Douglas Gardiner Steigerwald
Personal Details
First Name: | Douglas |
Middle Name: | Gardiner |
Last Name: | Steigerwald |
Suffix: | |
RePEc Short-ID: | pst324 |
[This author has chosen not to make the email address public] | |
http://www.econ.ucsb.edu/~doug/ | |
Terminal Degree: | 1989 Department of Economics; University of California-Berkeley (from RePEc Genealogy) |
Affiliation
Department of Economics
University of California-Santa Barbara (UCSB)
Santa Barbara, California (United States)http://www.econ.ucsb.edu/
RePEc:edi:educsus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Wood-Doughty, Alex & Bergstrom, Ted & Steigerwald, Douglas, 2017. "Do download reports reliably measure journal usage? Trusting the fox to count your Hens?," University of California at Santa Barbara, Economics Working Paper Series qt1f221007, Department of Economics, UC Santa Barbara.
- 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.
- Valerie K. Bostwick & Douglas G. Steigerwald, 2014. "Obtaining critical values for test of Markov regime switching," Stata Journal, StataCorp LP, vol. 14(3), pages 481-498, September.
- 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.
- 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.
- 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.
- 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.
- Andrew V. Carter & Douglas G. Steigerwald, 2012. "Testing for Regime Switching: A Comment," Econometrica, Econometric Society, vol. 80(4), pages 1809-1812, July.
- 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.
- 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.
- John P. Owens & Douglas G. Steigerwald, 2006. "Noise reduced realized volatility: a kalman filter approach," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 211-227, Emerald Group Publishing Limited.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Douglas G. Steigerwald, 2000. "Explaining Stochastic Volatility in Asset Prices," Econometric Society World Congress 2000 Contributed Papers 0441, Econometric Society.
- Steigerwald, Doug, 1997.
"Consumption Adjustment under Changing Income Uncertainty,"
University of California at Santa Barbara, Economics Working Paper Series
qt5kp8k6xc, Department of Economics, UC Santa Barbara.
- Hahm, J.-H. & Steigerwald, D.G., 1998. "Consumption Adjustment under Changing Income Uncertainty," Papers 345, Australian National University - Department of Economics.
- Oliver Linton & Douglas G. Steigerwald, 1995.
"Adaptive Testing in ARCH Models,"
Cowles Foundation Discussion Papers
1105, Cowles Foundation for Research in Economics, Yale University.
- Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
- Craine, Roger & Steigerwald, Douglas, 1988.
"Raiders, Junk Bonds, and Risk,"
Department of Economics, Working Paper Series
qt17r0b261, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Roger Craine & Douglas Steigerwald, 1989. "Raiders, junk bonds, and risk," Proceedings 241, Federal Reserve Bank of Chicago.
- Roger Craine and Douglas Steigerwald., 1988. "Raiders, Junk Bonds, and Risk," Economics Working Papers 8893, University of California at Berkeley.
Articles
- Richard Startz & Douglas G. Steigerwald, 2023. "Inference and extrapolation in finite populations with special attention to clustering," Econometric Reviews, Taylor & Francis Journals, vol. 42(4), pages 343-357, April.
- Douglas G. Steigerwald & Gonzalo Vazquez-Bare & Jason Maier, 2021. "Measuring Heterogeneous Effects of Environmental Policies Using Panel Data," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 8(2), pages 277-313.
- Chang Hyung Lee & Douglas G. Steigerwald, 2018. "Inference for clustered data," Stata Journal, StataCorp LP, vol. 18(2), pages 447-460, June.
- Andrew V. Carter & Kevin T. Schnepel & Douglas G. Steigerwald, 2017. "Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 99(4), pages 698-709, July.
- Frank Davenport & Doug Steigerwald & Stuart Sweeney, 2016. "Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets," Economic Geography, Taylor & Francis Journals, vol. 92(2), pages 201-225, April.
- Valerie K. Bostwick & Douglas G. Steigerwald, 2014.
"Obtaining critical values for test of Markov regime switching,"
Stata Journal, StataCorp LP, vol. 14(3), pages 481-498, September.
- 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.
- 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.
- 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.
- Andrew V. Carter & Douglas G. Steigerwald, 2012.
"Testing for Regime Switching: A Comment,"
Econometrica, Econometric Society, vol. 80(4), pages 1809-1812, July.
- 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.
- John Owens & Douglas G. Steigerwald, 2005. "Inferring Information Frequency and Quality," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 500-524.
- 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.
- 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.
- Oliver Linton & Douglas Steigerwald, 2000.
"Adaptive testing in arch models,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
- Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Dougas Steigerwald, 1997. "Uniformly adaptive estimation for models with arma errors," Econometric Reviews, Taylor & Francis Journals, vol. 16(4), pages 393-409.
- 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.
- 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.
- 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.
- Steigerwald, Douglas G., 1996. "Purchasing power parity, unit roots, and dynamic structure," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 343-357, February.
- 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.
- Steigerwald, Douglas G., 1992. "On the finite sample behavior of adaptive estimators," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 371-400.
- Steigerwald, Douglas G., 1992. "A Course in EconometricsArthur Goldberger Harvard University Press, 1991," Econometric Theory, Cambridge University Press, vol. 8(3), pages 407-412, September.
- Steigerwald, Douglas G., 1992. "Adaptive estimation in time series regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 251-275.
Chapters
- John P. Owens & Douglas G. Steigerwald, 2006.
"Noise reduced realized volatility: a kalman filter approach,"
Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 211-227,
Emerald Group Publishing Limited.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2012-03-28 2012-11-11
- NEP-IUE: Informal and Underground Economics (1) 2012-03-28
- NEP-ORE: Operations Research (1) 2012-11-11
- NEP-SOG: Sociology of Economics (1) 2019-04-22
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