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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

as
Jump to: Working papers Articles Chapters

Working papers

  1. Douglas G. Steigerwald, 2000. "Explaining Stochastic Volatility in Asset Prices," Econometric Society World Congress 2000 Contributed Papers 0441, Econometric Society.
  2. Hahm, J.-H. & Steigerwald, D.G., 1998. "Consumption Adjustment under Changing Income Uncertainty," Papers 345, Australian National University - Department of Economics.
  3. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation for Research in Economics, Yale University.
  4. Roger Craine & Douglas Steigerwald, 1989. "Raiders, junk bonds, and risk," Proceedings 241, Federal Reserve Bank of Chicago.

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Articles

  1. Startz, Richard & Steigerwald, Douglas G., 2024. "The variance of regression coefficients when the population is finite," Journal of Econometrics, Elsevier, vol. 240(1).
  2. 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.
  3. 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.
  4. Chang Hyung Lee & Douglas G. Steigerwald, 2018. "Inference for clustered data," Stata Journal, StataCorp LLC, vol. 18(2), pages 447-460, June.
  5. 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.
  6. 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.
  7. Valerie K. Bostwick & Douglas G. Steigerwald, 2014. "Obtaining critical values for test of Markov regime switching," Stata Journal, StataCorp LLC, vol. 14(3), pages 481-498, September.
  8. 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.
  9. Andrew V. Carter & Douglas G. Steigerwald, 2012. "Testing for Regime Switching: A Comment," Econometrica, Econometric Society, vol. 80(4), pages 1809-1812, July.
  10. John Owens & Douglas G. Steigerwald, 2005. "Inferring Information Frequency and Quality," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 500-524.
  11. 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.
  12. Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
  13. 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.
  14. 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.
  15. Dougas Steigerwald, 1997. "Uniformly adaptive estimation for models with arma errors," Econometric Reviews, Taylor & Francis Journals, vol. 16(4), pages 393-409.
  16. 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.
  17. 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.
  18. Steigerwald, Douglas G., 1996. "Purchasing power parity, unit roots, and dynamic structure," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 343-357, February.
  19. 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.
  20. Steigerwald, Douglas G., 1992. "On the finite sample behavior of adaptive estimators," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 371-400.
  21. Steigerwald, Douglas G., 1992. "Adaptive estimation in time series regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 251-275.
  22. 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.

Chapters

  1. 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.

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