Person:451258

Available identifiers

zbMath Open carrasco.marineMaRDI QIDQ451258

List of research outcomes

Publication	Date of Publication	Type
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV	2022-06-22	Paper
Efficient Estimation with Many Weak Instruments Using Regularization Techniques	2022-06-07	Paper
Testing distributional assumptions using a continuum of moments	2021-02-09	Paper
Optimal Test for Markov Switching Parameters	2019-01-29	Paper
Functional linear regression with functional response	2017-11-07	Paper
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION	2017-05-16	Paper
A regularization approach to the many instruments problem	2017-05-12	Paper
Nonlinearity and temporal dependence	2016-07-25	Paper
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION	2016-02-22	Paper
Regularized LIML for many instruments	2015-08-31	Paper
ON THE ASYMPTOTIC EFFICIENCY OF GMM	2014-09-05	Paper
Efficient estimation of general dynamic models with a continuum of moment conditions	2012-09-23	Paper
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY	2011-07-26	Paper
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS	2003-05-18	Paper
Misspecified structural change, threshold, and Markov-switching models.	2003-02-17	Paper
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS	2001-09-17	Paper
β-mixing and moment properties of RCA models with application to GARCH(p,q)	2001-01-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Marine Carrasco