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 0 2 24
A Note on the Consumption Function 0 0 0 8 0 0 2 36
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 1 1 5 44
Adaptive Testing in ARCH Models 0 0 0 173 0 1 10 897
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 0 0 8 36
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 0 1 11 714
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 1 1 6 40
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 0 12 0 1 5 116
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 1 2 5 263
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 30 0 0 9 76
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 2 2 6 65
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 1 1 10 83
Option Market Microstructure and Stochastic Volatility 0 1 1 21 0 1 19 142
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 1 1 3 62
Raiders, Junk Bonds, and Risk 0 0 0 6 0 0 4 56
Raiders, Junk Bonds, and Risk 0 0 0 1 0 0 9 164
Raiders, junk bonds, and risk 0 0 0 0 0 1 9 31
Testing for Regime Switching: A Comment 0 0 0 20 1 1 12 112
The Underground Economy of Fake Antivirus Software 0 0 1 22 0 0 6 153
Total Working Papers 0 1 2 485 8 14 141 3,114

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 0 6 368
Adaptive estimation in time series regression models 1 1 1 48 1 1 6 120
Adaptive testing in arch models 0 0 0 17 0 0 8 133
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 2 6 9 82 5 18 57 287
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 0 1 14 438
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 1 36 0 1 11 119
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 1 1 13 152
Inference and extrapolation in finite populations with special attention to clustering 0 0 2 5 1 1 9 16
Inference for clustered data 0 0 2 18 1 1 10 84
Inferring Information Frequency and Quality 0 0 0 23 0 1 10 136
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 1 3 12 90
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 0 1 21 1 1 17 57
Obtaining critical values for test of Markov regime switching 0 1 1 22 0 1 10 87
On the finite sample behavior of adaptive estimators 0 0 0 8 0 1 9 63
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 0 1 0 0 4 8
Private Information and High-Frequency Stochastic Volatility 0 0 0 61 1 1 12 209
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 0 6 177
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 0 32 0 1 7 160
Testing for Regime Switching: A Comment 0 0 0 36 1 4 12 269
Testing for absolute purchasing power parity 0 0 1 149 0 2 12 617
The variance of regression coefficients when the population is finite 0 1 1 5 0 2 18 30
Uniformly adaptive estimation for models with arma errors 0 0 0 5 0 0 10 47
Total Journal Articles 3 9 20 801 13 41 273 3,667

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 12 17
Total Chapters 0 0 0 0 0 0 12 17

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Statistics updated 2026-09-10