Marine Carrasco

Available identifiers

zbMath Open carrasco.marineMaRDI QIDQ451258

List of research outcomes

Publication	Date of Publication	Type
In-Sample Inference and Forecasting in Misspecified Factor Models	2025-01-20	Paper
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models	2025-01-20	Paper
Regularized estimation of dynamic panel models	2024-05-22	Paper
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

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