Richard Startz
Richard Startz
Professor of Economics, UC Santa Barbara
Verified email at econ.ucsb.edu
Title
Cited by
Cited by
Year
A Markov model of heteroskedasticity, risk, and learning in the stock market
CM Turner, R Startz, CR Nelson
Journal of Financial Economics 25 (1), 3-22, 1989
8181989
Private discrimination and social intervention in competitive labor market
SJ Lundberg, R Startz
The American Economic Review 73 (3), 340-347, 1983
7201983
Macroeconomía
R Dornbusch, S Fischer, R Startz
Bookman Editora, 2013
702*2013
Mean reversion in stock prices? A reappraisal of the empirical evidence
MJ Kim, CR Nelson, R Startz
The Review of Economic Studies 58 (3), 515-528, 1991
6631991
The distribution of the instrumental variables estimator and its t-ratiowhen the instrument is a poor one
C Nelson, R Startz
National Bureau of economic research, 1988
6581988
Some further results on the exact small sample properties of the instrumental variable estimator
C Nelson, R Startz
National Bureau of Economic Research, 1988
6341988
Less than 2 C warming by 2100 unlikely
AE Raftery, A Zimmer, DMW Frierson, R Startz, P Liu
Nature climate change 7 (9), 637-641, 2017
5032017
Makroökonomik
R Dornbusch, S Fischer, R Startz
Walter de Gruyter GmbH & Co KG, 2014
4912014
Estimation of Markov regime-switching regression models with endogenous switching
CJ Kim, J Piger, R Startz
Journal of Econometrics 143 (2), 263-273, 2008
2832008
The retirement-consumption puzzle: a marital bargaining approach
S Lundberg, R Startz, S Stillman
Journal of public Economics 87 (5-6), 1199-1218, 2003
2202003
Monopolistic competition as a foundation for Keynesian macroeconomic models
R Startz
The Quarterly Journal of Economics 104 (4), 737-752, 1989
2141989
On the persistence of racial inequality
S Lundberg, R Startz
Journal of Labor Economics 16 (2), 292-323, 1998
181*1998
Valid confidence intervals and inference in the presence of weak instruments
E Zivot, R Startz, CR Nelson
International Economic Review, 1119-1144, 1998
1781998
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
CJ Kim, CR Nelson, R Startz
Journal of Empirical finance 5 (2), 131-154, 1998
1731998
Maximum-likelihood estimation of fractional cointegration with an application to US and Canadian bond rates
M Dueker, R Startz
Review of Economics and Statistics 80 (3), 420-426, 1998
1701998
Implicit interest on demand deposits
R Startz
Journal of Monetary Economics 5 (4), 515-534, 1979
1221979
Eviews illustrated for version 7
R Startz
Quantitative Micro Software, 2009
902009
Do forecast errors or term premia really make the difference between long and short rates?
R Startz
Journal of Financial Economics 10 (3), 323-329, 1982
881982
Measuring the NAIRU with reduced uncertainty: a multiple-indicator common-cycle approach
A Basistha, R Startz
The Review of Economics and Statistics 90 (4), 805-811, 2008
852008
The zero-information-limit condition and spurious inference in weakly identified models
CR Nelson, R Startz
Journal of Econometrics 138 (1), 47-62, 2007
772007
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