10
H index
10
i10 index
419
Citations
Douglas Gardiner Steigerwald : Citation Profile
University of California-Santa Barbara (UCSB) | RESEARCH PRODUCTION: 19 Articles 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
30 years (1988 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Douglas Gardiner Steigerwald. | Is cited by:
| Cites to:
|
Main data
Where Douglas Gardiner Steigerwald has published?
| Journals with more than one article published | # docs |
|---|---|
| The Review of Economics and Statistics | 3 |
| Journal of Econometrics | 3 |
| Stata Journal | 2 |
| Econometrica | 2 |
| Econometric Reviews | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara | 13 |
Recent works citing Douglas Gardiner Steigerwald (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049. Full description at Econpapers || Download paper |
| 2023 | Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288. Full description at Econpapers || Download paper |
| 2023 | Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522. Full description at Econpapers || Download paper |
| 2023 | Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04527. Full description at Econpapers || Download paper |
| 2023 | Occasionally Misspecified. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2312.05342. Full description at Econpapers || Download paper |
| 2023 | A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008. Full description at Econpapers || Download paper |
| 2023 | Finish it and it is free: An evaluation of college graduation subsidies. (2023). Webb, Matthew ; Mikola, Derek. In: Economics of Education Review. RePEc:eee:ecoedu:v:93:y:2023:i:c:s027277572300002x. Full description at Econpapers || Download paper |
| 2023 | Cluster-robust inference: A guide to empirical practice. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:272-299. Full description at Econpapers || Download paper |
| 2023 | Testing for the appropriate level of clustering in linear regression models. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056. Full description at Econpapers || Download paper |
| 2023 | Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665. Full description at Econpapers || Download paper |
| 2023 | An improved FIGARCH model with the fractional differencing operator (1-?L)d. (2023). Du, Xiuli ; Li, Peng ; Pan, Qunxing. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003471. Full description at Econpapers || Download paper |
| 2023 | Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices. (2023). Stewart, Chris. In: Economics Discussion Papers. RePEc:ris:kngedp:2023_001. Full description at Econpapers || Download paper |
| 2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
| 2023 | A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities. (2023). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Department of Economics Working Papers. RePEc:udt:wpecon:2023_01. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Fast and reliable jackknife and bootstrap methods for cluster?robust inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:671-694. Full description at Econpapers || Download paper |
| 2023 | The relationship between political instability and economic growth in advanced economies: Empirical evidence from a panel VAR and a dynamic panel FE-IV analysis. (2023). Schmidt, Torsten ; Dirks, Maximilian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:1000. Full description at Econpapers || Download paper |
Works by Douglas Gardiner Steigerwald:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Markov Regime-Switching Tests: Asymptotic Critical Values In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 13 |
| 2011 | Markov Regime-Switching Tests: Asymptotic Critical Values.(2011) In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2004 | Private Information and High-Frequency Stochastic Volatility In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2003 | Private Information and High-Frequency Stochastic Volatility.(2003) In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1988 | Raiders, Junk Bonds, and Risk In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1989 | Raiders, junk bonds, and risk.(1989) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1988 | Raiders, Junk Bonds, and Risk..(1988) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Do download reports reliably measure journal usage? Trusting the fox to count your Hens? In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Option Market Microstructure and Stochastic Volatility In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Obtaining Critical Values for Test of Markov Regime Switching In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Obtaining critical values for test of Markov regime switching.(2014) In: Stata Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2007 | Do Daylight-Saving Time Adjustments Really Impact Stock Returns? In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Noise Reduced Realized Volatility: A Kalman Filter Approach In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Testing for Regime Switching: A Comment In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2012 | Testing for Regime Switching: A Comment.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 1997 | Consumption Adjustment under Changing Income Uncertainty In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 1998 | Consumption Adjustment under Changing Income Uncertainty.(1998) In: Australian National University - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Underground Economy of Fake Antivirus Software In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | A Note on the Consumption Function In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Note on Adaptive Estimation In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1992 | A Course in EconometricsArthur Goldberger Harvard University Press, 1991 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1995 | Adaptive Testing in ARCH Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2000 | Adaptive testing in arch models.(2000) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 1997 | Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models In: Econometrica. [Citation analysis] | article | 113 |
| 2000 | Explaining Stochastic Volatility in Asset Prices In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Adaptive estimation in time series regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 1992 | On the finite sample behavior of adaptive estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1995 | Reply to B.M. Potschers comment on adaptive estimation in time series regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1996 | Purchasing power parity, unit roots, and dynamic structure In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 19 |
| 1996 | Testing for absolute purchasing power parity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
| 2005 | Inferring Information Frequency and Quality In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1997 | Uniformly adaptive estimation for models with arma errors In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2016 | Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets In: Economic Geography. [Full Text][Citation analysis] | article | 2 |
| 1997 | Econometric Estimation Of Foresight: Tax Policy And Investment In The United States In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
| 1999 | Consumption Adjustment under Time-Varying Income Uncertainty In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 53 |
| 2017 | Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 77 |
| 2018 | Inference for clustered data In: Stata Journal. [Full Text][Citation analysis] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team