1 6 2 2 7 47
The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium 0 0 0 36 0 0 2 144
The Yield Curve through Time and Across Maturities 0 0 0 93 0 0 2 193
The Zero-Information-Limit Condition and Spurious Inference 0 0 0 0 0 0 0 125
The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models 0 0 0 16 0 1 3 77
The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models 0 0 0 15 0 0 0 50
The dynamic relationship between permanent and transitory components of U.S. business cycles 0 0 0 197 0 1 2 688
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 0 0 0 1 88
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 1 111
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 3 496
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 170 0 1 3 1,091
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 1 338
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 3 131
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 1 63 0 0 4 439
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 3 84
Why Were Changes in the Federal Funds Rate Smaller in the 1990s? 0 0 1 25 0 0 2 124
Total Working Papers 2 9 25 4,450 10 45 309 32,230


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 0 0 1 35
A Markov model of heteroskedasticity, risk, and learning in the stock market 0 0 2 103 0 1 11 337
An Unobserved Components Model of the Yield Curve 0 0 0 0 1 1 6 74
An Unobserved Components Model of the Yield Curve 0 0 0 1 0 0 2 4
Are Recoveries all the Same: GDP and TFP? 0 0 1 1 0 1 6 6
Are nominal wage changes skewed away from wage cuts? commentary 0 0 1 2 0 0 3 22
Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions 0 0 0 100 0 0 3 295
Can money matter? 0 0 1 12 0 0 3 44
Choosing the More Likely Hypothesis 0 0 1 11 0 0 1 78
Competition and Interest Rate Ceilings in Commercial Banking 0 0 3 69 0 0 7 204
Computation of linear hypothesis tests for two-stage least squares 0 0 1 22 0 0 2 82
Do forecast errors or term premia really make the difference between long and short rates? 0 0 0 20 0 0 1 94
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 0 5 27 549 0 16 102 1,460
Estimation of Markov regime-switching regression models with endogenous switching 2 5 17 643 3 8 44 1,958
Feasible generalized least squares using support vector regression 0 0 1 8 0 0 2 50
Growth States and Shocks 0 0 0 18 0 0 4 145
HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA 0 0 1 1 0 1 3 10
Implicit interest on demand deposits 0 0 0 29 0 1 4 170
Implicit interest on demand deposits: Reply 0 0 0 4 0 0 0 31
Improved recession dating using stock market volatility 0 0 1 6 0 0 5 21
Information and racial exclusion 0 0 0 69 0 2 6 253
Is it one break or ongoing permanent shocks that explains U.S. real GDP? 0 1 2 39 2 4 10 145
Less than 2 °C warming by 2100 unlikely 0 0 0 0 0 1 6 6
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 2 55 0 0 4 225
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 1 4 204 1 6 19 756
Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach 1 1 1 97 1 1 6 225
Monetary shock measurement and stock markets 4 4 4 4 4 4 8 8
Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models 0 0 3 212 0 0 10 886
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 7 0 0 6 86
Not p -Values, Said a Little Bit Differently 0 0 0 7 0 0 0 25
On the Persistence of Racial Inequality 0 4 6 228 1 6 17 1,400
On the implicit uniform BIC prior 0 0 3 24 1 2 9 92
Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? 0 0 0 17 0 0 2 67
Prelude to Macroeconomics 0 0 3 18 0 0 4 104
Private Discrimination and Social Intervention in Competitive Labor Markets 1 2 20 543 3 8 64 1,594
Real versus nominal forecast errors in the prediction of foreign exchange rates 0 0 0 21 0 0 0 99
Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’†0 0 2 6 1 2 4 19
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 1 3 117 0 1 7 523
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified 0 0 0 55 0 1 2 223
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 0 0 2 106 0 0 6 290
Testing rational expectations by the use of overidentifying restrictions 0 0 0 12 0 0 0 46
The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One 1 3 21 390 3 10 38 1,105
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 1 1 2 0 1 4 8
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 2 7 43 384
The NOW account experiment and the demand for money 0 0 0 7 0 0 0 60
The Stochastic Behavior of Durable and Nondurable Consumption 1 1 1 107 1 2 3 305
The changing relation between the Canadian and U.S. yield curves 0 0 1 30 0 1 4 168
The next hundred years of growth and convergence 0 0 2 11 0 1 11 39
The path to an economics PhD 1 2 24 98 3 5 51 285
The zero-information-limit condition and spurious inference in weakly identified models 0 0 0 60 0 0 1 157
Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum 0 0 1 3 1 1 4 18
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 1 56 0 0 1 163
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 1 4 359
Why were changes in the federal funds rate smaller in the 1990s? 0 0 0 67 0 0 3 357
Total Journal Articles 11 31 164 4,354 28 96 567 15,600


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 1 6 0 0 2 22
Total Chapters 0 0 1 6 0 0 2 22


Statistics updated 2022-08-04