Douglas Gardiner Steigerwald
Names
| first: |
Douglas |
| middle: |
Gardiner |
| last: |
Steigerwald |
Identifer
Contact
Affiliations
-
University of California-Santa Barbara (UCSB)
/ Department of Economics
Research profile
author of:
- Markov Regime-Switching Tests: Asymptotic Critical Values (RePEc:bpj:jecome:v:2:y:2013:i:1:p:25-34:n:1)
by Carter Andrew V. & Steigerwald Douglas G. - Private Information and High-Frequency Stochastic Volatility (RePEc:bpj:sndecm:v:8:y:2004:i:1:n:1)
by Kelly David L. & Steigerwald Douglas G - Raiders, Junk Bonds, and Risk (RePEc:cdl:econwp:qt17r0b261)
by Craine, Roger & Steigerwald, Douglas - Private Information and High-Frequency Stochastic Volatility (RePEc:cdl:ucsbec:qt00n4h4mw)
by Kelly, David L. & Steigerwald, Douglas G - Do download reports reliably measure journal usage? Trusting the fox to count your Hens? (RePEc:cdl:ucsbec:qt1f221007)
by Wood-Doughty, Alex & Bergstrom, Ted & Steigerwald, Douglas - Option Market Microstructure and Stochastic Volatility (RePEc:cdl:ucsbec:qt1v2059c2)
by Steigerwald, Doug & Vagnoni, Richard J. - Obtaining Critical Values for Test of Markov Regime Switching (RePEc:cdl:ucsbec:qt3685g3qr)
by Steigerwald, Douglas G & Bostwick, Valerie K - Do Daylight-Saving Time Adjustments Really Impact Stock Returns? (RePEc:cdl:ucsbec:qt3kd37630)
by Steigerwald, Douglas G & Conte, Marc - Noise Reduced Realized Volatility: A Kalman Filter Approach (RePEc:cdl:ucsbec:qt4n80536m)
by Owens, John & Steigerwald, Douglas G - Testing for Regime Switching: A Comment (RePEc:cdl:ucsbec:qt5079q9dc)
by Carter, Andrew V & Steigerwald, Douglas G - Consumption Adjustment under Changing Income Uncertainty (RePEc:cdl:ucsbec:qt5kp8k6xc)
by Steigerwald, Doug - Markov Regime-Switching Tests: Asymptotic Critical Values (RePEc:cdl:ucsbec:qt5rn986z6)
by Steigerwald, Douglas & Carter, Andrew - Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity (RePEc:cdl:ucsbec:qt5rv0z5dz)
by Steigerwald, Douglas G & Erb, Jack - The Underground Economy of Fake Antivirus Software (RePEc:cdl:ucsbec:qt7p07k0zr)
by Steigerwald, Douglas & Vigna, Giovanni & Kruegel, Christopher & Kemmerer, Richard & Abman, Ryan & Stone-Gross, Brett - A Note on the Consumption Function (RePEc:cdl:ucsbec:qt86d7g7p0)
by Steigerwald, Douglas G - A Note on Adaptive Estimation (RePEc:cdl:ucsbec:qt94v9g27p)
by Steigerwald, Douglas G - A Course in EconometricsArthur Goldberger Harvard University Press, 1991 (RePEc:cup:etheor:v:8:y:1992:i:03:p:407-412_01)
by Steigerwald, Douglas G. - Adaptive Testing in ARCH Models (RePEc:cwl:cwldpp:1105)
by Oliver Linton & Douglas G. Steigerwald - Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (RePEc:ecm:emetrp:v:65:y:1997:i:3:p:587-600)
by Whitney K. Newey & Douglas G. Steigerwald - Testing for Regime Switching: A Comment (RePEc:ecm:emetrp:v:80:y:2012:i:4:p:1809-1812)
by Andrew V. Carter & Douglas G. Steigerwald - Explaining Stochastic Volatility in Asset Prices (RePEc:ecm:wc2000:0441)
by Douglas G. Steigerwald - Adaptive estimation in time series regression models (RePEc:eee:econom:v:54:y:1992:i:1-3:p:251-275)
by Steigerwald, Douglas G. - On the finite sample behavior of adaptive estimators (RePEc:eee:econom:v:54:y:1992:i:1-3:p:371-400)
by Steigerwald, Douglas G. - Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' (RePEc:eee:econom:v:66:y:1995:i:1-2:p:131-132)
by Steigerwald, Douglas G. - Purchasing power parity, unit roots, and dynamic structure (RePEc:eee:empfin:v:2:y:1996:i:4:p:343-357)
by Steigerwald, Douglas G. - Testing for absolute purchasing power parity (RePEc:eee:jimfin:v:15:y:1996:i:5:p:783-796)
by Crownover, Collin & Pippenger, John & Steigerwald, Douglas G. - Noise reduced realized volatility: a kalman filter approach (RePEc:eme:aecozz:s0731-9053(05)20008-7)
by John P. Owens & Douglas G. Steigerwald - Raiders, junk bonds, and risk (RePEc:fip:fedhpr:241)
by Roger Craine & Douglas Steigerwald - Consumption Adjustment under Changing Income Uncertainty (RePEc:fth:aunaec:345)
by Hahm, J.-H. & Steigerwald, D.G. - Inferring Information Frequency and Quality (RePEc:oup:jfinec:v:3:y:2005:i:4:p:500-524)
by John Owens & Douglas G. Steigerwald - Uniformly adaptive estimation for models with arma errors (RePEc:taf:emetrv:v:16:y:1997:i:4:p:393-409)
by Dougas Steigerwald - Adaptive testing in arch models (RePEc:taf:emetrv:v:19:y:2000:i:2:p:145-174)
by Oliver Linton & Douglas Steigerwald - 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 - Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets (RePEc:taf:recgxx:v:92:y:2016:i:2:p:201-225)
by Frank Davenport & Doug Steigerwald & Stuart Sweeney - Econometric Estimation Of Foresight: Tax Policy And Investment In The United States (RePEc:tpr:restat:v:79:y:1997:i:1:p:32-40)
by Douglas G. Steigerwald & Charles Stuart - Consumption Adjustment under Time-Varying Income Uncertainty (RePEc:tpr:restat:v:81:y:1999:i:1:p:32-40)
by Joon-Ho Hahm & Douglas G. Steigerwald - Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity (RePEc:tpr:restat:v:99:y:2017:i:4:p:698-709)
by Andrew V. Carter & Kevin T. Schnepel & Douglas G. Steigerwald - Obtaining critical values for test of Markov regime switching (RePEc:tsj:stataj:v:14:y:2014:i:3:p:481-498)
by Valerie K. Bostwick & Douglas G. Steigerwald - Inference for clustered data (RePEc:tsj:stataj:v:18:y:2018:i:2:p:447-460)
by Chang Hyung Lee & Douglas G. Steigerwald - Raiders, Junk Bonds, and Risk (RePEc:ucb:calbwp:8893)
by Roger Craine and Douglas Steigerwald. - Measuring Heterogeneous Effects of Environmental Policies Using Panel Data (RePEc:ucp:jaerec:doi:10.1086/711420)
by Douglas G. Steigerwald & Gonzalo Vazquez-Bare & Jason Maier