| Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models WK Newey, DG Steigerwald Econometrica: Journal of the Econometric Society, 587-599, 1997 | 273 | 1997 |
| The underground economy of fake antivirus software B Stone-Gross, R Abman, RA Kemmerer, C Kruegel, DG Steigerwald, ... Economics of information security and privacy III, 55-78, 2013 | 175 | 2013 |
| Asymptotic Behavior of a t-Test Robust to Cluster Heterogeneity AV Carter, KT Schnepel, DG Steigerwald Review of Economics and Statistics 99 (4), 698-709, 2017 | 168 | 2017 |
| Consumption adjustment under time-varying income uncertainty JH Hahm, DG Steigerwald Review of Economics and Statistics 81 (1), 32-40, 1999 | 115 | 1999 |
| Mexican maize production: Evolving organizational and spatial structures since 1980 S Sweeney, DG Steigerwald, F Davenport, H Eakin Applied Geography 39, 78-92, 2013 | 85 | 2013 |
| Testing for absolute purchasing power parity C Crownover, J Pippenger, DG Steigerwald Journal of International Money and Finance 15 (5), 783-796, 1996 | 77 | 1996 |
| Adaptive estimation in time series regression models DG Steigerwald Journal of Econometrics 54 (1-3), 251-275, 1992 | 45 | 1992 |
| Inference for clustered data CH Lee, DG Steigerwald The Stata Journal 18 (2), 447-460, 2018 | 44 | 2018 |
| Agricultural change and resilience: Agricultural policy, climate trends and market integration in the Mexican maize system H Eakin, S Sweeney, AM Lerner, K Appendini, H Perales, DG Steigerwald, ... Anthropocene 23, 43-52, 2018 | 42 | 2018 |
| Purchasing power parity, unit roots, and dynamic structure DG Steigerwald Journal of Empirical Finance 2 (4), 343-357, 1996 | 41 | 1996 |
| Testing for regime switching: a comment AV Carter, DG Steigerwald Econometrica 80 (4), 1809-1812, 2012 | 28 | 2012 |
| Efficient estimation of models with conditional heteroscedasticity DG Steigerwald University of California at Santa Barbara, Economics Working Paper Series, 1993 | 24 | 1993 |
| Inferring information frequency and quality J Owens, DG Steigerwald Journal of Financial Econometrics 3 (4), 500-524, 2005 | 21* | 2005 |
| Econometric estimation of foresight: Tax policy and investment in the United States DG Steigerwald, C Stuart Review of Economics and Statistics 79 (1), 32-40, 1997 | 21 | 1997 |
| Do download reports reliably measure journal usage? Trusting the fox to count your hens? A Wood-Doughty, T Bergstrom, D Steigerwald | 20 | 2017 |
| Noise reduced realized volatility: a Kalman filter approach JP Owens, DG Steigerwald Econometric Analysis of Financial and Economic Time Series, 211-227, 2006 | 20 | 2006 |
| Volatility SF LeRoy, DG Steigerwald Handbooks in Operations Research and Management Science 9, 411-433, 1995 | 19* | 1995 |
| Measuring heterogeneous effects of environmental policies using panel data DG Steigerwald, G Vazquez-Bare, J Maier Journal of the Association of Environmental and Resource Economists 8 (2 …, 2021 | 18* | 2021 |
| Markov regime-switching tests: asymptotic critical values AV Carter, DG Steigerwald Journal of Econometric Methods 2 (1), 25-34, 2013 | 16 | 2013 |
| On the finite sample behavior of adaptive estimators DG Steigerwald Journal of Econometrics 54 (1-3), 371-400, 1992 | 16 | 1992 |
Andrew V CarterAssociate Professor of Statistics, UC Santa BarbaraVerified email at pstat.ucsb.edu
