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Results: 1-3 |
Results: 3
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Authors: Iglesias, Emma M. Phillips, Garry D. A.
Citation: M. Iglesias, Emma et A. Phillips, Garry D., Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation, Econometric reviews , 30(3), 2011, pp. 303-336
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Authors: Iglesias, Emma M. Phillips, Garry D. A.
Citation: M. Iglesias, Emma et A. Phillips, Garry D., Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances, Journal of applied econometrics , 27(3), 2012, pp. 474-499
Estimation, testing, and finite sample properties of quasi-mjaximum likelihood estimators in GARCH-M models
Authors: Iglesias, Emma M. Phillips, Garry D. A.
Citation: M. Iglesias, Emma et A. Phillips, Garry D., Estimation, testing, and finite sample properties of quasi-mjaximum likelihood estimators in GARCH-M models, Econometric reviews , 31(5), 2012, pp. 532-557
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