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 24
A Note on the Consumption Function 0 0 0 8 1 2 3 36
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 2 2 4 43
Adaptive Testing in ARCH Models 0 0 0 173 4 6 9 896
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 0 2 11 713
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 1 1 8 36
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 1 2 5 39
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 0 12 1 2 5 115
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 2 2 3 261
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 30 3 4 8 75
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 2 3 5 63
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 1 2 9 82
Option Market Microstructure and Stochastic Volatility 0 0 1 20 1 2 15 135
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 0 0 3 61
Raiders, Junk Bonds, and Risk 0 0 0 1 1 4 9 164
Raiders, Junk Bonds, and Risk 0 0 0 6 0 0 5 55
Raiders, junk bonds, and risk 0 0 0 0 1 3 9 30
Testing for Regime Switching: A Comment 0 0 0 20 2 5 13 111
The Underground Economy of Fake Antivirus Software 0 0 1 22 3 3 7 153
Total Working Papers 0 0 2 484 27 46 133 3,092

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 1 1 7 368
Adaptive estimation in time series regression models 0 0 1 47 0 2 7 119
Adaptive testing in arch models 0 0 0 17 2 3 11 133
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 0 2 2 75 2 6 42 266
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 1 8 12 436
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 2 35 0 1 10 116
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 1 5 12 151
Inference and extrapolation in finite populations with special attention to clustering 0 1 2 5 1 3 8 14
Inference for clustered data 0 0 2 18 2 5 10 83
Inferring Information Frequency and Quality 0 0 0 23 2 3 10 135
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 1 2 9 87
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 0 2 21 3 3 18 55
Obtaining critical values for test of Markov regime switching 0 0 0 21 4 4 11 86
On the finite sample behavior of adaptive estimators 0 0 0 8 4 4 8 61
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 0 1 1 2 4 8
Private Information and High-Frequency Stochastic Volatility 0 0 1 61 3 4 14 208
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 3 3 5 176
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 1 32 2 2 8 158
Testing for Regime Switching: A Comment 0 0 0 36 2 2 10 265
Testing for absolute purchasing power parity 0 0 0 148 1 2 8 613
The variance of regression coefficients when the population is finite 0 0 1 4 3 6 16 26
Uniformly adaptive estimation for models with arma errors 0 0 0 5 2 3 11 46
Total Journal Articles 0 3 15 789 41 74 251 3,610

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 6 8 13 16
Total Chapters 0 0 0 0 6 8 13 16

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Statistics updated 2026-05-06