Access Statistics for Douglas Gardiner Steigerwald

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Adaptive Estimation 0 0 0 2 0 1 2 24
A Note on the Consumption Function 0 0 0 8 0 1 3 36
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 0 2 4 43
Adaptive Testing in ARCH Models 0 0 0 173 1 5 10 897
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 0 1 8 36
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 1 1 12 714
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 0 1 5 39
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 0 12 1 2 5 116
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 1 3 4 262
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 30 0 4 9 76
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 0 2 5 63
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 0 1 9 82
Option Market Microstructure and Stochastic Volatility 1 1 1 21 1 8 21 142
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 0 0 3 61
Raiders, Junk Bonds, and Risk 0 0 0 6 0 1 6 56
Raiders, Junk Bonds, and Risk 0 0 0 1 0 1 9 164
Raiders, junk bonds, and risk 0 0 0 0 1 2 9 31
Testing for Regime Switching: A Comment 0 0 0 20 0 2 12 111
The Underground Economy of Fake Antivirus Software 0 0 1 22 0 3 7 153
Total Working Papers 1 1 2 485 6 41 143 3,106

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Course in EconometricsArthur Goldberger Harvard University Press, 1991 0 0 1 144 0 1 7 368
Adaptive estimation in time series regression models 0 0 0 47 0 0 6 119
Adaptive testing in arch models 0 0 0 17 0 2 10 133
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 1 2 4 77 5 10 48 274
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 1 3 14 438
Consumption Adjustment under Time-Varying Income Uncertainty 0 1 1 36 1 3 11 119
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 0 1 12 151
Inference and extrapolation in finite populations with special attention to clustering 0 0 2 5 0 2 9 15
Inference for clustered data 0 0 2 18 0 2 10 83
Inferring Information Frequency and Quality 0 0 0 23 0 2 10 135
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 1 2 10 88
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 0 2 21 0 4 19 56
Obtaining critical values for test of Markov regime switching 0 0 0 21 0 4 11 86
On the finite sample behavior of adaptive estimators 0 0 0 8 0 5 9 62
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 0 1 0 1 4 8
Private Information and High-Frequency Stochastic Volatility 0 0 1 61 0 3 13 208
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 4 6 177
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 0 32 1 4 8 160
Testing for Regime Switching: A Comment 0 0 0 36 1 3 11 266
Testing for absolute purchasing power parity 0 1 1 149 1 4 11 616
The variance of regression coefficients when the population is finite 1 1 1 5 2 7 19 30
Uniformly adaptive estimation for models with arma errors 0 0 0 5 0 3 12 47
Total Journal Articles 2 5 15 794 13 70 270 3,639

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Noise reduced realized volatility: a kalman filter approach 0 0 0 0 0 7 13 17
Total Chapters 0 0 0 0 0 7 13 17

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Statistics updated 2026-07-10