Emma M. Iglesias

Available identifiers

zbMath Open iglesias.emma-mMaRDI QIDQ235795

List of research outcomes

Publication	Date of Publication	Type
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments	2025-01-20	Paper
Constrained k-class Estimators in the Presence of Weak Instruments	2023-03-13	Paper
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models	2022-05-31	Paper
Asymptotic normality of the MLE in the level-effect ARCH model	2022-01-14	Paper
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model	2020-05-27	Paper
The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models	2017-10-10	Paper
Partial maximum likelihood estimation of spatial probit models	2017-05-12	Paper
Semiparametric inference in a GARCH-in-mean model	2016-08-15	Paper
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters	2016-06-13	Paper
The Block-Block Bootstrap for Time Series	2013-11-07	Paper
Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary	2013-06-14	Paper
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence	2013-01-29	Paper
Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models	2013-01-08	Paper
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models	2012-05-14	Paper
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation	2011-04-27	Paper
The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model	2010-12-20	Paper
Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation	2010-07-02	Paper
First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator	2010-07-02	Paper
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation	2010-04-22	Paper
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST	2006-03-22	Paper
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models	2002-03-03	Paper

Research outcomes over time

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