Publications in collaboration with researchers from 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