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GENERALIZED ADAPTIVE ESTIMATION FOR ECONOMETRIC AND FINANCIAL MODELS.

STEIGERWALD, D.G. - 1990

Persistent link: https://www.econbiz.de/10005478583

Adaptive Testing in Arch Models

Linton, O.B.; Steigerwald, D.G. - In: Econometric reviews 19 (2000) 2, pp. 145-174

Persistent link: https://www.econbiz.de/10006908197

A Course in Econometrics: A Review.

Steigerwald, D.G. - 1991

Persistent link: https://www.econbiz.de/10005776881

Efficient Estimation of Models with Conditional Heteroscedasticity.

Steigerwald, D.G. - 1993

Persistent link: https://www.econbiz.de/10005776884

Volatility.

LeRoy, S.F.; Steigerwald, D.G. - 1992

Persistent link: https://www.econbiz.de/10005776895

Purchasing Power Parity, Unit Roots, and Dynamic Structure.

Pippenger, J.; Steigerwald, D.G. - 1993

Persistent link: https://www.econbiz.de/10005776909

Conditional Heteroscedasticity Modeling in Macroeconomics and Finance.

Steigerwald, D.G. - 1994

Persistent link: https://www.econbiz.de/10005776915

Policy Expectations: Taxes and Investment in the U.S.

Steigerwald, D.G.; Stuart, C. - 1992

Persistent link: https://www.econbiz.de/10005776921

Consumption Adjustment under Changing Income Uncertainty

Hahm, J.-H.; Steigerwald, D.G. - Research School of Pacific and Asian Studies, College … - 1998

We study the effect of income uncertainty on consumption in a model that includes precautionary saving. In contrast to previous studies, we focus on time-series variation in income uncertainty. Our time-series measure of income uncertainty is constructed from a panel of forecasts. We find...

Persistent link: https://www.econbiz.de/10005630817

Adaptive Testing in ARCH Models.

Linton, O.B.; Steigerwald, D.G. - 1995

Persistent link: https://www.econbiz.de/10005631278