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Constrained k-class estimators in the presence of weak instruments
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-11
Persistent link: https://www.econbiz.de/10010008358
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Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009949948
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First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009949972
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Voter decisions on eminent domain and police power reforms
Adanu, Kwami; Hoehn, John P.; Norris, Patricia; … - In: Journal of housing economics 21 (2012) 2, pp. 187-195
Persistent link: https://www.econbiz.de/10009981264
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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010029884
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Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation
Iglesias, Emma; Phillips, Garry - In: Econometric reviews 30 (2011) 3, pp. 303-337
Persistent link: https://www.econbiz.de/10008844947
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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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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