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Startz, Richard 1952-

Overview
Works: 83 works in 307 publications in 7 languages and 2,270 library holdings
Genres: Textbooks  Handbooks, manuals, etc  History 
Roles: Author
Classifications: HB172.5, 339
Publication Timeline
Key
Publications about Richard Startz
Publications by Richard Startz
Most widely held works by Richard Startz
Macroeconomics by Rudiger Dornbusch( Book )
129 editions published between 1981 and 2014 in 8 languages and held by 1,272 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 )
7 editions published between 1983 and 1984 in English and held by 146 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 )
7 editions published in 1985 in English and held by 102 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 97 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 73 libraries worldwide
8087/80287/80387 for the IBM PC & compatibles : applications and programming with Intel's math coprocessors by Richard Startz( Book )
5 editions published between 1988 and 1999 in English and Undetermined and held by 62 libraries worldwide
Makroökonomik ( Book )
2 editions published between 1989 and 1993 in German and Undetermined and held by 39 libraries worldwide
Übungsbuch zu Dornbusch, Fischer: Makroökonomik by Richard Startz( Book )
6 editions published between 1987 and 1993 in German and held by 32 libraries worldwide
A Markov model of heteroskedasticity, risk, and learning in the stock market by Christopher M Turner( Book )
9 editions published between 1988 and 1989 in English and held by 25 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 )
7 editions published between 1988 and 1991 in English and held by 24 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 )
4 editions published in 1988 in English and held by 22 libraries worldwide
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 )
5 editions published in 1988 in English and held by 21 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 )
9 editions published between 2001 and 2002 in English and held by 20 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"
Makroökonomik ( Book )
1 edition published in 1987 in Undetermined and held by 16 libraries worldwide
Makroökonomik by Rudiger Dornbusch( Book )
1 edition published in 1989 in German and held by 13 libraries worldwide
EViews illustrated for version 6 by Richard Startz( Book )
6 editions published in 2007 in English and held by 12 libraries worldwide
Übungsbuch zu Dornbusch, Fischer Makroökonomik, 3. Aufl. by Richard Startz( Book )
1 edition published in 1987 in German and held by 12 libraries worldwide
Uebungsbuch zu Dornbusch Fischer, Makroökonomik, 5. Auflage by Richard Startz( Book )
1 edition published in 1993 in German and held by 12 libraries worldwide
EViews illustrated for version 7 by Richard Startz( Book )
2 editions published in 2009 in English and held by 11 libraries worldwide
Macroeconomics, third Canadian edition, Dornbusch/Fischer/Sparks. by Richard Startz( Book )
1 edition published in 1989 in English and held by 11 libraries worldwide
 
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Alternative Names
Startz, R. 1952-
Startz, Richard
スターツ, R
Languages
English (163)
German (24)
Spanish (21)
Italian (9)
Portuguese (4)
Chinese (2)
Catalan (1)
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