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 1 22
A Note on the Consumption Function 0 0 0 8 0 1 2 34
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 0 0 2 39
Adaptive Testing in ARCH Models 0 0 0 173 0 0 2 887
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 0 1 4 703
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 0 0 2 28
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 0 0 0 34
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 1 12 0 0 3 111
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 2 59
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 0 0 1 73
Option Market Microstructure and Stochastic Volatility 0 0 1 20 1 2 4 123
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 1 1 1 59
Raiders, Junk Bonds, and Risk 0 0 0 1 0 0 0 155
Raiders, Junk Bonds, and Risk 0 0 0 6 1 2 6 52
Raiders, junk bonds, and risk 0 0 0 0 0 1 1 22
Testing for Regime Switching: A Comment 0 0 0 20 1 2 3 100
The Underground Economy of Fake Antivirus Software 0 0 0 21 1 1 2 147
Total Working Papers 0 0 2 483 6 12 37 2,973

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 1 143 1 1 4 362
Adaptive estimation in time series regression models 0 1 1 47 0 2 2 114
Adaptive testing in arch models 0 0 0 17 0 3 6 125
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 0 0 0 73 4 5 9 230
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 0 0 3 424
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 3 35 0 0 3 108
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 0 0 2 139
Inference and extrapolation in finite populations with special attention to clustering 0 0 0 3 1 1 3 7
Inference for clustered data 0 0 0 16 1 1 2 74
Inferring Information Frequency and Quality 0 0 0 23 1 1 3 126
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 0 0 0 78
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 1 3 20 2 3 11 40
Obtaining critical values for test of Markov regime switching 0 0 0 21 2 2 5 77
On the finite sample behavior of adaptive estimators 0 0 0 8 0 1 3 54
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 1 1 1 61 2 2 3 197
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 0 1 171
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 1 1 32 0 2 4 153
Testing for Regime Switching: A Comment 0 0 0 36 1 2 3 257
Testing for absolute purchasing power parity 0 0 0 148 0 0 3 605
The variance of regression coefficients when the population is finite 0 1 2 4 0 2 8 12
Uniformly adaptive estimation for models with arma errors 0 0 0 5 0 2 3 37
Total Journal Articles 1 5 12 781 15 30 82 3,394

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 1 1 4 5
Total Chapters 0 0 0 0 1 1 4 5

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Statistics updated 2025-09-05