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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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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/10008073020
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Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade
Iglesias, Emma M.; Lagoa Varela, Mara Dolores - In: Applied financial economics 22 (2012) 24, pp. 2085-2101
Persistent link: https://www.econbiz.de/10009990780
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An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market
Iglesias, Emma M. - In: Applied economics 44 (2012) 35, pp. 4631-4638
Persistent link: https://www.econbiz.de/10009817861
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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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Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of applied econometrics 27 (2012) 3, pp. 474-500
Persistent link: https://www.econbiz.de/10009838967
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ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS
Haughton, Andre Yone; Iglesias, Emma M. - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10010070097
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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/10010052632
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Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US
Iglesias, Emma M.; Haughton, Andre Yone - In: Applied financial economics 23 (2013) 6, pp. 515-534
Persistent link: https://www.econbiz.de/10010054084
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Domestic monetary transfers and the inland bill of exchange markets in Spain (1775–1885)
Carles Maixé-Altés, J.; Iglesias, Emma M. - In: Journal of international money and finance 28 (2009) 3, pp. 496-522
Persistent link: https://www.econbiz.de/10008895315