Richard Startz
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University of California-Santa Barbara (UCSB)
/ Department of Economics
Research profile
author of:
- Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality (RePEc:aea:aecrev:v:71:y:1981:i:5:p:969-77)
by Startz, Richard - Private Discrimination and Social Intervention in Competitive Labor Markets (RePEc:aea:aecrev:v:73:y:1983:i:3:p:340-47)
by Lundberg, Shelly J & Startz, Richard - Prelude to Macroeconomics (RePEc:aea:aecrev:v:74:y:1984:i:5:p:881-92)
by Startz, Richard - Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions (RePEc:bes:jnlbes:v:26:y:2008:p:1-8)
by Startz, Richard - How Research Goes Astray: Paths And Equilibria (RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1845-1854)
by Richard Startz - A Market-Based Framework for Quantifying Displaced Production from Recycling or Reuse (RePEc:bla:inecol:v:20:y:2016:i:4:p:719-729)
by Trevor Zink & Roland Geyer & Richard Startz - Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’†(RePEc:bla:inecol:v:22:y:2018:i:1:p:211-212)
by Trevor Zink & Roland Geyer & Richard Startz - Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum (RePEc:bla:inecol:v:22:y:2018:i:2:p:314-326)
by Trevor Zink & Roland Geyer & Richard Startz - Are Recoveries all the Same: GDP and TFP? (RePEc:bla:obuest:v:83:y:2021:i:5:p:1111-1129)
by Sui Luo & Yu‐Fan Huang & Richard Startz - Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle (RePEc:bpj:bejmac:v:12:y:2012:i:1:n:31)
by Startz Richard & Tsang Kwok Ping - Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (RePEc:bpj:sndecm:v:11:y:2007:i:1:n:1)
by Ma Jun & Nelson Charles R & Startz Richard - Robust Estimation of ARMA Models with Near Root Cancellation (RePEc:cdl:ucsbec:qt0cw056qz)
by Cogley, Timothy & Startz, Richard - Bayesian IV: the normal case with multiple endogenous variables (RePEc:cdl:ucsbec:qt40v0x246)
by Cogley, Timothy & Startz, Richard - Bayesian Heteroskedasticity-Robust Standard Errors (RePEc:cdl:ucsbec:qt69c4x8m9)
by Startz, Richard - Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle (RePEc:cdl:ucsbec:qt8pw4h6vk)
by Startz, Richard & Tsang, Kwok Ping - Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 (RePEc:cup:etheor:v:21:y:2005:i:03:p:647-652_00)
by Startz, Richard - On the implicit uniform BIC prior (RePEc:ebl:ecbull:eb-14-00147)
by Richard Startz - The path to an economics PhD (RePEc:ebl:ecbull:eb-18-00518)
by Garrison Schlauch & Richard Startz - Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (RePEc:ecm:emetrp:v:58:y:1990:i:4:p:967-76)
by Nelson, Charles R & Startz, Richard - The Zero-Information-Limit Condition and Spurious Inference (RePEc:ecm:nawm04:106)
by Richard Startz & Charles R. Nelson - Improved Inference for the Instrumental Variables Estimator (RePEc:ecm:wc2000:1600)
by Charles Nelson & Richard Startz & Eric Zivot - Computation of linear hypothesis tests for two-stage least squares (RePEc:eee:ecolet:v:11:y:1983:i:1-2:p:129-131)
by Startz, Richard - Feasible generalized least squares using support vector regression (RePEc:eee:ecolet:v:175:y:2019:i:c:p:28-31)
by Miller, Steve & Startz, Richard - The zero-information-limit condition and spurious inference in weakly identified models (RePEc:eee:econom:v:138:y:2007:i:1:p:47-62)
by Nelson, Charles R. & Startz, Richard - Estimation of Markov regime-switching regression models with endogenous switching (RePEc:eee:econom:v:143:y:2008:i:2:p:263-273)
by Kim, Chang-Jin & Piger, Jeremy & Startz, Richard - Testing rational expectations by the use of overidentifying restrictions (RePEc:eee:econom:v:23:y:1983:i:3:p:343-351)
by Startz, Richard - Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 (RePEc:eee:empfin:v:5:y:1998:i:2:p:131-154)
by Kim, Chang-Jin & Nelson, Charles R. & Startz, Richard - Improved recession dating using stock market volatility (RePEc:eee:intfor:v:36:y:2020:i:2:p:507-514)
by Huang, Yu-Fan & Startz, Richard - The NOW account experiment and the demand for money (RePEc:eee:jbfina:v:6:y:1982:i:2:p:179-193)
by Frodin, Joanna H. & Startz, Richard - Do forecast errors or term premia really make the difference between long and short rates? (RePEc:eee:jfinec:v:10:y:1982:i:3:p:323-329)
by Startz, Richard - A Markov model of heteroskedasticity, risk, and learning in the stock market (RePEc:eee:jfinec:v:25:y:1989:i:1:p:3-22)
by Turner, Christopher M. & Startz, Richard & Nelson, Charles R. - Real versus nominal forecast errors in the prediction of foreign exchange rates (RePEc:eee:jimfin:v:1:y:1982:i::p:193-200)
by Meyer, Stephen A. & Startz, Richard - The changing relation between the Canadian and U.S. yield curves (RePEc:eee:jimfin:v:30:y:2011:i:6:p:965-981)
by Wong, Edwin & Lucia, Kathlyn & Price, Stephanie & Startz, Richard - Can money matter? (RePEc:eee:moneco:v:13:y:1984:i:3:p:381-385)
by Startz, Richard - Implicit interest on demand deposits (RePEc:eee:moneco:v:5:y:1979:i:4:p:515-534)
by Startz, Richard - Is it one break or ongoing permanent shocks that explains U.S. real GDP? (RePEc:eee:moneco:v:66:y:2014:i:c:p:155-163)
by Luo, Sui & Startz, Richard - Implicit interest on demand deposits : Reply (RePEc:eee:moneco:v:7:y:1981:i:3:p:403-404)
by Startz, Richard - Robust Estimation of ARMA Models with Near Root Cancellation (RePEc:eme:aecozz:s0731-90532019000040a007)
by Timothy Cogley & Richard Startz - Permanent and transitory components of business cycles: their relative importance and dynamic relationship (RePEc:fip:fedgif:703)
by Chang-Jin Kim & Jeremy M. Piger & Richard Startz - Are nominal wage changes skewed away from wage cuts? commentary (RePEc:fip:fedlrv:y:1999:i:may:p:133-136:n:3)
by Richard Startz - Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve (RePEc:fip:fedlwp:1994-027)
by Michael J. Dueker & Richard Startz - The dynamic relationship between permanent and transitory components of U.S. business cycles (RePEc:fip:fedlwp:2001-017)
by Chang-Jin Kim & Jeremy M. Piger & Richard Startz - Estimation of Markov regime-switching regression models with endogenous switching (RePEc:fip:fedlwp:2003-015)
by Chang-Jin Kim & Jeremy M. Piger & Richard Startz - Implicit Interest on Demand Deposits (RePEc:fth:pennfi:04-79)
by Richard Startz - Testing Rational Expectations by the Use of Overidentifying Restrictions (RePEc:fth:pennfi:04-81)
by Richard Startz - Can Money Matter ? (RePEc:fth:pennfi:04-83)
by Richard Startz - Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates (RePEc:fth:pennfi:05-81)
by Stephen Meyer & Richard Startz - Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? (RePEc:fth:pennfi:08-81)
by Richard Startz - The NOW Account Experiment and the Demand for Money (RePEc:fth:pennfi:11-79)
by Joanna H. Frodin & Richard Startz - Competition and Interest Rate Ceilings in Commerical Banking (RePEc:fth:pennfi:12-79)
by Richard Startz - Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality (RePEc:fth:pennfi:12-80)
by Richard Startz - Private Discrimination and Social Intervention in Competitive Labor Markets (RePEc:fth:pennfi:19-81)
by Richard Startz & Lundberg - Implicit Interest on Demand Deposits (RePEc:fth:pennfi:4-79)
by Richard Startz - Testing Rational Expectations by the Use of Overidentifying Restrictions (RePEc:fth:pennfi:4-81)
by Richard Startz - Can Money Matter ? (RePEc:fth:pennfi:4-83)
by Richard Startz - Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates (RePEc:fth:pennfi:5-81)
by Stephen Meyer & Richard Startz - Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? (RePEc:fth:pennfi:8-81)
by Richard Startz - Improved Inference for the Instrumental Variable Estimator (RePEc:fth:washer:0039)
by Richard Startz & Charles Nelson & Eric Zivot - Race, Information, and Segregation (RePEc:fth:washer:0047)
by Shelly Lundberg & Richard Startz - Growth States and Shocks (RePEc:fth:washer:0064)
by Richard Startz - Inequality and Race: Models and Policy (RePEc:fth:washer:0067)
by Shelly Lundberg & Richard Startz - Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator (RePEc:fth:washer:88-06)
by Nelson, C. & Startz, R. - The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One (RePEc:fth:washer:88-07)
by Nelson, C. & Startz, R. - Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence (RePEc:fth:washer:88-15)
by Kim, M.J. & Nelson, C.R. & Startz, R. - The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market (RePEc:fth:washer:89-01)
by Turner, C.M. & Startz, R. & Nelson, C.R. - Consumption With A Possibly Finit Horizon (RePEc:fth:washer:90-05)
by Startz, R. - More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong (RePEc:fth:washer:90-29)
by Nelson, C.R. & Startz, R. - Notes on Imperfect Competition and New Keynesian Economics (RePEc:fth:washer:90-34)
by Startz, R. - Addition and Interdependence : Positive and Normative Predictions (RePEc:fth:washer:92-02)
by Startz, R. - On the Persistence of Racial Inequality (RePEc:fth:washer:92-04)
by Lundberg, S. & Startz, R. - Fractional Integration and Cointegration (RePEc:fth:washer:93-08)
by Dueker, M. & Startz, R. - On the Persistence of Racial Inequality (RePEc:fth:washer:94-07)
by Lundberg, S.J.Startz, R. - Inequality and Race: Models and Policy (RePEc:fth:washer:96-04)
by Lundberg, S.J. & Startz, R. - Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization (RePEc:fth:washer:96-11)
by Kim, C.J. & Nelson, C.R. & Startz, R. - Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:fth:washer:96-15)
by Nelson, C.R. & Startz, R. & Zivot, E. - Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:fth:washer:97-17)
by Zivot, E & Startz, R & Nelson, C-R - Not p -Values, Said a Little Bit Differently (RePEc:gam:jecnmx:v:7:y:2019:i:1:p:11-:d:213502)
by Richard Startz - Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:ier:iecrev:v:39:y:1998:i:4:p:1119-46)
by Zivot, Eric & Startz, Richard & Nelson, Charles R - Information and Racial Exclusion (RePEc:iza:izadps:dp1389)
by Lundberg, Shelly & Startz, Richard - Why were changes in the federal funds rate smaller in the 1990s? (RePEc:jae:japmet:v:19:y:2004:i:3:p:339-354)
by Arabinda Basistha & Richard Startz - Growth States and Shocks (RePEc:kap:jecgro:v:3:y:1998:i:3:p:203-15)
by Startz, Richard - The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles (RePEc:mcb:jmoncb:v:39:y:2007:i:1:p:187-204)
by Chang-Jin Kim & Jeremy M. Piger & Richard Startz - An Unobserved Components Model of the Yield Curve (RePEc:mcb:jmoncb:v:42:y:2010:i:8:p:1613-1640)
by Richard Startz & Kwok Ping Tsang - Less than 2 °C warming by 2100 unlikely (RePEc:nat:natcli:v:7:y:2017:i:9:d:10.1038_nclimate3352)
by Adrian E. Raftery & Alec Zimmer & Dargan M. W. Frierson & Richard Startz & Peiran Liu - Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (RePEc:nbr:nberte:0068)
by Charles R. Nelson & Richard Startz - The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One (RePEc:nbr:nberte:0069)
by Charles R. Nelson & Richard Startz - Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (RePEc:nbr:nberwo:2795)
by Myung Jig Kim & Charles R. Nelson & Richard Startz - A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market (RePEc:nbr:nberwo:2818)
by Christopher M. Turner & Richard Startz & Charles R. Nelson - Choosing the More Likely Hypothesis (RePEc:now:fnteco:0800000028)
by Startz, Richard - Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models (RePEc:oup:qjecon:v:104:y:1989:i:4:p:737-752.)
by Richard Startz - Competition and Interest Rate Ceilings in Commercial Banking (RePEc:oup:qjecon:v:98:y:1983:i:2:p:255-265.)
by Richard Startz - Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (RePEc:oup:restud:v:58:y:1991:i:3:p:515-528.)
by Myung Jig Kim & Charles R. Nelson & Richard Startz - The Retirement-Consumption Puzzle A Marital Bargaining Approach (RePEc:ran:wpaper:dru-2506-nichd)
by Shelly Lundberg & Richard Startz & Steve Stillman - Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach (RePEc:sce:scecf5:46)
by Arabinda Basistha & Richard Startz - Information and racial exclusion (RePEc:spr:jopoec:v:20:y:2007:i:3:p:621-642)
by Shelly Lundberg & Richard Startz - Covid, colleges, and classes (RePEc:taf:applec:v:55:y:2023:i:5:p:531-545)
by Danny Klinenberg & Richard Startz - Inference and extrapolation in finite populations with special attention to clustering (RePEc:taf:emetrv:v:42:y:2023:i:4:p:343-357)
by Richard Startz & Douglas G. Steigerwald - Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? (RePEc:tpr:edfpol:v:7:y:2012:i:3:p:360-374)
by Richard Startz - The Stochastic Behavior of Durable and Nondurable Consumption (RePEc:tpr:restat:v:71:y:1989:i:2:p:356-63)
by Startz, Richard - Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates (RePEc:tpr:restat:v:80:y:1998:i:3:p:420-426)
by Michael Dueker & Richard Startz - Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach (RePEc:tpr:restat:v:90:y:2008:i:4:p:805-811)
by Arabinda Basistha & Richard Startz - On the Persistence of Racial Inequality (RePEc:ucp:jlabec:v:16:y:1998:i:2:p:292-323)
by Lundberg, Shelly & Startz, Richard - The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One (RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s125-40)
by Nelson, Charles R & Startz, Richard - Improved Inference for the Instrumental Variable Estimator (RePEc:udb:wpaper:0039)
by Richard Startz & Charles Nelson & Eric Zivot - Race, Information, and Segregation (RePEc:udb:wpaper:0047)
by Shelly Lundberg & Richard Startz - Growth States and Shocks (RePEc:udb:wpaper:0064)
by Richard Startz - Inequality and Race: Models and Policy (RePEc:udb:wpaper:0067)
by Shelly Lundberg & Richard Startz - Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator (RePEc:udb:wpaper:88-06)
by Nelson, C. & Startz, R. - The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One (RePEc:udb:wpaper:88-07)
by Nelson, C. & Startz, R. - Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence (RePEc:udb:wpaper:88-15)
by Kim, M.J. & Nelson, C.R. & Startz, R. - The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market (RePEc:udb:wpaper:89-01)
by Turner, C.M. & Startz, R. & Nelson, C.R. - Consumption With A Possibly Finit Horizon (RePEc:udb:wpaper:90-05)
by Startz, R. - More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong (RePEc:udb:wpaper:90-29)
by Nelson, C.R. & Startz, R. - Notes on Imperfect Competition and New Keynesian Economics (RePEc:udb:wpaper:90-34)
by Startz, R. - Addition and Interdependence : Positive and Normative Predictions (RePEc:udb:wpaper:92-02)
by Startz, R. - On the Persistence of Racial Inequality (RePEc:udb:wpaper:92-04)
by Lundberg, S. & Startz, R. - Fractional Integration and Cointegration (RePEc:udb:wpaper:93-08)
by Dueker, M. & Startz, R. - On the Persistence of Racial Inequality (RePEc:udb:wpaper:94-07)
by Lundberg, S.J.Startz, R. - Inequality and Race: Models and Policy (RePEc:udb:wpaper:96-04)
by Lundberg, S.J. & Startz, R. - Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization (RePEc:udb:wpaper:96-11)
by Kim, C.J. & Nelson, C.R. & Startz, R. - Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:udb:wpaper:96-15)
by Nelson, C.R. & Startz, R. & Zivot, E. - Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:udb:wpaper:97-17)
by Zivot, E & Startz, R & Nelson, C-R - Why Were Changes in the Federal Funds Rate Smaller in the 1990s? (RePEc:udb:wpaper:uwec-2002-02)
by Arabinda Basistha & Richard Startz - A Markov Switching Model of Congressional Partisan Regimes (RePEc:udb:wpaper:uwec-2002-03)
by Bryan Jones & Chang-Jin Kim & Richard Startz - Partial Adjustment As Optimal Response in a Dynamic Brainard Model (RePEc:udb:wpaper:uwec-2003-20)
by Richard Startz - The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle (RePEc:udb:wpaper:uwec-2003-36)
by Chang-Jin Kim & Jeremy Piger & Richard Startz - The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models (RePEc:udb:wpaper:uwec-2004-03-fc)
by Charles Nelson & Richard Startz - Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach (RePEc:udb:wpaper:uwec-2004-22)
by Arabinda Basistha & Richard Startz - The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium (RePEc:udb:wpaper:uwec-2005-25)
by Erika Gulyas & Richard Startz - The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models (RePEc:udb:wpaper:uwec-2006-07-p)
by Charles Nelson & Richard Startz - Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions (RePEc:udb:wpaper:uwec-2006-10-fc)
by Richard Startz - Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified (RePEc:udb:wpaper:uwec-2006-14-p)
by Jun Ma & Charles Nelson & Richard Startz - The Yield Curve through Time and Across Maturities (RePEc:udb:wpaper:uwec-2007-05)
by Richard Startz & Kwok Ping Tsang - Are Consumers Forward-Looking? (RePEc:udb:wpaper:uwec-2007-22)
by Richard Startz - The Changing Relation Between the Canadian and U.S. Yield Curves (RePEc:udb:wpaper:uwec-2008-05)
by Kathlyn Lucia & Stephanie Price & Edwin Wong & Richard Startz - Non-Exponential Discounting: A Direct Test (RePEc:udb:wpaper:uwec-2008-25)
by Richard Startz & Kwok Ping Tsang - Litigant Resources and the Evolution of Legal Precedent (RePEc:udb:wpaper:uwec-2009-18)
by Richard Startz & Albert Yoon - Valid Confidence Regions and Inference in the Presence of Weak Instruments (RePEc:udb:wpaper:_002)
by Eric Zivot & Charles R. Nelson & Richard Startz - The next hundred years of growth and convergence (RePEc:wly:japmet:v:35:y:2020:i:1:p:99-113)
by Richard Startz - The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles (RePEc:wly:jmoncb:v:39:y:2007:i:1:p:187-204)
by Chang‐Jin Kim & Jeremy M. Piger & Richard Startz - An Unobserved Components Model of the Yield Curve (RePEc:wly:jmoncb:v:42:y:2010:i:8:p:1613-1640)
by Richard Startz & Kwok Ping Tsang - Monetary shock measurement and stock markets (RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:685-706)
by Arabinda Basistha & Richard Startz - Valid Confidence Regions and Inference in the Presence of Weak Instruments (RePEc:wop:wuecwp:_002)
by Eric Zivot & Charles R. Nelson & Richard Startz - Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:wpa:wuwpem:9612002)
by Charles R. Nelson & Richard Startz & Eric Zivot - Improved Inference for the Instrumental Variable Estimator (RePEc:wpa:wuwpem:9905001)
by Richard Startz & Charles Nelson & Eric Zivot