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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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Volatility spill-overs in commodity spot prices: New empirical results
Dahl, Christian M.; Iglesias, Emma M. - In: Economic modelling 26 (2009) 3, pp. 601-607
Persistent link: https://www.econbiz.de/10008235039
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Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, … - In: Journal of econometrics 167 (2012) 2, pp. 458-473
Persistent link: https://www.econbiz.de/10009833981
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Volatility spill-overs in commodity spot prices: New empirical results
Dahl, Christian M.; Iglesias, Emma M. - In: Economic modelling 26 (2009) 3, pp. 601-608
Persistent link: https://www.econbiz.de/10008891625
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Headlights on tobacco road to low birthweight outcomes
Bache, Stefan Holst Milton; Dahl, Christian Møller; … - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1593-1633
Persistent link: https://www.econbiz.de/10010110434
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The formation of inflation expectations under changing inflation regimes
Dahl, Christian M.; Hansen, Niels L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 183-212
Persistent link: https://www.econbiz.de/10009949748
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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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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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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