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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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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
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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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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. 42-45
Persistent link: https://www.econbiz.de/10008806647
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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/10003723850
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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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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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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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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
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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