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 1 4 21 1,100
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 1 1 7 92
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 1 1 3 27
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 0 1 197
Are Consumers Forward-Looking? 0 0 0 30 0 0 5 83
Bayesian Heteroskedasticity-Robust Standard Errors 0 1 1 47 1 2 12 149
Bayesian IV: the normal case with multiple endogenous variables 0 0 0 54 0 0 7 146
Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions 0 0 0 0 0 0 6 172
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 1 7 48
Can Money Matter ? 0 0 0 0 0 0 9 132
Competition and Interest Rate Ceilings in Commerical Banking 0 0 0 0 0 0 14 233
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 1 1 10 114
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 2 2 13 90
Estimation of Markov regime-switching regression models with endogenous switching 0 0 0 1,076 1 1 41 2,600
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Fractional Integration and Cointegration 0 0 0 0 1 3 6 243
Growth States and Shocks 0 0 0 49 0 1 5 226
Growth States and Shocks 0 0 0 8 0 1 4 77
Implicit Interest on Demand Deposits 0 0 0 0 0 0 4 244
Implicit Interest on Demand Deposits 0 0 0 1 0 2 6 296
Improved Inference for the Instrumental Variable Estimator 0 0 0 19 0 1 9 124
Improved Inference for the Instrumental Variable Estimator 0 0 0 40 1 2 18 207
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 0 3 14 750
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 0 2 11 405
Inequality and Race: Models and Policy 0 0 0 194 0 0 9 814
Inequality and Race: Models and Policy 0 0 0 0 0 0 7 211
Inequality and Race: Models and Policy 0 0 0 2 1 3 13 1,998
Inequality and Race: Models and Policy 0 0 0 67 1 1 10 240
Information and Racial Exclusion 0 0 0 62 0 3 12 386
Litigant Resources and the Evolution of Legal Precedent 0 0 0 19 0 0 7 84
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 1 3 19 873
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 0 1 15 125
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 9 490
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 0 405 0 1 40 1,126
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 2 88 1 5 22 301
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 34 0 0 9 131
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 0 0 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 0 0 8 96
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 15 0 0 12 81
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 0 0 8 185
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 0 0 5 1,006
On the Persistence of Racial Inequality 0 0 0 0 0 0 14 1,460
On the Persistence of Racial Inequality 0 0 0 0 0 0 10 171
On the Persistence of Racial Inequality 0 0 0 0 0 0 9 119
On the Persistence of Racial Inequality 0 0 0 0 0 0 9 529
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 1 1 13 1,030
Private Discrimination and Social Intervention in Competitive Labor Markets 0 0 0 0 0 1 11 570
Race, Information, and Segregation 0 0 0 173 1 1 8 3,062
Race, Information, and Segregation 0 0 0 41 0 0 9 380
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 1 2 5 99
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 0 0 5 361
Robust Estimation of ARMA Models with Near Root Cancellation 0 0 0 20 0 0 13 77
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 1 3 23 210
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 1 17 259
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 0 94 2 2 24 472
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified 0 0 0 121 0 1 13 183
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 0 1 20 493
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 0 0 28 270
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 0 2 21 181
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 0 2 14 1,069
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 0 9 64
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 6 113
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 7 369
The Changing Relation Between the Canadian and U.S. Yield Curves 0 0 0 22 0 0 9 109
The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One 0 0 0 103 0 1 22 512
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 1 8 213
The NOW Account Experiment and the Demand for Money 0 0 0 0 0 0 7 74
The Retirement-Consumption Puzzle A Marital Bargaining Approach 0 0 0 9 0 2 14 72
The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium 0 0 0 36 0 0 12 158
The Yield Curve through Time and Across Maturities 0 0 0 93 1 1 8 202
The Zero-Information-Limit Condition and Spurious Inference 0 0 0 0 0 1 6 133
The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models 0 0 0 16 1 1 5 84
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 1 1 198 0 2 20 711
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 0 0 1 9 99
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 14 510
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 2 16 149
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 10 122
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 3 15 354
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 1 2 172 3 11 33 1,131
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 0 1 9 450
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 11 98
Why Were Changes in the Federal Funds Rate Smaller in the 1990s? 0 0 0 26 0 2 9 135
Total Working Papers 0 3 6 4,510 26 91 986 33,641

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 1 1 1 9 1 1 10 46
A Markov model of heteroskedasticity, risk, and learning in the stock market 0 0 2 115 0 5 29 393
An Unobserved Components Model of the Yield Curve 0 0 0 0 0 0 4 81
An Unobserved Components Model of the Yield Curve 0 1 2 6 0 3 13 29
Are Recoveries all the Same: GDP and TFP? 0 0 0 8 0 1 8 29
Are nominal wage changes skewed away from wage cuts? commentary 0 0 0 2 0 0 4 28
Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions 0 0 0 100 0 1 15 317
Can money matter? 0 0 0 12 1 3 8 54
Choosing the More Likely Hypothesis 0 0 0 15 0 1 9 100
Competition and Interest Rate Ceilings in Commercial Banking 0 0 0 70 0 2 11 221
Computation of linear hypothesis tests for two-stage least squares 0 0 0 24 0 0 2 87
Covid, colleges, and classes 0 0 0 6 0 0 6 22
Do forecast errors or term premia really make the difference between long and short rates? 0 0 0 20 1 1 7 103
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 1 1 3 568 3 5 26 1,546
Estimation of Markov regime-switching regression models with endogenous switching 0 1 7 677 3 6 39 2,080
Feasible generalized least squares using support vector regression 0 0 1 12 0 3 13 78
Growth States and Shocks 0 0 0 19 0 1 9 158
HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA 0 0 0 3 0 0 9 25
Implicit interest on demand deposits 0 1 1 33 0 1 5 199
Implicit interest on demand deposits: Reply 0 0 0 4 0 1 8 39
Improved recession dating using stock market volatility 0 0 1 8 0 0 8 35
Inference and extrapolation in finite populations with special attention to clustering 0 0 2 5 1 2 10 17
Information and racial exclusion 0 0 1 70 0 1 7 265
Is it one break or ongoing permanent shocks that explains U.S. real GDP? 0 0 0 43 1 2 11 170
Less than 2 °C warming by 2100 unlikely 0 0 0 9 0 3 10 45
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 1 1 57 1 4 14 242
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 0 216 0 3 21 811
Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach 0 0 0 102 0 11 43 279
Monetary shock measurement and stock markets 0 0 1 18 0 1 14 53
Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models 0 0 0 218 1 4 14 911
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 7 0 0 9 95
Not p -Values, Said a Little Bit Differently 0 0 0 8 1 1 9 37
On the Persistence of Racial Inequality 0 0 0 233 0 0 2 1,418
On the implicit uniform BIC prior 0 0 0 25 0 0 9 108
Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? 1 1 1 18 1 1 3 71
Prelude to Macroeconomics 0 0 0 19 0 1 3 111
Private Discrimination and Social Intervention in Competitive Labor Markets 0 0 4 603 3 8 34 1,756
Real versus nominal forecast errors in the prediction of foreign exchange rates 0 0 0 21 0 1 6 107
Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’†0 0 0 10 0 1 5 30
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 0 127 0 1 17 557
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified 1 1 1 59 1 1 9 238
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 0 0 3 160 0 1 43 432
Testing rational expectations by the use of overidentifying restrictions 0 0 0 12 1 1 5 53
The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One 0 0 8 444 2 4 41 1,233
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 0 2 16 428
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 2 0 0 12 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 1 110 0 1 17 329
The changing relation between the Canadian and U.S. yield curves 0 0 2 32 0 1 16 188
The next hundred years of growth and convergence 0 0 1 14 0 2 14 60
The path to an economics PhD 0 0 3 113 2 3 23 351
The zero-information-limit condition and spurious inference in weakly identified models 0 0 0 60 0 0 9 166
Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum 0 0 0 6 0 2 13 42
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 58 1 2 9 179
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 14 381
Why were changes in the federal funds rate smaller in the 1990s? 0 0 0 68 0 2 9 370
Total Journal Articles 4 8 47 4,740 25 102 737 17,291

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 1 15 43
Total Chapters 0 0 0 6 0 1 15 43

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Statistics updated 2026-10-11