Douglas G. Steigerwald, Ph.D.
Affiliations: | Economics | University of California, Santa Barbara, Santa Barbara, CA, United States |
Area:
econometrics, environmental and resource economicsGoogle:
"Douglas Steigerwald"Children
Sign in to add traineeMorten L. Bech | grad student | 2002 | UC Santa Barbara |
John P. Owens | grad student | 2003 | UC Santa Barbara |
Richard J. Vagnoni | grad student | 2004 | UC Santa Barbara |
Byung-Dong Seo | grad student | 2006 | UC Santa Barbara |
Benjamin Hansen | grad student | 2009 | UC Santa Barbara |
Leopoldo E. Soto Arriagada | grad student | 2011 | UC Santa Barbara |
Francis M. Davenport | grad student | 2013 | UC Santa Barbara |
Ashwin A. Rode | grad student | 2014 | UC Santa Barbara |
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Publications
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Wood-Doughty A, Bergstrom T, Steigerwald DG. (2019) Do download reports reliably measure journal usage? Trusting the fox to count your hens? College & Research Libraries. 80: 694-719 |
Palazzo J, Geyer R, Startz R, et al. (2019) Causal inference for quantifying displaced primary production from recycling Journal of Cleaner Production. 210: 1076-1084 |
Eakin H, Sweeney S, Lerner AM, et al. (2018) Agricultural change and resilience: Agricultural policy, climate trends and market integration in the Mexican maize system Anthropocene. 23: 43-52 |
Sweeney S, Steigerwald DG, Davenport F, et al. (2013) Mexican maize production: Evolving organizational and spatial structures since 1980 Applied Geography. 39: 78-92 |
Carter AV, Steigerwald DG. (2012) Testing for regime switching: A comment Econometrica. 80: 1809-1812 |
Erb J, Steigerwald DG. (2011) Accurately sized test statistics with misspecified conditional homoskedasticity Journal of Statistical Computation and Simulation. 81: 729-747 |
Owens JP, Steigerwald DG. (2006) Noise reduced realized volatility: a kalman filter approach Advances in Econometrics. 20: 211-227 |
Owens J, Steigerwald DG. (2005) Inferring information frequency and quality Journal of Financial Econometrics. 3: 500-524 |
Steigerwald DG, Vagnoni RJ. (2005) Identifying a source of financial volatility Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 121-146 |
Kelly DL, Steigerwald DG. (2004) Private information and high-frequency stochastic volatility Studies in Nonlinear Dynamics and Econometrics. 8 |