Emma M. Iglesias

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments Journal of Business and Economic Statistics	2025-01-20	Paper
Constrained k-class Estimators in the Presence of Weak Instruments Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models Econometric Reviews	2022-05-31	Paper
Asymptotic normality of the MLE in the level-effect ARCH model Statistical Papers	2022-01-14	Paper
Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model Journal of Time Series Analysis	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 Monte Carlo Methods and Applications	2017-10-10	Paper
Partial maximum likelihood estimation of spatial probit models Journal of Econometrics	2017-05-12	Paper
Semiparametric inference in a GARCH-in-mean model Journal of Econometrics	2016-08-15	Paper
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters Journal of Econometrics	2016-06-13	Paper
The block-block bootstrap for time series Communications in Statistics. Theory and Methods	2013-11-07	Paper
Modeling the volatility-return trade-off when volatility may be nonstationary Journal of Time Series Econometrics	2013-06-14	Paper
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence Economics Letters	2013-01-29	Paper
Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models Economics Letters	2013-01-08	Paper
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models Econometric Theory	2012-05-14	Paper
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation Econometric Reviews	2011-04-27	Paper
The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model Economics Letters	2010-12-20	Paper
Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation Studies in Nonlinear Dynamics & Econometrics	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 Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Finite sample theory of QMLE in ARCH models with dynamics in the mean equation Journal of Time Series Analysis	2010-04-22	Paper
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST Econometric Theory	2006-03-22	Paper
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models Economics Letters	2002-03-03	Paper

Research outcomes over time

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