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 6 18 1,096
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 0 1 6 91
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 0 1 197
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 1 2 26
Are Consumers Forward-Looking? 0 0 0 30 0 0 5 83
Bayesian Heteroskedasticity-Robust Standard Errors 0 0 0 46 1 4 13 147
Bayesian IV: the normal case with multiple endogenous variables 0 0 0 54 0 2 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 0 1 8 131
Can Money Matter ? 0 0 0 0 0 1 5 46
Competition and Interest Rate Ceilings in Commerical Banking 0 0 0 0 0 3 14 233
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 0 4 10 113
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 1 3 11 88
Estimation of Markov regime-switching regression models with endogenous switching 0 0 2 1,076 1 19 45 2,599
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Fractional Integration and Cointegration 0 0 0 0 1 1 3 240
Growth States and Shocks 0 0 0 49 0 0 4 225
Growth States and Shocks 0 0 0 8 0 0 3 76
Implicit Interest on Demand Deposits 0 0 0 0 0 1 4 244
Implicit Interest on Demand Deposits 0 0 0 1 1 1 4 294
Improved Inference for the Instrumental Variable Estimator 0 0 0 19 0 1 7 122
Improved Inference for the Instrumental Variable Estimator 0 0 0 40 0 5 16 205
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 0 1 11 747
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 0 2 9 402
Inequality and Race: Models and Policy 0 0 0 2 0 1 11 1,995
Inequality and Race: Models and Policy 0 0 0 194 0 3 10 814
Inequality and Race: Models and Policy 0 0 0 67 0 2 9 239
Inequality and Race: Models and Policy 0 0 0 0 1 2 7 211
Information and Racial Exclusion 0 0 0 62 0 3 12 383
Litigant Resources and the Evolution of Legal Precedent 0 0 0 19 0 3 7 84
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 1 7 14 868
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 0 5 16 123
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 13 490
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 0 405 0 6 39 1,125
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 34 0 2 10 131
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 1 2 2 88 3 5 16 295
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
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 0 1 6 302
Non-Exponential Discounting: A Direct Test 0 0 0 13 1 2 8 96
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 15 1 4 11 80
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 0 2 8 185
On the Persistence of Racial Inequality 0 0 0 0 1 1 8 118
On the Persistence of Racial Inequality 0 0 0 0 0 1 10 529
On the Persistence of Racial Inequality 0 0 0 0 0 1 10 171
On the Persistence of Racial Inequality 0 0 0 0 2 5 14 1,460
Partial Adjustment As Optimal Response in a Dynamic Brainard Model 0 0 0 17 0 0 4 89
Permanent and transitory components of business cycles: their relative importance and dynamic relationship 0 0 0 196 2 5 12 1,029
Private Discrimination and Social Intervention in Competitive Labor Markets 0 0 0 0 1 2 11 569
Race, Information, and Segregation 0 0 0 173 0 1 7 3,061
Race, Information, and Segregation 0 0 0 41 1 3 9 380
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 1 2 5 361
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 0 1 4 97
Robust Estimation of ARMA Models with Near Root Cancellation 0 0 0 20 0 2 13 77
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 6 17 258
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 4 21 207
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 0 94 0 12 23 470
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified 0 0 0 121 0 1 12 182
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 1 11 27 268
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 1 9 18 491
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 1 5 13 1,067
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 0 2 20 178
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 0 1 9 64
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 1 6 113
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 1 7 369
The Changing Relation Between the Canadian and U.S. Yield Curves 0 0 0 22 0 4 9 109
The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One 0 0 1 103 0 6 20 509
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 1 10 212
The NOW Account Experiment and the Demand for Money 0 0 0 0 0 1 7 74
The Retirement-Consumption Puzzle A Marital Bargaining Approach 0 0 0 9 0 2 11 69
The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium 0 0 0 36 0 2 13 158
The Yield Curve through Time and Across Maturities 0 0 0 93 0 2 7 201
The Zero-Information-Limit Condition and Spurious Inference 0 0 0 0 0 2 5 132
The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models 0 0 0 16 0 2 4 83
The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models 0 0 0 15 0 0 4 56
The dynamic relationship between permanent and transitory components of U.S. business cycles 0 0 0 197 0 4 19 709
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 0 0 1 8 98
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 1 5 11 122
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 1 5 15 147
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 1 171 2 10 23 1,119
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 6 13 509
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 5 12 351
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 0 0 2 11 98
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 0 4 7 448
Why Were Changes in the Federal Funds Rate Smaller in the 1990s? 0 0 0 26 0 1 7 133
Total Working Papers 1 2 6 4,507 29 248 922 33,527

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 1 9 45
A Markov model of heteroskedasticity, risk, and learning in the stock market 1 1 2 115 5 12 28 388
An Unobserved Components Model of the Yield Curve 0 0 2 5 0 3 12 26
An Unobserved Components Model of the Yield Curve 0 0 0 0 0 1 6 81
Are Recoveries all the Same: GDP and TFP? 0 0 0 8 0 1 8 28
Are nominal wage changes skewed away from wage cuts? commentary 0 0 0 2 0 1 5 28
Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions 0 0 0 100 2 4 16 316
Can money matter? 0 0 0 12 1 4 6 51
Choosing the More Likely Hypothesis 0 0 0 15 1 2 9 99
Competition and Interest Rate Ceilings in Commercial Banking 0 0 0 70 0 3 11 219
Computation of linear hypothesis tests for two-stage least squares 0 0 0 24 0 1 2 87
Covid, colleges, and classes 0 0 0 6 1 3 6 22
Do forecast errors or term premia really make the difference between long and short rates? 0 0 0 20 0 1 6 102
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 0 0 4 567 0 4 17 1,535
Estimation of Markov regime-switching regression models with endogenous switching 1 3 10 675 4 15 48 2,073
Feasible generalized least squares using support vector regression 0 0 1 12 2 3 12 75
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 0 3 7 38
Improved recession dating using stock market volatility 0 0 1 8 0 2 8 34
Inference and extrapolation in finite populations with special attention to clustering 0 0 2 5 1 2 9 15
Information and racial exclusion 0 0 0 69 0 2 7 263
Is it one break or ongoing permanent shocks that explains U.S. real GDP? 0 0 1 43 0 4 10 168
Less than 2 °C warming by 2100 unlikely 0 0 0 9 0 1 8 42
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 2 5 11 238
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 0 216 0 6 22 808
Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach 0 0 1 102 0 6 32 266
Monetary shock measurement and stock markets 0 0 2 18 1 4 15 52
Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models 0 0 0 218 0 2 12 907
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 7 0 2 9 95
Not p -Values, Said a Little Bit Differently 0 0 0 8 0 1 8 36
On the Persistence of Racial Inequality 0 0 0 233 0 0 3 1,418
On the implicit uniform BIC prior 0 0 0 25 1 1 9 107
Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? 0 0 0 17 0 1 2 70
Prelude to Macroeconomics 0 0 0 19 0 2 3 110
Private Discrimination and Social Intervention in Competitive Labor Markets 1 3 4 602 3 12 32 1,745
Real versus nominal forecast errors in the prediction of foreign exchange rates 0 0 0 21 0 2 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 0 7 17 556
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified 0 0 0 58 3 6 8 237
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 1 1 7 159 4 8 48 430
Testing rational expectations by the use of overidentifying restrictions 0 0 0 12 0 2 5 52
The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One 0 0 9 443 1 8 40 1,226
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 2 0 1 13 25
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 1 4 14 426
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 1 1 1 110 1 11 17 328
The changing relation between the Canadian and U.S. yield curves 0 1 2 32 0 6 15 187
The next hundred years of growth and convergence 0 1 1 14 1 8 13 58
The path to an economics PhD 0 0 2 112 1 5 19 347
The zero-information-limit condition and spurious inference in weakly identified models 0 0 0 60 1 5 9 166
Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum 0 0 1 6 1 2 13 40
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 2 58 0 1 10 177
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 4 15 381
Why were changes in the federal funds rate smaller in the 1990s? 0 0 0 68 0 2 7 368
Total Journal Articles 5 11 57 4,726 38 202 706 17,166

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 0 5 15 42
Total Chapters 0 0 0 6 0 5 15 42

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Statistics updated 2026-06-04