Narrow search
Showing 1 - 9 of 9
Cover Image
Quantification of qualitative survey data and tests of consistent expectations: a new likelihood approach
Dahl, Christian M.; Xia, Lin - In: Journal of business cycle measurement and analysis : a … 1 (2004) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10002051031
Cover Image
Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Iglesias, Emma M. - In: Econometric reviews 44 (2025) 3, pp. 312-334
Persistent link: https://www.econbiz.de/10015196603
Cover Image
Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M. - In: Economics letters 122 (2014) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
Cover Image
Reconsidering the gains on efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics letters 74 (2001) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10001635125
Cover Image
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 30 (2011) 3, pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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
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) 4/6, pp. 532-557
Persistent link: https://www.econbiz.de/10009539710
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
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/10003723850