Concepedia

Stephen M. Goldfeld

SM

47

Publications

7.7K

Citations

30

H-Index

1965

Active since

Affiliations

Princeton University(Current)

Stephen M. Goldfeld is an author at Princeton University specializing in economics, business, and finance.

Top concepts

BusinessEconomicsFinanceEconometricsStatisticsMacroeconomicsMonetary PolicyEconomic AnalysisEngineeringEconomic Policy

Publications per year

1965–1993

47

Publications

47

A Markov model for switching regressions

Stephen M. Goldfeld, Richard E. Quandt · Journal of Econometrics · 1973 · 823 citations

Shift Detection, Hidden Markov Model, Predictive Analytics +3

The Demand for Money Revisited

Stephen M. Goldfeld, James S. Duesenberry, William Poole · Brookings Papers on Economic Activity · 1973 · 709 citations

Monetary Policy, Economics, Government Spending +5

Policy Analysis with Econometric Models

Christopher A. Sims, Stephen M. Goldfeld, Jeffrey D. Sachs · Brookings Papers on Economic Activity · 1982 · 691 citations

Econometric Model, Public Policy, Economics +15

Some Tests for Homoscedasticity

Stephen M. Goldfeld, Richard E. Quandt · Journal of the American Statistical Association · 1965 · 665 citations

Least Squares Regression, Coexistence, Social Behavior +9

Nonlinear Methods in Econometrics.

Jon Stewart, Stephen M. Goldfeld, Richard E. Quandt · The Economic Journal · 1973 · 659 citations

Mathematical Economics, Economics, Theoretical Econometrics +12

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