Douglas G. Steigerwald

MaRDI QIDQ1203089zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The variance of regression coefficients when the population is finite Journal of Econometrics	2024-03-21	Paper
Inference and extrapolation in finite populations with special attention to clustering Econometric Reviews	2023-07-25	Paper
Markov regime-switching tests: asymptotic critical values Journal of Econometric Methods	2014-01-21	Paper
Testing for regime switching: a comment Econometrica	2013-11-08	Paper
Accurately sized test statistics with misspecified conditional homoskedasticity Journal of Statistical Computation and Simulation	2011-07-29	Paper
Noise reduced realized volatility: a Kalman filter approach Advances in Econometrics	2010-06-30	Paper
scientific article; zbMATH DE number 5198651 (Why is no real title available?)	2007-10-09	Paper
Private Information and High-Frequency Stochastic Volatility Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
scientific article; zbMATH DE number 1971066 (Why is no real title available?) Journal of Computational Analysis and Applications	2003-08-25	Paper
Adaptive testing in arch models Econometric Reviews	2000-11-20	Paper
Uniformly adaptive estimation for models with arma errors Econometric Reviews	1999-06-14	Paper
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models Econometrica	1997-09-18	Paper
Reply to B. M. Pötscher's comment on `Adaptive estimation in time series regression models' Journal of Econometrics	1995-06-06	Paper
Adaptive estimation in time series regression models Journal of Econometrics	1993-02-04	Paper

Research outcomes over time

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