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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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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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Testing for Regime Switching: A Comment
Carter, Andrew V.
;
Steigerwald, Douglas G.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1809-1813
Persistent link: https://www.econbiz.de/10009997701
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Testing for Regime Switching: A Comment
Carter, Andrew V.
;
Steigerwald, Douglas G.
- In:
Econometrica
80
(
2012
)
4
,
pp. 1809-1812
Persistent link: https://www.econbiz.de/10010562413
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Purchasing power parity, unit roots, and dynamic structure
Steigerwald, Douglas G.
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 343-357
Persistent link: https://www.econbiz.de/10001208685
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Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
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Identifying a source of financial volatility
Steigerwald, Douglas G.
;
Vagnoni, Richard J.
- In:
Identification and inference for econometric models : …
,
(pp. 121-145)
.
2005
Persistent link: https://www.econbiz.de/10003351927
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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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Open trade, price supports, and regional price behavior in Mexican Maize Markets
Davenport, Frank
;
Steigerwald, Douglas G.
;
Sweeney, …
- In:
Economic geography
92
(
2016
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10011558991
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