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Richard Startz
Richard Startz
Professor of Economics, UC Santa Barbara
Verified email at econ.ucsb.edu
Title
Cited by
Cited by
Year
Macroeconomía
R Dornbusch
Biblioteca Hernán Malo González, 2004
54562004
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
9091989
Private discrimination and social intervention in competitive labor market
SJ Lundberg, R Startz
The American economic review 73 (3), 340-347, 1983
8261983
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
7712017
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
7181991
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
7181988
Makroökonomik
R Dornbusch, S Fischer, R Startz
Walter de Gruyter GmbH & Co KG, 2014
7102014
Some further results on the exact small sample properties of the instrumental variable estimator
C Nelson, R Startz
National Bureau of Economic Research, 1988
6711988
Estimation of Markov regime-switching regression models with endogenous switching
CJ Kim, J Piger, R Startz
Journal of Econometrics 143 (2), 263-273, 2008
3302008
The retirement-consumption puzzle: a marital bargaining approach
S Lundberg, R Startz, S Stillman
Journal of public Economics 87 (5-6), 1199-1218, 2003
2482003
Monopolistic competition as a foundation for Keynesian macroeconomic models
R Startz
The Quarterly Journal of Economics 104 (4), 737-752, 1989
2251989
Valid confidence intervals and inference in the presence of weak instruments
E Zivot, R Startz, CR Nelson
International Economic Review, 1119-1144, 1998
1941998
On the persistence of racial inequality
S Lundberg, R Startz
Journal of Labor Economics 16 (2), 292-323, 1998
194*1998
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
1871998
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
1781998
Implicit interest on demand deposits
R Startz
Journal of Monetary Economics 5 (4), 515-534, 1979
1321979
A market‐based framework for quantifying displaced production from recycling or reuse
T Zink, R Geyer, R Startz
Journal of Industrial Ecology 20 (4), 719-729, 2016
1242016
Makroekonomika
R Dornbusch, S Fischer
Izdatelstvo Moskovskogo universiteta, 1997
1031997
EViews illustrated for version 6
R Startz
(No Title), 2007
1002007
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
1001982
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