×
Author ID: iglesias.emma-m Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year