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Another look about the evolution of the risk premium: a VAR-GARCH-M model
Iglesias, Emma M.; Phillips, Garry D.A. - In: Economic modelling 20 (2003) 4, pp. 777-790
Persistent link: https://www.econbiz.de/10006255677
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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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Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.; Phillips, Garry D.A. - In: Applied financial economics 15 (2005) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10007636484
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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
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BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
Iglesias, Emma M.; Phillips, Garry D.A. - In: Econometric theory 21 (2005) 6, pp. 1058-1086
Persistent link: https://www.econbiz.de/10006957907
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Alternative bias approximations in first-order dynamic reduced form models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of economic dynamics & control 23 (1999) 7, pp. 909-928
Persistent link: https://www.econbiz.de/10006785373
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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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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