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Douglas Gardiner Steigerwald

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Personal Details

First Name: Douglas
Middle Name: Gardiner
Last Name: Steigerwald
Suffix:

RePEc Short-ID: pst324

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.ucsb.edu/~doug/
Postal Address:
Phone:

Affiliation

Department of Economics
University of California-Santa Barbara (UCSB)
Location: Santa Barbara, California (United States)
Homepage: http://www.econ.ucsb.edu/
Email:
Phone: (805) 893-3670
Fax: (805) 893-8830
Postal: 2127 North Hall, Santa Barbara, CA 93106-9210
Handle: RePEc:edi:educsus (more details at EDIRC)

Works

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Working papers

  1. Steigerwald, Douglas G & Bostwick, Valerie K, 2012. "Obtaining Critical Values for Test of Markov Regime Switching," University of California at Santa Barbara, Economics Working Paper Series qt3685g3qr, Department of Economics, UC Santa Barbara.
  2. Steigerwald, Douglas & Carter, Andrew, 2011. "Markov Regime-Switching Tests: Asymptotic Critical Values," University of California at Santa Barbara, Economics Working Paper Series qt5rn986z6, Department of Economics, UC Santa Barbara.
  3. Steigerwald, Douglas & Vigna, Giovanni & Kruegel, Christopher & Kemmerer, Richard & Abman, Ryan & Stone-Gross, Brett, 2011. "The Underground Economy of Fake Antivirus Software," University of California at Santa Barbara, Economics Working Paper Series qt7p07k0zr, Department of Economics, UC Santa Barbara.
  4. Carter, Andrew V & Steigerwald, Douglas G, 2010. "Testing for Regime Switching: A Comment," University of California at Santa Barbara, Economics Working Paper Series qt5079q9dc, Department of Economics, UC Santa Barbara.
  5. Owens, John & Steigerwald, Douglas G, 2009. "Noise Reduced Realized Volatility: A Kalman Filter Approach," University of California at Santa Barbara, Economics Working Paper Series qt4n80536m, Department of Economics, UC Santa Barbara.
  6. Steigerwald, Douglas G, 2009. "A Note on the Consumption Function," University of California at Santa Barbara, Economics Working Paper Series qt86d7g7p0, Department of Economics, UC Santa Barbara.
  7. Steigerwald, Douglas G & Erb, Jack, 2007. "Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity," University of California at Santa Barbara, Economics Working Paper Series qt5rv0z5dz, Department of Economics, UC Santa Barbara.
  8. Steigerwald, Douglas G & Conte, Marc, 2007. "Do Daylight-Saving Time Adjustments Really Impact Stock Returns?," University of California at Santa Barbara, Economics Working Paper Series qt3kd37630, Department of Economics, UC Santa Barbara.
  9. Steigerwald, Douglas G, 2006. "A Note on Adaptive Estimation," University of California at Santa Barbara, Economics Working Paper Series qt94v9g27p, Department of Economics, UC Santa Barbara.
  10. Kelly, David L. & Steigerwald, Douglas G, 2003. "Private Information and High-Frequency Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt00n4h4mw, Department of Economics, UC Santa Barbara.
  11. Steigerwald, Doug & Vagnoni, Richard J., 2001. "Option Market Microstructure and Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt1v2059c2, Department of Economics, UC Santa Barbara.
  12. Douglas G. Steigerwald, 2000. "Explaining Stochastic Volatility in Asset Prices," Econometric Society World Congress 2000 Contributed Papers 0441, Econometric Society.
  13. Hahm, J.-H. & Steigerwald, D.G., 1998. "Consumption Adjustment under Changing Income Uncertainty," Papers 345, Australian National University - Department of Economics.
  14. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation for Research in Economics, Yale University.
  15. Roger Craine and Douglas Steigerwald., 1988. "Raiders, Junk Bonds, and Risk," Economics Working Papers 8893, University of California at Berkeley.

Articles

  1. Carter Andrew V. & Steigerwald Douglas G., 2013. "Markov Regime-Switching Tests: Asymptotic Critical Values," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 25-34, July.
  2. Andrew V. Carter & Douglas G. Steigerwald, 2012. "Testing for Regime Switching: A Comment," Econometrica, Econometric Society, vol. 80(4), pages 1809-1812, 07.
  3. John Owens & Douglas G. Steigerwald, 2005. "Inferring Information Frequency and Quality," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(4), pages 500-524.
  4. Kelly David L. & Steigerwald Douglas G, 2004. "Private Information and High-Frequency Stochastic Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-30, March.
  5. Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
  6. Joon-Ho Hahm & Douglas G. Steigerwald, 1999. "Consumption Adjustment under Time-Varying Income Uncertainty," The Review of Economics and Statistics, MIT Press, vol. 81(1), pages 32-40, February.
  7. Whitney K. Newey & Douglas G. Steigerwald, 1997. "Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models," Econometrica, Econometric Society, vol. 65(3), pages 587-600, May.
  8. Douglas G. Steigerwald & Charles Stuart, 1997. "Econometric Estimation Of Foresight: Tax Policy And Investment In The United States," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 32-40, February.
  9. Dougas Steigerwald, 1997. "Uniformly adaptive estimation for models with arma errors," Econometric Reviews, Taylor & Francis Journals, vol. 16(4), pages 393-409.
  10. Crownover, Collin & Pippenger, John & Steigerwald, Douglas G., 1996. "Testing for absolute purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 783-796, October.
  11. Steigerwald, Douglas G., 1996. "Purchasing power parity, unit roots, and dynamic structure," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 343-357, February.
  12. Steigerwald, Douglas G., 1995. "Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models'," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 131-132.
  13. Steigerwald, Douglas G., 1992. "A Course in Econometrics Arthur Goldberger Harvard University Press, 1991," Econometric Theory, Cambridge University Press, vol. 8(03), pages 407-412, September.
  14. Steigerwald, Douglas G., 1992. "Adaptive estimation in time series regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 251-275.
  15. Steigerwald, Douglas G., 1992. "On the finite sample behavior of adaptive estimators," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 371-400.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2012-03-28 2012-11-11. Author is listed
  2. NEP-IUE: Informal & Underground Economics (1) 2012-03-28. Author is listed
  3. NEP-ORE: Operations Research (1) 2012-11-11. Author is listed

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