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 1 1 2 23
A Note on the Consumption Function 0 0 0 8 0 0 2 34
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 2 2 3 41
Adaptive Testing in ARCH Models 0 0 0 173 2 2 4 889
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 1 1 3 30
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 1 4 5 707
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 1 1 1 35
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 0 12 0 0 2 111
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 0 0 1 258
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 30 0 0 0 67
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 1 1 3 60
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 2 2 2 75
Option Market Microstructure and Stochastic Volatility 0 0 1 20 7 7 11 130
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 1 1 2 60
Raiders, Junk Bonds, and Risk 0 0 0 6 0 0 6 52
Raiders, Junk Bonds, and Risk 0 0 0 1 2 3 3 158
Raiders, junk bonds, and risk 0 0 0 0 1 2 4 25
Testing for Regime Switching: A Comment 0 0 0 20 1 1 4 101
The Underground Economy of Fake Antivirus Software 1 1 1 22 2 2 5 150
Total Working Papers 1 1 2 484 25 30 63 3,006

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 1 1 144 1 3 6 365
Adaptive estimation in time series regression models 0 0 1 47 0 0 2 114
Adaptive testing in arch models 0 0 0 17 1 2 8 127
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 0 0 0 73 9 17 23 247
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 1 2 4 426
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 3 35 1 4 7 112
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 0 1 1 140
Inference and extrapolation in finite populations with special attention to clustering 0 0 0 3 1 1 2 8
Inference for clustered data 2 2 2 18 2 3 5 77
Inferring Information Frequency and Quality 0 0 0 23 1 3 7 130
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 1 2 2 80
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 0 4 21 2 5 17 48
Obtaining critical values for test of Markov regime switching 0 0 0 21 1 2 7 79
On the finite sample behavior of adaptive estimators 0 0 0 8 1 1 3 55
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 0 1 0 0 1 4
Private Information and High-Frequency Stochastic Volatility 0 0 1 61 0 2 7 201
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 1 1 1 172
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 1 32 0 0 3 153
Testing for Regime Switching: A Comment 0 0 0 36 2 3 5 260
Testing for absolute purchasing power parity 0 0 0 148 3 4 6 609
The variance of regression coefficients when the population is finite 0 0 1 4 1 4 6 16
Uniformly adaptive estimation for models with arma errors 0 0 0 5 0 2 5 39
Total Journal Articles 2 3 14 785 29 62 128 3,462

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 0 3 5
Total Chapters 0 0 0 0 0 0 3 5

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Statistics updated 2026-01-09