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
Adaptive Testing in ARCH Models 0 0 0 173 0 0 2 887
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 1 1 2 704
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 0 0 1 258
Raiders, Junk Bonds, and Risk 0 0 0 1 0 0 0 155
Raiders, junk bonds, and risk 0 0 0 0 1 2 3 24
Total Working Papers 0 0 0 303 2 3 8 2,028
14 registered items for which data could not be found

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 1 1 1 144 1 2 4 363
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 1 7 126
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 0 0 0 73 1 5 9 231
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 1 1 4 109
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 0 0 1 139
Inference and extrapolation in finite populations with special attention to clustering 0 0 0 3 0 1 1 7
Inference for clustered data 0 0 0 16 0 1 2 74
Inferring Information Frequency and Quality 0 0 0 23 1 3 5 128
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 4 21 2 7 15 45
Obtaining critical values for test of Markov regime switching 0 0 0 21 1 3 6 78
On the finite sample behavior of adaptive estimators 0 0 0 8 0 0 2 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 0 1 1 61 0 4 5 199
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 0 0 171
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 1 32 0 0 4 153
Testing for Regime Switching: A Comment 0 0 0 36 0 1 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 0 1 4 0 0 4 12
Uniformly adaptive estimation for models with arma errors 0 0 0 5 1 1 4 38
Total Journal Articles 1 3 12 783 9 30 85 3,409

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

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Statistics updated 2025-11-08