WorldCat Identities

Startz, Richard 1952-

Overview
Works: 81 works in 340 publications in 7 languages and 2,411 library holdings
Genres: Textbooks  Handbooks and manuals  History 
Roles: Author
Classifications: HB172.5, 339
Publication Timeline
.
Most widely held works by Richard Startz
Macroeconomics by Rüdiger Dornbusch( Book )

149 editions published between 1978 and 2015 in 8 languages and held by 1,396 WorldCat member libraries worldwide

Fully updated, this classic best-seller presents a modern view of macroeconomics at a level accessible for students
8087 applications and programming for the IBM PC and other PCs by Richard Startz( Book )

8 editions published between 1983 and 1984 in English and held by 144 WorldCat member libraries worldwide

Turning minutes into seconds. The Intel 8087 chip. Buying and building 8087-compatible software. Benchmarks. Introduction to 8087 architecture. Simple instruction set. Introduction to 8088 Assembly language programming. BASIC and the 8087. Simple 8087 routines. Basic matrix operations. Linear systems and matrix inversion: more advanced computational techniques. Advanced instruction set. Non-linear methods. Statistical analysis and program canning. Commercial data processing. Instruction set reference data. Exception conditions and masked responses. Conversion routines. Index
8087 applications and programming for the IBM PC, XT, and AT by Richard Startz( Book )

9 editions published in 1985 in English and held by 103 WorldCat member libraries worldwide

Study guide to accompany Dornbusch and Fischer Macroeconomics by Richard Startz( Book )

24 editions published between 1981 and 1994 in English and Undetermined and held by 98 WorldCat member libraries worldwide

Working with 1-2-3 on the IBM PC and compatibles by Richard Startz( Book )

3 editions published in 1985 in English and held by 69 WorldCat member libraries worldwide

8087/80287/80387 for the IBM PC & compatibles : applications and programming with Intel's math coprocessors by Richard Startz( Book )

6 editions published between 1988 and 1999 in English and Undetermined and held by 63 WorldCat member libraries worldwide

Makroökonomik( Book )

3 editions published between 1987 and 1993 in Undetermined and German and held by 56 WorldCat member libraries worldwide

Übungsbuch zu Dornbusch, Fischer: Makroökonomik by Richard Startz( Book )

7 editions published between 1987 and 1993 in German and Undetermined and held by 38 WorldCat member libraries worldwide

A Markov model of heteroskedasticity, risk, and learning in the stock market by Christopher M Turner( Book )

10 editions published between 1988 and 1989 in English and held by 27 WorldCat member libraries worldwide

Risk premia in the stock market are assumed to move with time varying risk. We present a model in which the variance of time excess return of a portfolio depends on a state variable generated by a first-order Markov process. A model in which the realization of the state is known to economic agents, but unknown to the econometrician. is estimated. The parameter estimates are found to imply that time risk premium declines as time variance of returns rises. We then extend the model to allow agents to be uncertain about time state. Agents make their decisions in period t using a prior distribution of time state based only on past realizations of the excess return through period t-1 plus knowledge of the structure of the model. These parameter estimates from this model are consistent with asset pricing theory
Mean reversion in stock prices? : a reappraisal of the empirical evidence by Myung-Jig Kim( Book )

8 editions published between 1988 and 1991 in English and held by 26 WorldCat member libraries worldwide

Recent research based on variance ratios and multiperiod-return autocorrelations concludes that the stock market exhibits mean reversion in the sense that a return in excess of the average tends to be followed by partially offsetting returns in the opposite direction. Dividing history into pre-1926, 1926-46, and post-1946 subperiods, we find that the mean-reversion phenomenon is a feature of the 1926-46 period, but not of the post-1946 period which instead exhibits persistence of returns. Evidence for pre-1926 data is mixed. The statistical significance of test statistics is assessed by estimating their distribution using stratified randomization. Autocorrelations of multiperiod returns imply a forecast of future returns, which is presented for post-war three-year returns using 1926-46, full sample, and sequentially updated coefficient estimates. The correlation between actual and forecasted returns is negative in each case. We conclude that evidence of mean reversion in U.S. stock returns is substantially weaker than reported in the recent literature. If mean-reversion continues to be a feature of the stock market, then the experience of the past forty years has been an aberration
Some further results on the exact small sample properties of the instrumental variable estimator by Charles R Nelson( Book )

6 editions published in 1988 in English and held by 25 WorldCat member libraries worldwide

Abstract: New results on the exact small sample distribution of the instrumental variable estimator are presented by studying an important special case. The exact closed forms for the probability density and cumulative distribution functions are given. There are a number of surprising findings. The small sample distribution is bimodal. with a point of zero probability mass. As the asymptotic variance grows large, the true distribution becomes concentrated around this point of zero mass. The central tendency of the estimator may be closer to the biased least squares estimator than it is to the true parameter value. The first and second moments of the IV estimator are both infinite. In the case in which least squares is biased upwards, and most of the mass of the IV estimator lies to the right of the true parameter, the mean of the IV estimator is infinitely negative. The difference between the true distribution and the normal asymptotic approximation depends on the ratio of the asymptotic variance to a parameter related to the correlation between the regressor and the regression, error. In particular, when the instrument is poorly correlated with the regressor, the asymptotic approximation to the distribution of the instrumental variable estimator will not be very accurate
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one by Charles R Nelson( Book )

7 editions published in 1988 in English and held by 24 WorldCat member libraries worldwide

Abstract: When the instrumental variable is a poor one, in the sense of being weakly correlated with the variable it proxies, the small sample distribution of the IV estimator is concentrated around a value that is inversely related to the feedback in the system and which is often further from the true value than is the plim of OLS. The sample variance of residuals similarly becomes concentrated around a value which reflects feedback and not the variance of the disturbance. The distribution of the t-ratio reflects both of these effects, stronger feedback producing larger t-ratios. Thus, in situations where OLS is badly biased, a poor instrument will lead to spurious inferences under IV estimation with high probability, and generally perform worse than OLS
Permanent and transitory components of business cycles : their relative importance and dynamic relationship by Chang-Jin Kim( Book )

10 editions published between 2001 and 2002 in English and held by 21 WorldCat member libraries worldwide

"This paper investigates the relationship between permanent and transitory components of U.S. recessions in an empirical model allowing for business cycle asymmetry. Using a common stochastic trend representation for real GNP and consumption, we divide real GNP into permanent and transitory components, the dynamics of which are different in booms vs. recessions. We find evidence of substantial asymmetries in postwar recessions, and that both the permanent and transitory component have contributed to these recessions. We also allow for the timing of switches from boom to recession for the permanent component to be correlated with switches from boom to recession in the transitory component. The parameter estimates suggest a specific pattern of recessions: switches in the permanent component lead switches in the transitory component both when entering and leaving recessions"
EViews illustrated for version 7 by Richard Startz( Book )

3 editions published in 2009 in English and Undetermined and held by 13 WorldCat member libraries worldwide

EViews illustrated for version 6 by Richard Startz( Book )

6 editions published in 2007 in English and held by 12 WorldCat member libraries worldwide

Übungsbuch zu Dornbusch, Fischer Makroökonomik, 3. Aufl. by Richard Startz( Book )

1 edition published in 1987 in German and held by 12 WorldCat member libraries worldwide

Uebungsbuch zu Dornbusch Fischer, Makroökonomik, 5. Auflage by Richard Startz( Book )

1 edition published in 1993 in German and held by 12 WorldCat member libraries worldwide

Macroeconomics, third Canadian edition, Dornbusch/Fischer/Sparks. by Richard Startz( Book )

1 edition published in 1989 in English and held by 11 WorldCat member libraries worldwide

Übungsbuch zu Dornbusch, Fischer, Makroökonomik, 4. Auflage by Richard Startz( Book )

3 editions published in 1989 in German and held by 11 WorldCat member libraries worldwide

Choosing the More Likely Hypothesis by Richard Startz( Book )

3 editions published in 2014 in English and held by 3 WorldCat member libraries worldwide

Much of economists' statistical work centers on testing hypotheses in which parameter values are partitioned between a null hypothesis and an alternative hypothesis in order to distinguish two views about the world. Our traditional procedures are based on the probabilities of a test statistic under the null but ignore what the statistics say about the probability of the test statistic under the alternative. Traditional procedures are not intended to provide evidence for the relative probabilities of the null versus alternative hypotheses, but are regularly treated as if they do. Unfortunately, when used to distinguish two views of the world, traditional procedures can lead to wildly misleading inference. In order to correctly distinguish between two views of the world, one needs to report the probabilities of the hypotheses given parameter estimates rather than the probability of the parameter estimates given the hypotheses. This monograph shows why failing to consider the alternative hypothesis often leads to incorrect conclusions. I show that for most standard econometric estimators, it is not difficult to compute the proper probabilities using Bayes theorem. Simple formulas that require only information already available in standard estimation reports are provided. I emphasize that frequentist approaches for deciding between the null and alternative hypothesis are not free of priors. Rather, the usual procedures involve an implicit, unstated prior that is likely to be far from scientifically neutral
 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.69 (from 0.43 for Working wi ... to 0.94 for Uebungsbuc ...)

Macroeconomics
Alternative Names
Startz, R. 1952-

Startz, Richard

スターツ, R

Languages
Covers