Edit Profile (opens in new tab) Iglesias, Emma M. Co-Author Distance Author ID: iglesias.emma-m Published as: Iglesias, Emma M.; Iglesias, Emma External Links: ORCID Documents Indexed: 21 Publications since 1991 Co-Authors: 7 Co-Authors with 15 Joint Publications 181 Co-Co-Authors all top 5 Co-Authors 5 single-authored 9 Phillips, Garry D. A. 3 Dahl, Christian M. 1 Christensen, Bent Jesper 1 Corradi, Valentina 1 Linton, Oliver Bruce 1 Sordo, J. A. 1 Sordo, T. L. 1 Wang, Honglin 1 Wooldridge, Jeffrey M. all top 5 Serials 4 Economics Letters 3 Journal of Econometrics 3 Studies in Nonlinear Dynamics and Econometrics 2 Journal of Time Series Analysis 2 Econometric Reviews 2 Econometric Theory 1 Computer Physics Communications 1 Communications in Statistics. Theory and Methods 1 Statistical Papers 1 Monte Carlo Methods and Applications 1 Journal of Time Series Econometrics all top 5 Fields 19 Statistics (62-XX) 3 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 67 times in 56 Documents Cited by ▼ Year ▼ Semiparametric inference in a GARCH-in-mean model. Zbl 1441.62649 Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, Emma M. 16 2012 Partial maximum likelihood estimation of spatial probit models. Zbl 1443.62513 Wang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M. 12 2013 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters. Zbl 1418.62313 Corradi, Valentina; Iglesias, Emma M. 11 2008 Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models. Zbl 1274.62595 Iglesias, Emma M.; Linton, Oliver B. 7 2007 Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation. Zbl 1210.62120 Iglesias, Emma M.; Phillips, Garry D. A. 6 2011 Finite sample theory of QMLE in ARCH models with dynamics in the mean equation. Zbl 1199.62009 Iglesias, Emma M.; Phillips, Garry D. A. 4 2008 Bivariate ARCH models: finite-sample properties of QML estimators and an application to an LM-type test. Zbl 1083.62087 Iglesias, Emma M.; Phillips, Garry D. A. 3 2005 Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models. Zbl 1491.62102 Iglesias, Emma M.; Phillips, Garry D. A. 2 2012 Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation. Zbl 1194.62104 Iglesias, Emma M. 2 2009 The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model. Zbl 1202.62175 Iglesias, Emma M.; Phillips, Garry D. A. 2 2010 First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator. Zbl 1194.62071 Iglesias, Emma M. 1 2010 Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model. Zbl 1445.62228 Iglesias, Emma M.; Phillips, Garry D. A. 1 2020 Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model. Zbl 1445.62228 Iglesias, Emma M.; Phillips, Garry D. A. 1 2020 Partial maximum likelihood estimation of spatial probit models. Zbl 1443.62513 Wang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M. 12 2013 Semiparametric inference in a GARCH-in-mean model. Zbl 1441.62649 Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, Emma M. 16 2012 Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models. Zbl 1491.62102 Iglesias, Emma M.; Phillips, Garry D. A. 2 2012 Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation. Zbl 1210.62120 Iglesias, Emma M.; Phillips, Garry D. A. 6 2011 The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model. Zbl 1202.62175 Iglesias, Emma M.; Phillips, Garry D. A. 2 2010 First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator. Zbl 1194.62071 Iglesias, Emma M. 1 2010 Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation. Zbl 1194.62104 Iglesias, Emma M. 2 2009 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters. Zbl 1418.62313 Corradi, Valentina; Iglesias, Emma M. 11 2008 Finite sample theory of QMLE in ARCH models with dynamics in the mean equation. Zbl 1199.62009 Iglesias, Emma M.; Phillips, Garry D. A. 4 2008 Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models. Zbl 1274.62595 Iglesias, Emma M.; Linton, Oliver B. 7 2007 Bivariate ARCH models: finite-sample properties of QML estimators and an application to an LM-type test. Zbl 1083.62087 Iglesias, Emma M.; Phillips, Garry D. A. 3 2005 all cited Publications top 5 cited Publications all top 5 Cited by 87 Authors 6 Li, Yuan 5 Iglesias, Emma M. 5 Phillips, Garry D. A. 4 Demos, Antonis 4 Zhang, Xingfa 3 Xiong, Qiang 2 Arvanitis, Stelios 2 Conrad, Christian 2 Frazier, David T. 2 Gupta, Abhimanyu 2 Kyriakopoulou, Dimitra 2 Lee, Lung-Fei 2 Liu-Evans, Gareth D. 2 Wong, Heung 2 Yang, Yiping 2 Zhao, Peixin 2 Zhou, Xiaoshuang 1 Anatolyev, Stanislav 1 Baltagi, Badi H. 1 Bao, Yong 1 Belotti, Federico 1 Beutner, Eric 1 Billé, Anna Gloria 1 Cavaliere, Giuseppe 1 Chen, Ming 1 Chen, Songnian 1 Christensen, Bent Jesper 1 Čížek, Pavel 1 Dahl, Christian M. 1 Dias, Gustavo Fruet 1 Egger, Peter H. 1 Fan, Yanqin 1 Fresoli, Diego E. 1 Gourieroux, Christian 1 Gu, Jiaqi 1 Guo, Guangbao 1 Heinemann, Alexander 1 Hidalgo, Javier 1 Hong, Seokyoung 1 Hu, Zhiyong 1 Ilardi, Giuseppe 1 Ip, Wai-Cheung 1 Jasiak, Joann 1 Jeong, Minsoo 1 Jiang, Feiyu 1 Karanasos, Menelaos 1 Karavias, Yiannis 1 Kesina, Michaela 1 Kiviet, Jan F. 1 Kreiß, Jens-Peter 1 Leorato, Samantha 1 Li, Dong 1 Liao, Guili 1 Lieberman, Offer 1 Linton, Oliver Bruce 1 Liu, Qimeng 1 Liu, Xiaochun 1 Mammen, Enno 1 Mazur, Błażej 1 Meister, Alexander 1 Moon, Seongman 1 Mozharovskyi, Pavlo 1 Nielsen, Heino Bohn 1 Park, Sangsoo 1 Pedersen, Rasmus Søndergaard 1 Pipień, Mateusz 1 Rabovič, Renata 1 Rahbek, Anders 1 Ruiz, Esther 1 Savva, Christos S. 1 Smeekes, Stephan 1 Song, Qiongxia 1 Song, ZeFang 1 Symeonides, Spyridon D. 1 Theodossiou, Panayiotis 1 Tzavalis, Elias 1 Velasco, Carlos 1 Vogler, Jan 1 Xu, Xingbai 1 Yang, Chao 1 Yang, Xuanling 1 Yu, Philip Leung Ho 1 Zhang, Hanghui 1 Zhang, Rongmao 1 Zhao, Haiqing 1 Zhao, Yanmeng 1 Zhu, Ke all top 5 Cited in 20 Serials 16 Journal of Econometrics 6 Communications in Statistics. Theory and Methods 4 Econometric Reviews 4 Econometric Theory 4 Journal of Time Series Econometrics 3 Economics Letters 3 Computational Statistics and Data Analysis 2 Journal of Time Series Analysis 2 Acta Mathematica Sinica. English Series 1 Statistics 1 Journal of Economic Dynamics & Control 1 Stochastic Processes and their Applications 1 Test 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Studies in Nonlinear Dynamics and Econometrics 1 The Annals of Applied Statistics 1 Science China. Mathematics 1 Dependence Modeling 1 Journal of Econometric Methods Cited in 4 Fields 56 Statistics (62-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) Citations by Year