The following pages link to Emma M. Iglesias (Q235795):
Displaying 21 items.
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Partial maximum likelihood estimation of spatial probit models (Q528121) (← links)
- The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model (Q613421) (← links)
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469) (← links)
- Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS (Q2886979) (← links)
- Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
- BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)
- Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847) (← links)
- Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation (Q3574745) (← links)
- First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator (Q3574771) (← links)
- Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary (Q4928538) (← links)
- Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- Constrained k-class Estimators in the Presence of Weak Instruments (Q5881622) (← links)
- Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models (Q5958363) (← links)
- Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments (Q6666890) (← links)
