Narrow search
Showing 1 - 10 of 11
Cover Image
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A. - In: Journal of econometrics 97 (2000) 2, pp. 345-364
Persistent link: https://www.econbiz.de/10001496594
Cover Image
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
Cover Image
Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, … - In: Journal of econometrics 167 (2012) 2, pp. 458-472
Persistent link: https://www.econbiz.de/10009613927
Cover Image
Partial maximum likelihood estimation of spatial probit models
Wang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M. - In: Journal of econometrics 172 (2013) 1, pp. 77-89
Persistent link: https://www.econbiz.de/10009702312
Cover Image
Recursions for the two-stage least-sqares estimators
Phillips, Garry D. A. - In: Journal of econometrics 6 (1977) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10002639584
Cover Image
Testing for heteroscedasticity in simultaneous equation models
Harvey, A. C.; Phillips, G. D. A. - In: Journal of econometrics 15 (1981) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10002833942
Cover Image
Testing for serial correlation in simultaneous equation models : some further results
Harvey, A. C.; Phillips, G. D. A. - In: Journal of econometrics 17 (1981) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10002833967
Cover Image
Partial maximum likelihood estimation of spatial probit models
Wang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M. - In: Journal of econometrics 172 (2013) 1, pp. 77-89
Persistent link: https://www.econbiz.de/10010052632
Cover Image
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10008073020
Cover Image
Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, … - In: Journal of econometrics 167 (2012) 2, pp. 458-473
Persistent link: https://www.econbiz.de/10009833981