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ECONIS (ZBW)
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81
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/10009513585
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82
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/10009515144
Saved in:
83
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/10009521855
Saved in:
84
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia
Haughton, Andre Yone
;
Iglesias, Emma M.
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2071-2089
Persistent link: https://www.econbiz.de/10009673870
Saved in:
85
Estimation of tail thickness parameters from GJR-GARCH models
Iglesias, Emma M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003971807
Saved in:
86
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
Saved in:
87
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
Saved in:
88
Testing for breaks using alternating observations
Bunzel, Helle
(
contributor
);
Iglesias, Emma M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003410382
Saved in:
89
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
Saved in:
90
Análisis de los tipos de cambio en la economía mexicana y comparacon otros países : un enfoque de volatilidad estocástica
Arranz, Matilde
;
Iglesias, Emma M.
- In:
Investigación económica : revista de la Faculdad de …
64
(
2005
)
253
,
pp. 159-169
Persistent link: https://www.econbiz.de/10003238399
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