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Markov Regime-Switching Tests:...
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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
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Markov regime-switching tests: asymptotic critical values
Carter, Andrew V.
;
Steigerwald, Douglas G.
- In:
Journal of econometric methods
2
(
2013
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009784220
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3
Asymptotic behavior of a t-test robust to cluster heterogeneity
Carter, Andrew V.
;
Schnepel, Kevin T.
;
Steigerwald, …
- In:
The review of economics and statistics
99
(
2017
)
4
,
pp. 698-709
Persistent link: https://www.econbiz.de/10011781195
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4
Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
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5
Noise reduced realized volatility : a kalman filter approach
Owens, John P.
;
Steigerwald, Douglas G.
-
2006
Persistent link: https://www.econbiz.de/10003331379
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6
Inferring information frequency and quality
Owens, John
;
Steigerwald, Douglas G.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 500-524
Persistent link: https://www.econbiz.de/10003154299
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Private information and high-frequency stochastic volatility
Kelly, David L.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10002651394
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8
Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
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9
Testing for absolute purchasing power parity
Crownover, Collin
- In:
Journal of international money and finance
15
(
1996
)
5
,
pp. 783-796
Persistent link: https://www.econbiz.de/10001212760
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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
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