The following pages link to Marine Carrasco (Q451258):
Displaying 20 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- (Q494177) (redirect page) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Functional linear regression with functional response (Q1676375) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS (Q2716472) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- A SPECTRAL METHOD FOR DECONVOLVING A DENSITY (Q3021621) (← links)
- β-mixing and moment properties of RCA models with application to GARCH(p,q) (Q4511650) (← links)
- Optimal Test for Markov Switching Parameters (Q4615860) (← links)
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (Q4807280) (← links)
- Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV (Q5083299) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)
- In-Sample Inference and Forecasting in Misspecified Factor Models (Q6667079) (← links)
- Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models (Q6667085) (← links)
