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Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 31 (2012) 5, pp. 532-558
Persistent link: https://www.econbiz.de/10009842058
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Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.; Phillips, Garry D. A. - In: Journal of time series econometrics 4 (2012) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010097495
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Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of applied econometrics 27 (2012) 3, pp. 474-500
Persistent link: https://www.econbiz.de/10009838967
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Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 505-521
Persistent link: https://www.econbiz.de/10010033528