Douglas G. Steigerwald

Available identifiers

Publication	Date of Publication	Type
The variance of regression coefficients when the population is finite	2024-03-21	Paper
Inference and extrapolation in finite populations with special attention to clustering	2023-07-25	Paper
Markov regime-switching tests: asymptotic critical values	2014-01-21	Paper
Testing for regime switching: a comment	2013-11-08	Paper
Accurately sized test statistics with misspecified conditional homoskedasticity	2011-07-29	Paper
Noise reduced realized volatility: a Kalman filter approach	2010-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q5309191	2007-10-09	Paper
Private Information and High-Frequency Stochastic Volatility	2006-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q4423165	2003-08-25	Paper
Adaptive testing in arch models	2000-11-20	Paper
Uniformly adaptive estimation for models with arma errors	1999-06-14	Paper
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models	1997-09-18	Paper
Reply to B. M. Pötscher's comment on `Adaptive estimation in time series regression models'	1995-06-06	Paper
Adaptive estimation in time series regression models	1993-02-04	Paper

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