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The bias to order T −2 for the general k-class estimator in a simultaneous equation model
Iglesias, Emma M.
;
Phillips, Garry D.A.
- In:
Economics letters
109
(
2010
)
1
,
pp. 42-46
Persistent link: https://www.econbiz.de/10008705756
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2
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
Iglesias, Emma M.
;
Phillips, Garry D.A.
- In:
Economics letters
99
(
2008
)
2
,
pp. 393-397
Persistent link: https://www.econbiz.de/10008050588
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3
Specification testing under moment inequalities
Iglesias, Emma M.
;
Phillips, Garry D.A.
- In:
Economics letters
99
(
2008
)
2
,
pp. 375-379
Persistent link: https://www.econbiz.de/10008398403
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4
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.
;
Phillips, Garry D.A.
- In:
Economics letters
74
(
2002
)
1
,
pp. 21-24
Persistent link: https://www.econbiz.de/10006770306
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5
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D.A.
- In:
Economics letters
62
(
1999
)
2
,
pp. 167-174
Persistent link: https://www.econbiz.de/10006786392
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6
The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
Cheung Ip, Wai
;
Phillips, Garry D.A.
- In:
Economics letters
60
(
1998
)
3
,
pp. 303-310
Persistent link: https://www.econbiz.de/10006787848
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7
Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M.
- In:
Economics letters
122
(
2014
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
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8
Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Iglesias, Emma M.
- In:
Economics letters
93
(
2006
)
2
,
pp. 261-266
Persistent link: https://www.econbiz.de/10003391936
Saved in:
9
Higher-order asymptotic properties of QML in β-ARCH and μ-ARCH models
Iglesias, Emma M.
- In:
Economics letters
93
(
2006
)
2
,
pp. 261-266
Persistent link: https://www.econbiz.de/10007774149
Saved in:
10
Reconsidering the gains on efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Economics letters
74
(
2001
)
1
,
pp. 21-24
Persistent link: https://www.econbiz.de/10001635125
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