Douglas Gardiner Steigerwald : Citation Profile

University of California-Santa Barbara (UCSB)

10

H index

10

i10 index

454

Citations

RESEARCH PRODUCTION:

22

Articles

19

Papers

1

Chapters

RESEARCH ACTIVITY:

   36 years (1988 - 2024). See details.
   Cites by year: 12
   Journals where Douglas Gardiner Steigerwald has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 8 (1.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst324
   Updated: 2026-02-14    RAS profile: 2024-04-09    
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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:

MacKinnon, James (35)

Sentana, Enrique (32)

Webb, Matthew (31)

Nielsen, Morten (29)

Fiorentini, Gabriele (29)

Drost, Feike C. (11)

Bande, Roberto (7)

Luger, Richard (7)

Sansone, Dario (6)

Menegatti, Mario (6)

Crucini, Mario (6)

Cites to:

Andrews, Donald (5)

LINTON, OLIVER (5)

Bollerslev, Tim (5)

Andersen, Torben (5)

Phillips, Peter (5)

Wooldridge, Jeffrey (4)

Tauchen, George (4)

Diebold, Francis (4)

Engle, Robert (4)

Milgrom, Paul (4)

Baillie, Richard (4)

Main data

Where Douglas Gardiner Steigerwald has published?

Journals with more than one article published# docs
Journal of Econometrics4
The Review of Economics and Statistics3
Econometric Reviews3
Econometrica2
Stata Journal2

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 Barbara13

Recent works citing Douglas Gardiner Steigerwald (2025 and 2024)

YearTitle of citing document
2024Do Ambassadors Matter? The effect of ambassadors on trade promotion.. (2024). Franco, Riottini Depetris. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4757.

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2025Assessing Inference Methods. (2022). Ferman, Bruno. In: Papers. RePEc:arx:papers:1912.08772.

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2025Cluster-robust jackknife and bootstrap inference for binary response models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.00650.

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2025Jackknife inference with two-way clustering. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.08880.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2025On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2025). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:2504.21669.

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2024Method of Moments and Maximum Likelihood in the Laboratory. (2024). Levine, David K. In: Levine's Working Paper Archive. RePEc:cla:levarc:11694000000000208.

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2024Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Ait-Sahalia, Yacine ; Xu, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389.

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2024Specification tests for non-Gaussian structural vector autoregressions. (2024). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001490.

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2024Personal income tax reform and household savings rates: Evidence from a quasi-natural experiment in China. (2024). Zhao, Yang ; Zeng, Wenrui ; Li, Yating ; Chen, Yulong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006586.

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2024The effect of physical collateral and personal guarantees on business startups. (2024). Tsuruta, Daisuke ; Ono, Arito ; Honjo, Yuji. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000146.

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2024Farmer response to policy induced water reductions: Evidence from the Colorado River. (2024). Harris, Lena. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000603.

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2024Political instability and economic growth: Causation and transmission. (2024). Dirks, Maximilian W ; Schmidt, Torsten. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000880.

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2025Lady Justice: The impact of female judges on jury trial verdicts in North Carolina. (2025). Foresta, Alessandra. In: European Journal of Political Economy. RePEc:eee:poleco:v:88:y:2025:i:c:s0176268025000382.

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2025When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75.

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2025The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425.

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2024Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2024). Tortarolo, Dario ; Cruces, Guillermo ; Vazquez-Bare, Gonzalo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17256.

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2025Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2025). Tortarolo, Dario ; Vazquez-Bare, Gonzalo ; Cruces, Guillermo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17692.

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2025Partisan Mortality Cycles. (2025). Whitacre, Travis ; Millimet, Daniel L. In: IZA Discussion Papers. RePEc:iza:izadps:dp17824.

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2024Wind Turbines and Property Values: A Meta-Regression Analysis. (2024). Schutt, Marvin. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:1:d:10.1007_s10640-023-00809-y.

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2024Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1515.

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2024Jackknife Inference with Two-Way Clustering. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1516.

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2024Do Ambassadors Matter? The effect of ambassadors on trade promotion.. (2024). Depetris, Franco Riottini. In: Young Researchers Working Papers. RePEc:sad:ypaper:15.

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2024A STEM Penalty from Affirmative Action Bans?. (2024). Mickey-Pabello, David. In: Research in Higher Education. RePEc:spr:reihed:v:65:y:2024:i:1:d:10.1007_s11162-023-09739-6.

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2024On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_04.

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2025Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2025). Tortarolo, Dario ; Vazquez-Bare, Gonzalo ; Cruces, Guillermo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11059.

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2025Video assistant referee and home field advantage: Implications for referee bias. (2025). Uhrig, Richard ; Cross, Jeffrey ; Abbate, Camilo. In: Southern Economic Journal. RePEc:wly:soecon:v:91:y:2025:i:3:p:1176-1196.

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Works by Douglas Gardiner Steigerwald:

YearTitleTypeCited
2013Markov Regime-Switching Tests: Asymptotic Critical Values In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article13
2011Markov 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
2004Private Information and High-Frequency Stochastic Volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2003Private 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
1988Raiders, Junk Bonds, and Risk In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper1
1989Raiders, junk bonds, and risk.(1989) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1988Raiders, Junk Bonds, and Risk..(1988) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Do 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]		paper0
2001Option Market Microstructure and Stochastic Volatility In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2012Obtaining Critical Values for Test of Markov Regime Switching In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper2
2014Obtaining 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
2007Do Daylight-Saving Time Adjustments Really Impact Stock Returns? In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Noise Reduced Realized Volatility: A Kalman Filter Approach In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper6
2006Noise reduced realized volatility: a kalman filter approach.(2006) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		chapter
2010Testing for Regime Switching: A Comment In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper21
2012Testing for Regime Switching: A Comment.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
1997Consumption Adjustment under Changing Income Uncertainty In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper5
1998Consumption Adjustment under Changing Income Uncertainty.(1998) In: Australian National University - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2007Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2011The Underground Economy of Fake Antivirus Software In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2009A Note on the Consumption Function In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2006A Note on Adaptive Estimation In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
1992A Course in EconometricsArthur Goldberger Harvard University Press, 1991 In: Econometric Theory.
[Full Text][Citation analysis]		article0
1995Adaptive Testing in ARCH Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
2000Adaptive testing in arch models.(2000) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
1997Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models In: Econometrica.
[Citation analysis]		article120
2000Explaining Stochastic Volatility in Asset Prices In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
2024The variance of regression coefficients when the population is finite In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1992Adaptive estimation in time series regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
1992On the finite sample behavior of adaptive estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1995Reply to B.M. Potschers comment on adaptive estimation in time series regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1996Purchasing power parity, unit roots, and dynamic structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article19
1996Testing for absolute purchasing power parity In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article29
2005Inferring Information Frequency and Quality In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article6
1997Uniformly adaptive estimation for models with arma errors In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2023Inference and extrapolation in finite populations with special attention to clustering In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2016Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets In: Economic Geography.
[Full Text][Citation analysis]		article2
1997Econometric Estimation Of Foresight: Tax Policy And Investment In The United States In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article22
1999Consumption Adjustment under Time-Varying Income Uncertainty In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article57
2017Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article91
2018Inference for clustered data In: Stata Journal.
[Full Text][Citation analysis]		article17
2021Measuring Heterogeneous Effects of Environmental Policies Using Panel Data In: Journal of the Association of Environmental and Resource Economists.
[Full Text][Citation analysis]		article3

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