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 23
A Note on the Consumption Function 0 0 0 8 0 1 2 35
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity 0 0 0 0 0 0 2 41
Adaptive Testing in ARCH Models 0 0 0 173 2 3 5 892
Consumption Adjustment under Changing Income Uncertainty 0 0 0 0 1 6 11 713
Consumption Adjustment under Changing Income Uncertainty 0 0 0 4 0 5 8 35
Do Daylight-Saving Time Adjustments Really Impact Stock Returns? 0 0 0 5 0 3 4 38
Do download reports reliably measure journal usage? Trusting the fox to count your Hens? 0 0 0 12 0 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 0 5 5 72
Noise Reduced Realized Volatility: A Kalman Filter Approach 0 0 0 16 1 1 3 61
Obtaining Critical Values for Test of Markov Regime Switching 0 0 0 29 1 6 8 81
Option Market Microstructure and Stochastic Volatility 0 0 1 20 0 4 14 134
Private Information and High-Frequency Stochastic Volatility 0 0 0 7 0 1 3 61
Raiders, Junk Bonds, and Risk 0 0 0 1 1 5 8 163
Raiders, Junk Bonds, and Risk 0 0 0 6 0 3 5 55
Raiders, junk bonds, and risk 0 0 0 0 0 4 8 29
Testing for Regime Switching: A Comment 0 0 0 20 0 8 11 109
The Underground Economy of Fake Antivirus Software 0 0 1 22 0 0 5 150
Total Working Papers 0 0 2 484 6 59 109 3,065

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 2 6 367
Adaptive estimation in time series regression models 0 0 1 47 0 5 7 119
Adaptive testing in arch models 0 0 0 17 1 4 9 131
Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity 1 2 2 75 2 17 40 264
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 3 9 11 435
Consumption Adjustment under Time-Varying Income Uncertainty 0 0 2 35 0 4 10 116
Econometric Estimation Of Foresight: Tax Policy And Investment In The United States 0 0 0 32 1 10 11 150
Inference and extrapolation in finite populations with special attention to clustering 0 2 2 5 0 5 7 13
Inference for clustered data 0 0 2 18 2 4 9 81
Inferring Information Frequency and Quality 0 0 0 23 1 3 8 133
Markov Regime-Switching Tests: Asymptotic Critical Values 0 0 0 14 0 6 8 86
Measuring Heterogeneous Effects of Environmental Policies Using Panel Data 0 0 2 21 0 4 15 52
Obtaining critical values for test of Markov regime switching 0 0 0 21 0 3 7 82
On the finite sample behavior of adaptive estimators 0 0 0 8 0 2 4 57
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets 0 0 0 1 0 3 3 7
Private Information and High-Frequency Stochastic Volatility 0 0 1 61 1 4 11 205
Purchasing power parity, unit roots, and dynamic structure 0 0 0 42 0 1 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 3 8 263
Testing for absolute purchasing power parity 0 0 0 148 0 3 7 612
The variance of regression coefficients when the population is finite 0 0 1 4 2 7 13 23
Uniformly adaptive estimation for models with arma errors 0 0 0 5 1 5 9 44
Total Journal Articles 1 4 15 789 14 107 211 3,569

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 2 5 7 10
Total Chapters 0 0 0 0 2 5 7 10

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09