Narrow search
Showing 1 - 10 of 13
Cover Image
Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Iglesias, Emma M. - In: Economics letters 93 (2006) 2, pp. 261-266
Persistent link: https://www.econbiz.de/10003391936
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
Research institutions and macroeconomic models in the United Kingdom
Iglesias, Emma M. - In: Applied econometrics and international development 1 (2001) 2, pp. 129-131
Persistent link: https://www.econbiz.de/10003716765
Cover Image
Testing for breaks using alternating observations
Bunzel, Helle (contributor); Iglesias, Emma M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003410382
Cover Image
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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
Capital-energy relationships : an analysis when disaggregating by industry and different types of capital
Tovar, Miguel A.; Iglesias, Emma M. - In: The energy journal 34 (2013) 4, pp. 129-150
Persistent link: https://www.econbiz.de/10010256373
Cover Image
Evolution over time of the determinants of preferences for redistribution and the support for the welfare state
Iglesias, Emma M.; Pena López, J. Atilano; … - In: Applied economics 45 (2013) 28/30, pp. 4260-4274
Persistent link: https://www.econbiz.de/10010346303
Cover Image
Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma M. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009623574
Cover Image
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601