Richard Startz
Richard Startz
Professor of Economics, UC Santa Barbara
Verified email at econ.ucsb.edu
Title
Cited by
Cited by
Year
Bayesian networks and decision graphs
TD Nielsen, FV Jensen
Springer Science & Business Media, 2009
62972009
The macroeconomics of populism
R Dornbusch, S Edwards
The macroeconomics of populism in Latin America, 7-13, 1991
1080*1991
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
7441989
Private discrimination and social intervention in competitive labor market
SJ Lundberg, R Startz
The American Economic Review 73 (3), 340-347, 1983
6551983
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
CR Nelson, R Startz
Journal of business, S125-S140, 1990
6231990
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
6111991
Some further results on the exact small sample properties of the instrumental variable estimator
CR Nelson, R Startz
National Bureau of Economic Research Working Paper Series, 1988
5991988
Makroökonomik
R Dornbusch, S Fischer, R Startz
Walter de Gruyter GmbH & Co KG, 2014
4912014
Less than 2 C warming by 2100 unlikely
AE Raftery, A Zimmer, DMW Frierson, R Startz, P Liu
Nature climate change 7 (9), 637, 2017
3082017
Macroeconomía
R Dornbusch, S Fischer, R Startz
Bookman Editora, 2013
2392013
Estimation of Markov regime-switching regression models with endogenous switching
CJ Kim, J Piger, R Startz
Journal of Econometrics 143 (2), 263-273, 2008
2392008
Monopolistic competition as a foundation for Keynesian macroeconomic models
R Startz
The Quarterly Journal of Economics 104 (4), 737-752, 1989
2101989
The retirement-consumption puzzle: a marital bargaining approach
S Lundberg, R Startz, S Stillman
Journal of public Economics 87 (5-6), 1199-1218, 2003
1992003
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
183*1998
Valid confidence intervals and inference in the presence of weak instruments
E Zivot, R Startz, CR Nelson
International Economic Review, 1119-1144, 1998
1721998
On the persistence of racial inequality
S Lundberg, R Startz
Journal of Labor Economics 16 (2), 292-323, 1998
168*1998
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
1581998
Implicit interest on demand deposits
R Startz
Journal of Monetary Economics 5 (4), 515-534, 1979
1101979
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
792008
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
791982
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Articles 1–20