Douglas G. Steigerwald

University of California, Santa Barbara (UCSB) - Department of Economics

Prof.

2127 North Hall

Santa Barbara, CA 93106

United States

SCHOLARLY PAPERS

3

DOWNLOADS

7

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

The Variance of Regression Coefficients When the Population Is Finite

Number of pages: 33 Posted: 28 Mar 2022
Richard Startz and Douglas G. Steigerwald
UCSB and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 7 (837,939)

Abstract:

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regression coefficients, finite population

2.

Inferring Information Frequency and Quality

Journal of Financial Econometrics, Vol. 3, No. 4, pp. 500-524, 2005
Posted: 29 Feb 2008
John P. Owens and Douglas G. Steigerwald
Victoria University of Wellington - School of Economics and Finance and University of California, Santa Barbara (UCSB) - Department of Economics

Abstract:

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asymmetric information, high-frequency econometrics

3.

Consistency of Quasi-Maximum Likelihood Estimators for Models with Conditional Heteroskedasticity

Posted: 25 Aug 1998
Whitney K. Newey and Douglas G. Steigerwald
Massachusetts Institute of Technology (MIT) - Department of Economics and University of California, Santa Barbara (UCSB) - Department of Economics

Abstract:

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