Publicacións en colaboración con investigadores/as de Cardiff University (3)

2012

  1. Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances

    Journal of Applied Econometrics, Vol. 27, Núm. 3, pp. 474-499

2008

  1. Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence

    Economics Letters, Vol. 99, Núm. 2, pp. 393-397

2005

  1. Bivariate ARCH models: Finite-sample properties of QML estimators and an application to an LM-type test

    Econometric Theory, Vol. 21, Núm. 6, pp. 1058-1086