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 1 1 23
A Note on the Consumption Function 0 0 0 8 1 1 3 35
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 0 2 2 41
Adaptive Testing in ARCH Models 0 0 0 173 0 3 3 890
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 0 6 8 35
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 1 6 10 712
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 1 4 4 38
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 0 12 1 3 4 114
Explaining Stochastic Volatility in Asset Prices 0 0 0 129 0 1 2 259
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 30 1 5 5 72
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 0 1 2 60
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 0 7 7 80
Option Market Microstructure and Stochastic Volatility 0 0 1 20 1 11 14 134
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 0 2 3 61
Raiders, Junk Bonds, and Risk 0 0 0 6 0 3 6 55
Raiders, Junk Bonds, and Risk 0 0 0 1 2 6 7 162
Raiders, junk bonds, and risk 0 0 0 0 2 5 8 29
Testing for Regime Switching: A Comment 0 0 0 20 3 9 11 109
The Underground Economy of Fake Antivirus Software 0 1 1 22 0 2 5 150
Total Working Papers 0 1 2 484 13 78 105 3,059

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 3 6 367
Adaptive estimation in time series regression models 0 0 1 47 2 5 7 119
Adaptive testing in arch models 0 0 0 17 0 4 8 130
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 1 1 1 74 2 24 38 262
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 4 7 8 432
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 3 35 1 5 11 116
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 3 9 10 149
Inference and extrapolation in finite populations with special attention to clustering 1 2 2 5 2 6 7 13
Inference for clustered data 0 2 2 18 1 4 7 79
Inferring Information Frequency and Quality 0 0 0 23 0 3 8 132
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 1 7 8 86
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 0 2 21 0 6 18 52
Obtaining critical values for test of Markov regime switching 0 0 0 21 0 4 8 82
On the finite sample behavior of adaptive estimators 0 0 0 8 0 3 5 57
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 0 1 1 3 3 7
Private Information and High-Frequency Stochastic Volatility 0 0 1 61 0 3 10 204
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 2 2 173
Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' 0 0 1 32 0 3 6 156
Testing for Regime Switching: A Comment 0 0 0 36 0 5 8 263
Testing for absolute purchasing power parity 0 0 0 148 1 6 7 612
The variance of regression coefficients when the population is finite 0 0 1 4 1 6 11 21
Uniformly adaptive estimation for models with arma errors 0 0 0 5 0 4 8 43
Total Journal Articles 2 5 15 788 19 122 204 3,555

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 3 5 8
Total Chapters 0 0 0 0 0 3 5 8

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Statistics updated 2026-03-04