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Douglas G. Steigerwald
Douglas G. Steigerwald
Professor of Economics, UC Santa Barbara
Email confirmado em econ.ucsb.edu - Página inicial
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Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models
WK Newey, DG Steigerwald
Econometrica: Journal of the Econometric Society, 587-599, 1997
2731997
The underground economy of fake antivirus software
B Stone-Gross, R Abman, RA Kemmerer, C Kruegel, DG Steigerwald, ...
Economics of information security and privacy III, 55-78, 2013
1752013
Asymptotic Behavior of a t-Test Robust to Cluster Heterogeneity
AV Carter, KT Schnepel, DG Steigerwald
Review of Economics and Statistics 99 (4), 698-709, 2017
1682017
Consumption adjustment under time-varying income uncertainty
JH Hahm, DG Steigerwald
Review of Economics and Statistics 81 (1), 32-40, 1999
1151999
Mexican maize production: Evolving organizational and spatial structures since 1980
S Sweeney, DG Steigerwald, F Davenport, H Eakin
Applied Geography 39, 78-92, 2013
852013
Testing for absolute purchasing power parity
C Crownover, J Pippenger, DG Steigerwald
Journal of International Money and Finance 15 (5), 783-796, 1996
771996
Adaptive estimation in time series regression models
DG Steigerwald
Journal of Econometrics 54 (1-3), 251-275, 1992
451992
Inference for clustered data
CH Lee, DG Steigerwald
The Stata Journal 18 (2), 447-460, 2018
442018
Agricultural change and resilience: Agricultural policy, climate trends and market integration in the Mexican maize system
H Eakin, S Sweeney, AM Lerner, K Appendini, H Perales, DG Steigerwald, ...
Anthropocene 23, 43-52, 2018
422018
Purchasing power parity, unit roots, and dynamic structure
DG Steigerwald
Journal of Empirical Finance 2 (4), 343-357, 1996
411996
Testing for regime switching: a comment
AV Carter, DG Steigerwald
Econometrica 80 (4), 1809-1812, 2012
282012
Efficient estimation of models with conditional heteroscedasticity
DG Steigerwald
University of California at Santa Barbara, Economics Working Paper Series, 1993
241993
Inferring information frequency and quality
J Owens, DG Steigerwald
Journal of Financial Econometrics 3 (4), 500-524, 2005
21*2005
Econometric estimation of foresight: Tax policy and investment in the United States
DG Steigerwald, C Stuart
Review of Economics and Statistics 79 (1), 32-40, 1997
211997
Do download reports reliably measure journal usage? Trusting the fox to count your hens?
A Wood-Doughty, T Bergstrom, D Steigerwald
202017
Noise reduced realized volatility: a Kalman filter approach
JP Owens, DG Steigerwald
Econometric Analysis of Financial and Economic Time Series, 211-227, 2006
202006
Volatility
SF LeRoy, DG Steigerwald
Handbooks in Operations Research and Management Science 9, 411-433, 1995
19*1995
Measuring heterogeneous effects of environmental policies using panel data
DG Steigerwald, G Vazquez-Bare, J Maier
Journal of the Association of Environmental and Resource Economists 8 (2 …, 2021
18*2021
Markov regime-switching tests: asymptotic critical values
AV Carter, DG Steigerwald
Journal of Econometric Methods 2 (1), 25-34, 2013
162013
On the finite sample behavior of adaptive estimators
DG Steigerwald
Journal of Econometrics 54 (1-3), 371-400, 1992
161992
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