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Details about Richard Startz

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Homepage:https://startz.weebly.com/
Workplace:Department of Economics, University of California-Santa Barbara (UCSB), (more information at EDIRC)

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Last updated 2023-07-06. Update your information in the RePEc Author Service.

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Working Papers

2012

  1. Bayesian Heteroskedasticity-Robust Standard Errors
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara Downloads View citations (3)
  2. Bayesian IV: the normal case with multiple endogenous variables
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara Downloads View citations (3)
  3. Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara Downloads View citations (1)
    See also Journal Article Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle, The B.E. Journal of Macroeconomics, De Gruyter (2012) Downloads View citations (1) (2012)
  4. Robust Estimation of ARMA Models with Near Root Cancellation
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara Downloads
    See also Chapter Robust Estimation of ARMA Models with Near Root Cancellation, Advances in Econometrics, Emerald Group Publishing Limited (2019) Downloads View citations (2) (2019)

2009

  1. Litigant Resources and the Evolution of Legal Precedent
    Working Papers, University of Washington, Department of Economics Downloads

2008

  1. Non-Exponential Discounting: A Direct Test
    Working Papers, University of Washington, Department of Economics Downloads
  2. The Changing Relation Between the Canadian and U.S. Yield Curves
    Working Papers, University of Washington, Department of Economics Downloads
    See also Journal Article The changing relation between the Canadian and U.S. yield curves, Journal of International Money and Finance, Elsevier (2011) Downloads View citations (3) (2011)

2007

  1. Are Consumers Forward-Looking?
    Working Papers, University of Washington, Department of Economics Downloads
  2. Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified
    Working Papers, University of Washington, Department of Economics Downloads View citations (20)
    See also Journal Article Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2007) Downloads View citations (22) (2007)
  3. The Yield Curve through Time and Across Maturities
    Working Papers, University of Washington, Department of Economics Downloads
  4. The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models
    Working Papers, University of Washington, Department of Economics Downloads View citations (23)
    Also in Working Papers, University of Washington, Department of Economics (2004) Downloads

    See also Journal Article The zero-information-limit condition and spurious inference in weakly identified models, Journal of Econometrics, Elsevier (2007) Downloads View citations (30) (2007)

2005

  1. Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)
    Also in Working Papers, University of Washington, Department of Economics (2004) Downloads View citations (10)
  2. The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium
    Working Papers, University of Washington, Department of Economics Downloads
  3. The dynamic relationship between permanent and transitory components of U.S. business cycles
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    Also in Working Papers, University of Washington, Department of Economics (2003) Downloads View citations (1)

    See also Journal Article The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles, Journal of Money, Credit and Banking, Blackwell Publishing (2007) Downloads View citations (8) (2007)

2004

  1. Estimation of Markov regime-switching regression models with endogenous switching
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (31)
    See also Journal Article Estimation of Markov regime-switching regression models with endogenous switching, Journal of Econometrics, Elsevier (2008) Downloads View citations (129) (2008)
  2. Information and Racial Exclusion
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (4)
    See also Journal Article Information and racial exclusion, Journal of Population Economics, Springer (2007) Downloads View citations (6) (2007)
  3. The Zero-Information-Limit Condition and Spurious Inference
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (1)

2003

  1. A Markov Switching Model of Congressional Partisan Regimes
    Working Papers, University of Washington, Department of Economics Downloads
  2. Partial Adjustment As Optimal Response in a Dynamic Brainard Model
    Working Papers, University of Washington, Department of Economics Downloads View citations (2)

2002

  1. Why Were Changes in the Federal Funds Rate Smaller in the 1990s?
    Working Papers, University of Washington, Department of Economics Downloads
    See also Journal Article Why were changes in the federal funds rate smaller in the 1990s?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2004) Downloads View citations (4) (2004)

2001

  1. Permanent and transitory components of business cycles: their relative importance and dynamic relationship
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  2. The Retirement-Consumption Puzzle A Marital Bargaining Approach
    Working Papers, RAND Corporation Downloads View citations (9)

2000

  1. Improved Inference for the Instrumental Variables Estimator
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) Downloads View citations (9)
    Working Papers, University of Washington, Department of Economics (1999) Downloads View citations (8)
    Econometrics, University Library of Munich, Germany (1999) Downloads View citations (10)

1998

  1. Growth States and Shocks
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington Downloads View citations (17)
    Also in Working Papers, University of Washington, Department of Economics (1998) Downloads View citations (17)

    See also Journal Article Growth States and Shocks, Journal of Economic Growth, Springer (1998) Downloads View citations (17) (1998)
  2. Inequality and Race: Models and Policy
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington Downloads View citations (2)
    Also in Working Papers, University of Washington, Department of Economics (1996) View citations (2)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996) View citations (4)
    Working Papers, University of Washington, Department of Economics (1998) Downloads View citations (2)
  3. Race, Information, and Segregation
    Working Papers, University of Washington, Department of Economics Downloads View citations (12)
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1998) View citations (10)

1997

  1. Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
  2. Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    Working Papers, University of Washington, Department of Economics
    Also in Working Papers, University of Washington, Department of Economics (1996)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1997)
    Econometrics, University Library of Munich, Germany (1996) Downloads View citations (18)

    See also Journal Article Valid Confidence Intervals and Inference in the Presence of Weak Instruments, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1998) View citations (54) (1998)

1996

  1. Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996)
  2. Valid Confidence Regions and Inference in the Presence of Weak Instruments
    Working Papers, University of Washington, Department of Economics Downloads
    Also in Working Papers, University of Washington, Department of Economics (1996)

1994

  1. On the Persistence of Racial Inequality
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1994) View citations (1)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1992) View citations (3)
    Working Papers, University of Washington, Department of Economics (1992)

    See also Journal Article On the Persistence of Racial Inequality, Journal of Labor Economics, University of Chicago Press (1998) Downloads View citations (54) (1998)

1993

  1. Fractional Integration and Cointegration
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1993)

1992

  1. Addition and Interdependence: Positive and Normative Predictions
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1992)

1990

  1. CONSUMPTION WITH A POSSIBLY FINIT HORIZON
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1990)
  2. More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong
    Working Papers, University of Washington, Department of Economics View citations (2)
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1990) View citations (1)
  3. Notes on Imperfect Competition and New Keynesian Economics
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1990)

1989

  1. A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (267)
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1989) View citations (202)
    Working Papers, University of Washington, Department of Economics (1989) View citations (264)

    See also Journal Article A Markov model of heteroskedasticity, risk, and learning in the stock market, Journal of Financial Economics, Elsevier (1989) Downloads View citations (262) (1989)

1988

  1. MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE
    Working Papers, University of Washington, Department of Economics View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (87)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1988) View citations (10)

    See also Journal Article Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence, The Review of Economic Studies, Review of Economic Studies Ltd (1991) Downloads View citations (171) (1991)
  2. SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations (29)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (41)
    Working Papers, University of Washington, Department of Economics (1988) View citations (6)

    See also Journal Article Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator, Econometrica, Econometric Society (1990) Downloads View citations (266) (1990)
  3. THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations (4)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (4)
    Working Papers, University of Washington, Department of Economics (1988) View citations (6)

    See also Journal Article The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One, The Journal of Business, University of Chicago Press (1990) Downloads View citations (255) (1990)

Undated

  1. Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions
    Working Papers, University of Washington, Department of Economics View citations (5)
    See also Journal Article Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions, Journal of Business & Economic Statistics, American Statistical Association (2008) Downloads View citations (23) (2008)
  2. Can Money Matter ?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

    See also Journal Article Can money matter?, Journal of Monetary Economics, Elsevier (1984) Downloads View citations (8) (1984)
  3. Competition and Interest Rate Ceilings in Commerical Banking
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article Competition and Interest Rate Ceilings in Commercial Banking, The Quarterly Journal of Economics, President and Fellows of Harvard College (1983) Downloads View citations (14) (1983)
  4. Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

    See also Journal Article Do forecast errors or term premia really make the difference between long and short rates?, Journal of Financial Economics, Elsevier (1982) Downloads View citations (22) (1982)
  5. Implicit Interest on Demand Deposits
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

    See also Journal Article Implicit interest on demand deposits, Journal of Monetary Economics, Elsevier (1979) Downloads View citations (21) (1979)
  6. Private Discrimination and Social Intervention in Competitive Labor Markets
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (21)
    See also Journal Article Private Discrimination and Social Intervention in Competitive Labor Markets, American Economic Review, American Economic Association (1983) Downloads View citations (288) (1983)
  7. Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

    See also Journal Article Real versus nominal forecast errors in the prediction of foreign exchange rates, Journal of International Money and Finance, Elsevier (1982) Downloads View citations (1) (1982)
  8. Testing Rational Expectations by the Use of Overidentifying Restrictions
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

    See also Journal Article Testing rational expectations by the use of overidentifying restrictions, Journal of Econometrics, Elsevier (1983) Downloads View citations (3) (1983)
  9. The NOW Account Experiment and the Demand for Money
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article The NOW account experiment and the demand for money, Journal of Banking & Finance, Elsevier (1982) Downloads View citations (2) (1982)
  10. Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality, American Economic Review, American Economic Association (1981) Downloads (1981)

Journal Articles

2023

  1. Covid, colleges, and classes
    Applied Economics, 2023, 55, (5), 531-545 Downloads
  2. Inference and extrapolation in finite populations with special attention to clustering
    Econometric Reviews, 2023, 42, (4), 343-357 Downloads View citations (1)

2022

  1. Monetary shock measurement and stock markets
    Journal of Money, Credit and Banking, 2022, 54, (2-3), 685-706 Downloads

2021

  1. Are Recoveries all the Same: GDP and TFP?
    Oxford Bulletin of Economics and Statistics, 2021, 83, (5), 1111-1129 Downloads View citations (8)

2020

  1. HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA
    Economic Inquiry, 2020, 58, (4), 1845-1854 Downloads
  2. Improved recession dating using stock market volatility
    International Journal of Forecasting, 2020, 36, (2), 507-514 Downloads View citations (3)
  3. The next hundred years of growth and convergence
    Journal of Applied Econometrics, 2020, 35, (1), 99-113 Downloads View citations (8)

2019

  1. Feasible generalized least squares using support vector regression
    Economics Letters, 2019, 175, (C), 28-31 Downloads View citations (2)
  2. Not p -Values, Said a Little Bit Differently
    Econometrics, 2019, 7, (1), 1-5 Downloads

2018

  1. Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’â€
    Journal of Industrial Ecology, 2018, 22, (1), 211-212 Downloads
  2. The path to an economics PhD
    Economics Bulletin, 2018, 38, (4), 1864-1876 Downloads View citations (2)
  3. Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum
    Journal of Industrial Ecology, 2018, 22, (2), 314-326 Downloads View citations (9)

2017

  1. Less than 2 °C warming by 2100 unlikely
    Nature Climate Change, 2017, 7, (9), 637-641 Downloads View citations (11)

2016

  1. A Market-Based Framework for Quantifying Displaced Production from Recycling or Reuse
    Journal of Industrial Ecology, 2016, 20, (4), 719-729 Downloads View citations (11)

2014

  1. Choosing the More Likely Hypothesis
    Foundations and Trends(R) in Econometrics, 2014, 7, (2), 119-189 Downloads View citations (13)
  2. Is it one break or ongoing permanent shocks that explains U.S. real GDP?
    Journal of Monetary Economics, 2014, 66, (C), 155-163 Downloads View citations (37)
  3. On the implicit uniform BIC prior
    Economics Bulletin, 2014, 34, (2), 766-771 Downloads

2012

  1. Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle
    The B.E. Journal of Macroeconomics, 2012, 12, (1), 35 Downloads View citations (1)
    See also Working Paper Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle, University of California at Santa Barbara, Economics Working Paper Series (2012) Downloads View citations (1) (2012)
  2. Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents?
    Education Finance and Policy, 2012, 7, (3), 360-374 Downloads

2011

  1. The changing relation between the Canadian and U.S. yield curves
    Journal of International Money and Finance, 2011, 30, (6), 965-981 Downloads View citations (3)
    See also Working Paper The Changing Relation Between the Canadian and U.S. Yield Curves, Working Papers (2008) Downloads (2008)

2010

  1. An Unobserved Components Model of the Yield Curve
    Journal of Money, Credit and Banking, 2010, 42, (8), 1613-1640 Downloads
    Also in Journal of Money, Credit and Banking, 2010, 42, (8), 1613-1640 (2010) View citations (8)

2008

  1. Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions
    Journal of Business & Economic Statistics, 2008, 26, 1-8 Downloads View citations (23)
    See also Working Paper Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions, Working Papers View citations (5)
  2. Estimation of Markov regime-switching regression models with endogenous switching
    Journal of Econometrics, 2008, 143, (2), 263-273 Downloads View citations (129)
    See also Working Paper Estimation of Markov regime-switching regression models with endogenous switching, Working Papers (2004) Downloads View citations (31) (2004)
  3. Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach
    The Review of Economics and Statistics, 2008, 90, (4), 805-811 Downloads View citations (63)

2007

  1. Information and racial exclusion
    Journal of Population Economics, 2007, 20, (3), 621-642 Downloads View citations (6)
    See also Working Paper Information and Racial Exclusion, IZA Discussion Papers (2004) Downloads View citations (4) (2004)
  2. Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1), 29 Downloads View citations (22)
    See also Working Paper Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified, Working Papers (2007) Downloads View citations (20) (2007)
  3. The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles
    Journal of Money, Credit and Banking, 2007, 39, (1), 187-204 Downloads View citations (8)
    Also in Journal of Money, Credit and Banking, 2007, 39, (1), 187-204 (2007) View citations (10)

    See also Working Paper The dynamic relationship between permanent and transitory components of U.S. business cycles, Working Papers (2005) Downloads View citations (1) (2005)
  4. The zero-information-limit condition and spurious inference in weakly identified models
    Journal of Econometrics, 2007, 138, (1), 47-62 Downloads View citations (30)
    See also Working Paper The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models, Working Papers (2007) Downloads View citations (23) (2007)

2005

  1. Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004
    Econometric Theory, 2005, 21, (3), 647-652 Downloads

2004

  1. Why were changes in the federal funds rate smaller in the 1990s?
    Journal of Applied Econometrics, 2004, 19, (3), 339-354 Downloads View citations (4)
    See also Working Paper Why Were Changes in the Federal Funds Rate Smaller in the 1990s?, Working Papers (2002) Downloads (2002)

1999

  1. Are nominal wage changes skewed away from wage cuts? commentary
    Review, 1999, (May), 133-136 Downloads View citations (1)

1998

  1. Growth States and Shocks
    Journal of Economic Growth, 1998, 3, (3), 203-15 Downloads View citations (17)
    See also Working Paper Growth States and Shocks, Discussion Papers in Economics at the University of Washington (1998) Downloads View citations (17) (1998)
  2. Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates
    The Review of Economics and Statistics, 1998, 80, (3), 420-426 Downloads View citations (71)
  3. On the Persistence of Racial Inequality
    Journal of Labor Economics, 1998, 16, (2), 292-323 Downloads View citations (54)
    See also Working Paper On the Persistence of Racial Inequality, Discussion Papers in Economics at the University of Washington (1994) (1994)
  4. Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1
    Journal of Empirical Finance, 1998, 5, (2), 131-154 Downloads View citations (89)
  5. Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    International Economic Review, 1998, 39, (4), 1119-46 View citations (54)
    See also Working Paper Valid Confidence Intervals and Inference in the Presence of Weak Instruments, Working Papers (1997) (1997)

1991

  1. Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
    The Review of Economic Studies, 1991, 58, (3), 515-528 Downloads View citations (171)
    See also Working Paper MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE, Working Papers (1988) View citations (12) (1988)

1990

  1. Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
    Econometrica, 1990, 58, (4), 967-76 Downloads View citations (266)
    See also Working Paper SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR, Discussion Papers in Economics at the University of Washington (1988) View citations (29) (1988)
  2. The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One
    The Journal of Business, 1990, 63, (1), S125-40 Downloads View citations (255)
    See also Working Paper THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE, Discussion Papers in Economics at the University of Washington (1988) View citations (4) (1988)

1989

  1. A Markov model of heteroskedasticity, risk, and learning in the stock market
    Journal of Financial Economics, 1989, 25, (1), 3-22 Downloads View citations (262)
    See also Working Paper A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market, NBER Working Papers (1989) Downloads View citations (267) (1989)
  2. Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models
    The Quarterly Journal of Economics, 1989, 104, (4), 737-752 Downloads View citations (93)
  3. The Stochastic Behavior of Durable and Nondurable Consumption
    The Review of Economics and Statistics, 1989, 71, (2), 356-63 Downloads View citations (17)

1984

  1. Can money matter?
    Journal of Monetary Economics, 1984, 13, (3), 381-385 Downloads View citations (8)
    See also Working Paper Can Money Matter ?, Rodney L. White Center for Financial Research Working Papers
  2. Prelude to Macroeconomics
    American Economic Review, 1984, 74, (5), 881-92 Downloads View citations (2)

1983

  1. Competition and Interest Rate Ceilings in Commercial Banking
    The Quarterly Journal of Economics, 1983, 98, (2), 255-265 Downloads View citations (14)
    See also Working Paper Competition and Interest Rate Ceilings in Commerical Banking, Rodney L. White Center for Financial Research Working Papers
  2. Computation of linear hypothesis tests for two-stage least squares
    Economics Letters, 1983, 11, (1-2), 129-131 Downloads View citations (3)
  3. Private Discrimination and Social Intervention in Competitive Labor Markets
    American Economic Review, 1983, 73, (3), 340-47 Downloads View citations (288)
    See also Working Paper Private Discrimination and Social Intervention in Competitive Labor Markets, Rodney L. White Center for Financial Research Working Papers View citations (21)
  4. Testing rational expectations by the use of overidentifying restrictions
    Journal of Econometrics, 1983, 23, (3), 343-351 Downloads View citations (3)
    See also Working Paper Testing Rational Expectations by the Use of Overidentifying Restrictions, Rodney L. White Center for Financial Research Working Papers

1982

  1. Do forecast errors or term premia really make the difference between long and short rates?
    Journal of Financial Economics, 1982, 10, (3), 323-329 Downloads View citations (22)
    See also Working Paper Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?, Rodney L. White Center for Financial Research Working Papers View citations (2)
  2. Real versus nominal forecast errors in the prediction of foreign exchange rates
    Journal of International Money and Finance, 1982, 1, (1), 193-200 Downloads View citations (1)
    See also Working Paper Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates, Rodney L. White Center for Financial Research Working Papers
  3. The NOW account experiment and the demand for money
    Journal of Banking & Finance, 1982, 6, (2), 179-193 Downloads View citations (2)
    See also Working Paper The NOW Account Experiment and the Demand for Money, Rodney L. White Center for Financial Research Working Papers

1981

  1. Implicit interest on demand deposits: Reply
    Journal of Monetary Economics, 1981, 7, (3), 403-404 Downloads
  2. Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality
    American Economic Review, 1981, 71, (5), 969-77 Downloads
    See also Working Paper Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality, Rodney L. White Center for Financial Research Working Papers

1979

  1. Implicit interest on demand deposits
    Journal of Monetary Economics, 1979, 5, (4), 515-534 Downloads View citations (21)
    See also Working Paper Implicit Interest on Demand Deposits, Rodney L. White Center for Financial Research Working Papers

Chapters

2019

  1. Robust Estimation of ARMA Models with Near Root Cancellation
    A chapter in Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, 2019, vol. 40A, pp 133-155 Downloads View citations (2)
    See also Working Paper Robust Estimation of ARMA Models with Near Root Cancellation, Department of Economics, UC Santa Barbara (2012) Downloads (2012)
 
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