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Uniformly adaptive estimation for models with ARMA errors

Steigerwald, Douglas G. - In: Econometric reviews 16 (1997) 4, pp. 393-409

Persistent link: https://www.econbiz.de/10001230026

Econometric estimation of foresight : tax policy and investment in the United States

Steigerwald, Douglas G. - In: The review of economics and statistics 79 (1997) 1, pp. 32-40

Persistent link: https://www.econbiz.de/10001215967

Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models

Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 587-599

Persistent link: https://www.econbiz.de/10001221204

Testing for regime switching : a comment

Carter, Andrew V.; Steigerwald, Douglas G. - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1809-1812

Persistent link: https://www.econbiz.de/10009629511

The Variance of Regression Coefficients When the Population Is Finite

Startz, Richard; Steigerwald, Douglas G. - 2022

We provide general results for the asymptotic variance of regression coefficients computedfrom a sample drawn from a finite population. We encompass the potentialoutcomes and classic regression frameworks allowing for both heterogeneous treatmenteffects and random-across-resampling shocks....

Persistent link: https://www.econbiz.de/10013295630