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Economics and Finance

D-Index
30
Citations
7700
World Ranking
3661
National Ranking
1938

Overview

Richard Startz is affiliated with the University of California, Santa Barbara in the United States. Their research spans various areas within economics, econometrics, and finance, with significant contributions to both theoretical and applied topics.

The primary fields of study of their work include:

  • Economics, Econometrics and Finance
  • Mathematics

Their research is further specialized in subfields such as:

  • Economics and Econometrics
  • Statistics and Probability
  • General Economics, Econometrics and Finance
  • Finance
  • Education

The main topics covered by their publications encompass:

  • Monetary Policy and Economic Impact
  • Statistical Methods and Inference
  • Market Dynamics and Volatility
  • Global Financial Crisis and Policies
  • Statistical Methods and Bayesian Inference
  • Advanced Statistical Methods and Models
  • Economic Growth and Productivity

Among their recent publications are:

  • "Inference and extrapolation in finite populations with special attention to clustering" (2023), published in Econometric Reviews
  • "Recessions, Recoveries, and Leverage" (2023), published in SSRN Electronic Journal
  • "Covid, colleges, and classes" (2022), published in Applied Economics
  • "Are Recoveries all the Same: GDP and TFP?" (2021), published in Oxford Bulletin of Economics and Statistics
  • "Covid, Colleges, and Classes" (2021), published in SSRN Electronic Journal

The frequent co-authors with whom Richard Startz has collaborated include:

  • Sui Luo
  • Douglas G. Steigerwald
  • Yu-Fan Huang
  • Danny Klinenberg
  • Arabinda Basistha

The most common publication venues for their work are:

  • SSRN Electronic Journal
  • Oxford Bulletin of Economics and Statistics
  • Applied Economics
  • Econometric Reviews
  • Journal of Money Credit and Banking

Best Publications

  • SOME FURTHER RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR

    Charles R. Nelson;Richard Startz

  • A Markov model of heteroskedasticity, risk, and learning in the stock market☆

    Christopher M. Turner;Richard Startz;Charles R. Nelson

  • Less than 2 °C warming by 2100 unlikely

    Adrian E. Raftery;Alec Zimmer;Dargan M. W. Frierson;Richard Startz

  • Mean reversion in stock prices? a reappraisal of the empirical evidence

    Myung Jig Kim;Charles R. Nelson;Richard Startz

  • The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One

    Charles R. Nelson;Richard Startz

  • Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

    Charles R. Nelson;Richard Startz

  • Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator

    Charles R. Nelson;Richard Startz

  • Private Discrimination and Social Intervention in Competitive Labor Markets

    Shelly J. Lundberg;Richard Startz

  • Estimation of Markov regime-switching regression models with endogenous switching

    Chang-Jin Kim;Jeremy M. Piger;Richard Startz

  • Estimation of Markov regime-switching regression models with endogenous switching

    Chang-Jin Kim;Chang-Jin Kim;Jeremy M. Piger;Richard Startz

  • The retirement-consumption puzzle: a marital bargaining approach

    Shelly Lundberg;Richard Startz;Steven Stillman

  • Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models

    Richard Startz

  • Valid Confidence Intervals and Inference in the Presence of Weak Instruments

    Charles R. Nelson;Richard Startz;Eric Zivot

  • Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization

    Chang Jin Kim;Charles R. Nelson;Richard Startz

  • Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates

    Michael J. Dueker;Richard Startz

  • On the Persistence of Racial Inequality

    Shelly Lundberg;Richard Startz

  • A market-based framework for quantifying displaced production from recycling or reuse

    Trevor Zink;Roland Geyer;Richard Startz

  • Implicit interest on demand deposits

    Richard Startz

  • Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach

    Arabinda Basistha;Richard Startz

  • Do forecast errors or term premia really make the difference between long and short rates

    Richard Startz

  • A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market

    Christopher M. Turner;Richard Startz;Charles R. Nelson

  • The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market

    Christopher M. Turner;Richard Startz;Charles Nelson

  • The Distribution of the Instrumental Variables Estimator and its T-Ratiowhen the Instrument is a Poor One

    Charles R. Nelson;Richard Startz

  • Mean Reversion in Stock Prices? a Reappraisal of the Empirical Evidence

    Myung Jig Kim;Myung Jig Kim;Charles R. Nelson;Richard Startz

  • Valid Confidence Intervals and Inference in the Presence of Weak Instruments

    Charles Nelson;Richard Startz;Eric Zivot

Frequent Co-Authors

Charles R. Nelson
Charles R. Nelson University of Washington
Shelly J. Lundberg
Shelly J. Lundberg University of California, Santa Barbara
Chang-Jin Kim
Chang-Jin Kim University of Washington
Jeremy M. Piger
Jeremy M. Piger University of Oregon
Timothy Cogley
Timothy Cogley New York University
L. Randall Wray
L. Randall Wray Levy Economics Institute of Bard College
Steven Stillman
Steven Stillman Free University of Bozen-Bolzano
Dan Goldhaber
Dan Goldhaber University of Washington
Laura E. Dee
Laura E. Dee University of Colorado Boulder

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