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The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of econometrics 69 (1995) 1, pp. 241-266
Persistent link: https://www.econbiz.de/10006797926
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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/10006779224
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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
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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
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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
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-511
Persistent link: https://www.econbiz.de/10008879999
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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
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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
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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