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 1 385 0 1 2 1,078
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 0 0 1 85
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 0 1 196
Addition and Interdependence: Positive and Normative Predictions 0 0 0 0 0 0 0 24
Are Consumers Forward-Looking? 0 0 0 30 0 0 2 78
Bayesian Heteroskedasticity-Robust Standard Errors 0 1 3 46 0 2 8 134
Bayesian IV: the normal case with multiple endogenous variables 0 0 0 54 0 0 2 138
Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions 0 0 0 0 0 1 2 163
CONSUMPTION WITH A POSSIBLY FINIT HORIZON 0 0 0 0 0 0 1 193
CONSUMPTION WITH A POSSIBLY FINIT HORIZON 0 0 0 0 0 0 1 31
Can Money Matter ? 0 0 0 0 0 0 0 123
Can Money Matter ? 0 0 0 0 0 0 0 41
Competition and Interest Rate Ceilings in Commerical Banking 0 0 0 0 1 1 1 219
Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? 0 0 0 0 0 0 0 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 1 2 1,074 2 3 9 2,554
Fractional Integration and Cointegration 0 0 0 0 0 0 1 66
Fractional Integration and Cointegration 0 0 0 0 0 0 1 237
Growth States and Shocks 0 0 0 8 0 0 0 73
Growth States and Shocks 0 0 0 49 0 0 0 221
Implicit Interest on Demand Deposits 0 0 0 1 0 0 0 290
Implicit Interest on Demand Deposits 0 0 0 0 0 0 2 240
Improved Inference for the Instrumental Variable Estimator 0 0 0 40 0 1 2 189
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 0 0 2 736
Improved Inference for the Instrumental Variable Estimator 0 0 0 19 0 1 3 115
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 0 0 2 393
Inequality and Race: Models and Policy 0 0 1 67 0 1 2 230
Inequality and Race: Models and Policy 0 0 0 2 0 1 2 1,984
Inequality and Race: Models and Policy 0 0 1 194 0 0 1 804
Inequality and Race: Models and Policy 0 0 0 0 0 0 0 204
Information and Racial Exclusion 0 0 1 62 0 0 2 371
Litigant Resources and the Evolution of Legal Precedent 0 0 0 19 0 0 1 77
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 0 1 5 854
MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE 0 0 0 0 0 3 6 107
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 1 477
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 1 1 4 405 2 2 5 1,086
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 86 0 0 0 279
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach 0 0 0 34 1 2 3 121
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong 0 0 0 0 0 0 1 296
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 90
Non-Exponential Discounting: A Direct Test 0 0 0 13 0 1 2 88
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 15 0 0 3 69
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 1 1 2 177
Notes on Imperfect Competition and New Keynesian Economics 0 0 0 0 0 1 2 999
On the Persistence of Racial Inequality 0 0 0 0 0 1 2 519
On the Persistence of Racial Inequality 0 0 0 0 1 4 6 161
On the Persistence of Racial Inequality 0 0 0 0 0 2 3 1,446
On the Persistence of Racial Inequality 0 0 0 0 1 1 2 110
Partial Adjustment As Optimal Response in a Dynamic Brainard Model 0 0 0 17 0 0 1 85
Permanent and transitory components of business cycles: their relative importance and dynamic relationship 0 0 0 196 0 0 3 1,017
Private Discrimination and Social Intervention in Competitive Labor Markets 0 0 0 0 0 1 9 558
Race, Information, and Segregation 0 0 2 41 0 0 3 371
Race, Information, and Segregation 0 0 0 173 0 1 2 3,054
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 0 0 0 356
Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates 0 0 0 0 0 0 1 93
Robust Estimation of ARMA Models with Near Root Cancellation 0 0 0 20 0 0 0 64
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 0 4 186
SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR 0 0 0 0 0 0 3 241
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 2 94 1 1 4 447
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified 0 1 1 121 0 1 2 170
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 0 0 0 473
THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE 0 0 0 0 0 0 0 241
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 0 0 2 1,054
THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET 0 0 0 0 0 0 0 158
Testing Rational Expectations by the Use of Overidentifying Restrictions 0 0 0 0 0 0 1 55
Testing Rational Expectations by the Use of Overidentifying Restrictions 0 0 0 0 0 0 0 46
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 1 362
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 1 1 107
The Changing Relation Between the Canadian and U.S. Yield Curves 0 0 0 22 0 0 0 100
The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One 0 0 0 102 0 0 1 489
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 0 1 202
The NOW Account Experiment and the Demand for Money 0 0 0 0 0 0 1 67
The Retirement-Consumption Puzzle A Marital Bargaining Approach 0 0 0 9 0 0 1 58
The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium 0 0 0 36 0 0 1 145
The Yield Curve through Time and Across Maturities 0 0 0 93 0 0 1 194
The Zero-Information-Limit Condition and Spurious Inference 0 0 0 0 0 1 2 127
The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models 0 0 0 16 0 0 2 79
The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models 0 0 0 15 0 2 2 52
The dynamic relationship between permanent and transitory components of U.S. business cycles 0 0 0 197 0 1 2 690
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 0 0 0 0 90
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 0 339
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 1 132
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 170 0 0 1 1,096
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 0 111
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 0 496
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 0 87
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 0 0 0 441
Why Were Changes in the Federal Funds Rate Smaller in the 1990s? 0 0 0 26 0 0 1 126
Total Working Papers 1 4 18 4,501 10 40 148 32,605


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 0 36
A Markov model of heteroskedasticity, risk, and learning in the stock market 0 1 4 113 1 3 12 360
An Unobserved Components Model of the Yield Curve 0 0 0 3 0 2 5 14
An Unobserved Components Model of the Yield Curve 0 0 0 0 0 0 1 75
Are Recoveries all the Same: GDP and TFP? 0 0 1 8 0 0 5 20
Are nominal wage changes skewed away from wage cuts? commentary 0 0 0 2 0 0 0 23
Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions 0 0 0 100 0 1 3 300
Can money matter? 0 0 0 12 0 0 1 45
Choosing the More Likely Hypothesis 0 0 0 15 0 0 1 90
Competition and Interest Rate Ceilings in Commercial Banking 0 0 0 70 0 0 2 208
Computation of linear hypothesis tests for two-stage least squares 0 0 0 24 0 0 1 85
Covid, colleges, and classes 0 0 0 6 0 0 2 16
Do forecast errors or term premia really make the difference between long and short rates? 0 0 0 20 0 0 1 96
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 0 0 5 563 0 1 11 1,518
Estimation of Markov regime-switching regression models with endogenous switching 0 4 5 665 2 9 15 2,025
Feasible generalized least squares using support vector regression 0 1 1 11 0 2 6 63
Growth States and Shocks 0 0 0 18 0 0 1 147
HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA 0 0 0 3 0 0 2 15
Implicit interest on demand deposits 0 0 0 32 0 0 17 194
Implicit interest on demand deposits: Reply 0 0 0 4 0 0 0 31
Improved recession dating using stock market volatility 0 0 0 7 0 1 2 26
Inference and extrapolation in finite populations with special attention to clustering 0 0 0 3 0 0 2 6
Information and racial exclusion 0 0 0 69 0 0 1 256
Is it one break or ongoing permanent shocks that explains U.S. real GDP? 0 0 2 42 0 1 6 158
Less than 2 °C warming by 2100 unlikely 1 3 5 9 2 5 10 34
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 0 55 1 1 2 227
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 0 0 1 216 0 0 6 786
Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach 0 0 0 101 0 0 2 234
Monetary shock measurement and stock markets 0 0 3 16 0 0 7 37
Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models 0 1 3 218 0 1 3 895
Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle 0 0 0 7 0 0 0 86
Not p -Values, Said a Little Bit Differently 0 0 0 8 0 0 0 28
On the Persistence of Racial Inequality 0 0 3 233 1 2 8 1,415
On the implicit uniform BIC prior 0 0 0 25 0 0 0 98
Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? 0 0 0 17 0 1 1 68
Prelude to Macroeconomics 0 0 1 19 0 0 2 107
Private Discrimination and Social Intervention in Competitive Labor Markets 1 4 16 598 3 7 35 1,713
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 0 10 0 0 0 25
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 0 0 1 127 0 1 3 539
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified 0 0 2 58 0 0 4 229
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 1 4 17 152 1 4 31 382
Testing rational expectations by the use of overidentifying restrictions 0 0 0 12 0 1 1 47
The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One 1 4 11 434 2 6 21 1,186
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 0 0 3 412
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 2 0 3 3 12
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 0 0 0 109 0 0 0 311
The changing relation between the Canadian and U.S. yield curves 0 0 0 30 0 0 1 172
The next hundred years of growth and convergence 0 0 1 13 0 1 4 45
The path to an economics PhD 0 3 4 110 0 6 10 328
The zero-information-limit condition and spurious inference in weakly identified models 0 0 0 60 0 0 0 157
Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum 0 0 0 5 0 0 2 27
Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality 0 0 0 56 1 2 3 167
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 0 366
Why were changes in the federal funds rate smaller in the 1990s? 0 0 1 68 0 0 3 361
Total Journal Articles 4 25 87 4,669 14 61 262 16,460


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 0 2 27
Total Chapters 0 0 0 6 0 0 2 27


Statistics updated 2025-06-06