Marine Carrasco
Names
| first: |
Marine |
| last: |
Carrasco |
Identifer
Contact
| homepage: |
https://marinecarrasco.openum.ca/en/ |
|
| phone: |
(514) 343-2394 |
| postal address: |
University of Montreal
Departement de sciences economiques
CP 6128, succ Centre Ville
Montreal, QC H3C3J7
Canada |
Affiliations
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 1%)
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Université de Montréal
/ Département de Sciences Économiques (weight: 98%)
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 1%)
Research profile
author of:
- Policy Evaluation in Macroeconometric Doubly Stochastic Models (RePEc:adr:anecst:y:2002:i:67-68:p:73-109)
by Marine Carrasco & Stéphane Gregoir - Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model (RePEc:adr:anecst:y:2010:i:99-100:p:395-427)
by Frédérique Bec & Mélika Ben Salem & Marine Carrasco - Efficient Estimation Using Regularized Jackknife IV Estimator (RePEc:adr:anecst:y:2017:i:128:p:109-149)
by Marine CARRASCO & Mohamed DOUKALI - Functional Partial Least-Squares: Optimal Rates and Adaptation (RePEc:arx:papers:2402.11134)
by Andrii Babii & Marine Carrasco & Idriss Tsafack - Simulation-Based Method of Moments and Efficiency (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:482-92)
by Carrasco, Marine & Florens, Jean-Pierre - Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship (RePEc:bes:jnlbes:v:22:y:2004:p:382-395)
by Frederic Bec & Melika Ben Salem & Marine Carrasco - Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (RePEc:cir:cirwor:2003s-02)
by Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco - Nonlinearity and Temporal Dependence (RePEc:cir:cirwor:2009s-17)
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco - Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model (RePEc:cir:cirwor:2009s-18)
by Frédérique Bec & Mélika Ben Salem & Marine Carrasco - Adaptive Realized Kernels (RePEc:cir:cirwor:2011s-29)
by Marine Carrasco & Rachidi Kotchoni - Regularized LIML for many instruments (RePEc:cir:cirwor:2013s-20)
by Guy Tchuente & Marine Carrasco - Efficient estimation with many weak instruments using regularization techniques (RePEc:cir:cirwor:2013s-21)
by Guy Tchuente & Marine Carrasco - Efficient estimation using the Characteristic Function (RePEc:cir:cirwor:2013s-22)
by Marine Carrasco & Rachidi Kotchoni - Score-type tests for normal mixtures (RePEc:cir:cirwor:2023s-02)
by Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana - Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility (RePEc:cir:cirwor:2023s-03)
by Marine Carrasco & N'Golo Koné - Testing Distributional Assumptions Using a Continuum of Moments (RePEc:cmf:wpaper:wp2017_1709)
by Dante Amengual & Marine Carrasco & Enrique Sentana - Score-type tests for normal mixtures (RePEc:cmf:wpaper:wp2022_2213)
by Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana - In-sample Inference and Forecasting in Misspecified Factor Models (RePEc:cpr:ceprdp:11388)
by Rossi, Barbara & Carrasco, Marine - Efficient GMM Estimation Using the Empirical Characteristic Function (RePEc:crs:wpaper:2000-33)
by Marine Carrasco & Jean-Pierre Florens - Chi-square Tests when a Nuisance Parameter is Present only under the Alternative (RePEc:crs:wpaper:2000-34)
by Marine Carrasco - b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models (RePEc:crs:wpaper:99-41)
by Marine Carrasco & Xiaohong Chen - Generalization Of Gmm To A Continuum Of Moment Conditions (RePEc:cup:etheor:v:16:y:2000:i:06:p:797-834_16)
by Carrasco, Marine & Florens, Jean-Pierre - Mixing And Moment Properties Of Various Garch And Stochastic Volatility Models (RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18)
by Carrasco, Marine & Chen, Xiaohong - 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution (RePEc:cup:etheor:v:20:y:2004:i:01:p:228-229_25)
by Carrasco, Marine - A Spectral Method For Deconvolving A Density (RePEc:cup:etheor:v:27:y:2011:i:03:p:546-581_00)
by Carrasco, Marine & Florens, Jean-Pierre - On The Asymptotic Efficiency Of Gmm (RePEc:cup:etheor:v:30:y:2014:i:02:p:372-406_00)
by Carrasco, Marine & Florens, Jean-Pierre - Efficient Estimation Using The Characteristic Function (RePEc:cup:etheor:v:33:y:2017:i:02:p:479-526_00)
by Carrasco, Marine & Kotchoni, Rachidi - Nonlinearity and Temporal Dependence (RePEc:cwl:cwldpp:1652)
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco - Nonlinearity and Temporal Dependence (RePEc:cwl:cwldpp:1652r)
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco - Nonlinearity and Temporal Dependence (RePEc:ecl:yaleco:48)
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine - Optimal test for Markov switching (RePEc:ecm:nasm04:396)
by Marine Carrasco & Liang Hu - On the Asymptotic Efficiency of GMM (RePEc:ecm:nawm04:436)
by Jean-Pierre Florens & Marine Carrasco - Estimation of a Mixture via the Empirical Characteristic Function (RePEc:ecm:wc2000:0514)
by Marine H. Carrasco & Jean-Pierre Florens - Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization (RePEc:eee:ecochp:6b-77)
by Carrasco, Marine & Florens, Jean-Pierre & Renault, Eric - Misspecified Structural Change, Threshold, and Markov-switching models (RePEc:eee:econom:v:109:y:2002:i:2:p:239-273)
by Carrasco, Marine - Efficient estimation of general dynamic models with a continuum of moment conditions (RePEc:eee:econom:v:140:y:2007:i:2:p:529-573)
by Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric - Nonlinearity and temporal dependence (RePEc:eee:econom:v:155:y:2010:i:2:p:155-169)
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine - A regularization approach to the many instruments problem (RePEc:eee:econom:v:170:y:2012:i:2:p:383-398)
by Carrasco, Marine - Regularized LIML for many instruments (RePEc:eee:econom:v:186:y:2015:i:2:p:427-442)
by Carrasco, Marine & Tchuente, Guy - Functional linear regression with functional response (RePEc:eee:econom:v:201:y:2017:i:2:p:269-291)
by Benatia, David & Carrasco, Marine & Florens, Jean-Pierre - Testing distributional assumptions using a continuum of moments (RePEc:eee:econom:v:218:y:2020:i:2:p:655-689)
by Amengual, Dante & Carrasco, Marine & Sentana, Enrique - Risk Neutral Density Estimation with a Functional Linear Model (RePEc:eme:aecozz:s0731-90532023000045b005)
by Marine Carrasco & Idriss Tsafack - Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model (RePEc:hal:journl:hal-00685810)
by Frédérique Bec & Mélika Ben Salem & Marine Carrasco - Adaptive Realized Kernels (RePEc:hal:journl:hal-01386059)
by Marine Carrasco & Rachidi Kotchoni - Efficient Estimation Using the Characteristic Function (RePEc:hal:journl:hal-01386060)
by Marine Carrasco & Rachidi Kotchoni - The Continuum-GMM Estimation: Theory and Application (RePEc:hal:journl:hal-02435760)
by Rachidi Kotchoni & Marine Carrasco - Functional linear regression with functional response (RePEc:hal:journl:hal-03523162)
by David Benatia & Marine Carrasco & Jean-Pierre Florens - Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship (RePEc:hal:journl:hal-04176298)
by Frédéric Bec & Mélika Ben Salem & Marine Carrasco - Efficient Estimation Using the Characteristic Function (RePEc:hal:wpaper:hal-00867850)
by Marine Carrasco & Rachidi Kotchoni - Adaptive Realized Kernels (RePEc:hal:wpaper:hal-00867967)
by Marine Carrasco & Rachidi Kotchoni - Efficient GMM Estimation Using the Empirical Characteristic Function (RePEc:ide:wpaper:1036)
by Carrasco, Marine & Florens, Jean-Pierre - Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (RePEc:ide:wpaper:1037)
by Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric - Spectral Method for Deconvolving a Density (RePEc:ide:wpaper:1038)
by Carrasco, Marine & Florens, Jean-Pierre - On the Asymptotic Efficiency of GMM (RePEc:ide:wpaper:1044)
by Carrasco, Marine & Florens, Jean-Pierre - Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
[Specification testing in models with many instruments] (RePEc:oup:emjrnl:v:25:y:2022:i:1:p:71-97.)
by Marine Carrasco & Mohamed Doukali - Adaptive Realized Kernels (RePEc:oup:jfinec:v:13:y:2015:i:4:p:757-797.)
by Marine Carrasco & Rachidi Kotchoni - Optimal test for Markov switching (RePEc:red:sed004:374)
by Marine Carrasco & Liang Hu - Chi-square Tests for Parameter Stability (RePEc:roc:rocher:508)
by Marine Carrasco - Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model (RePEc:roc:rocher:509)
by Frederique Bec & Melika Ben Salem & Marine Carrasco - Kernel Estimation of the Density of a Change-Point in the Mean (RePEc:sce:scecf7:156)
by Marine Carrasco - Efficient Estimation with Many Weak Instruments Using Regularization Techniques (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1609-1637)
by Marine Carrasco & Guy Tchuente - In-Sample Inference and Forecasting in Misspecified Factor Models (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:313-338)
by Marine Carrasco & Barbara Rossi - Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:353-356)
by Marine Carrasco & Barbara Rossi - Regularized LIML for many instruments (RePEc:ukc:ukcedp:1515)
by Marine Carrasco & Guy Tchuente - Efficient estimation with many weak instruments using regularization techniques (RePEc:ukc:ukcedp:1517)
by Marine Carrasco & Guy Tchuente - Regularization Based Anderson Rubin Tests for Many Instruments (RePEc:ukc:ukcedp:1608)
by Marine Carrasco & Guy Tchuente - In-sample inference and forecasting in misspecified factor models (RePEc:upf:upfgen:1530)
by Marine Carrasco & Barbara Rossi - Optimal Test for Markov Switching Parameters (RePEc:wly:emetrp:v:82:y:2014:i:2:p:765-784)
by Marine Carrasco & Liang Hu & Werner Ploberger