Access Statistics for Marine Carrasco

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Realized Kernels 0 0 0 7 0 0 0 64
Adaptive Realized Kernels 0 0 0 26 0 0 1 86
Adaptive Realized Kernels 0 0 0 0 0 0 1 22
Chi-square Tests for Parameter Stability 0 0 0 550 0 1 9 3,655
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 1 1 2 360
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 0 1 80
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 1 308
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 0 4 1,150
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 0 0 16
Efficient Estimation Using the Characteristic Function 0 0 1 37 0 0 1 89
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 2 5 1,075
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 90 0 1 2 290
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 1 1 439
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 228 0 0 1 477
Efficient estimation using the Characteristic Function 0 0 0 14 0 0 3 54
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 0 0 65
Efficient estimation with many weak instruments using regularization techniques 0 0 0 15 0 0 4 73
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 331 0 0 0 992
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 1 5 0 2 8 17
Functional linear regression with functional response 0 0 0 0 0 0 4 8
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 1 4 79
In-sample inference and forecasting in misspecified factor models 0 1 1 61 1 2 5 132
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 1 3 228
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 48 1 2 4 152
On the Asymptotic Efficiency of GMM 0 0 0 235 0 0 1 623
On the Asymptotic Efficiency of GMM 0 0 0 71 0 1 2 230
Optimal test for Markov switching 0 0 0 291 1 1 2 789
Optimal test for Markov switching 0 0 0 0 0 0 1 645
Regularization Based Anderson Rubin Tests for Many Instruments 0 1 5 46 0 2 9 91
Regularized LIML for many instruments 0 0 1 6 0 0 1 64
Regularized LIML for many instruments 0 0 1 22 0 0 3 56
Score-type tests for normal mixtures 0 0 0 19 0 0 1 29
Score-type tests for normal mixtures 0 0 0 1 0 0 4 8
Spectral Method for Deconvolving a Density 0 0 0 50 0 0 1 171
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 1 1 3 11
Testing Distributional Assumptions Using a Continuum of Moments 0 0 1 26 0 0 4 45
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 0 0 1 2
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 0 0 4 25
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 0 69 0 1 2 142
Total Working Papers 0 2 13 3,398 6 20 105 13,801

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution 0 0 0 5 0 0 0 46
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 0 0 1 61
A regularization approach to the many instruments problem 0 1 4 73 0 1 16 232
Adaptive Realized Kernels 0 0 0 3 0 0 0 44
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 2 4 204
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 0 2 47
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 0 0 0 100
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 1 1 1 6 1 1 1 34
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 0 0 6 241
Functional linear regression with functional response 0 1 1 58 0 2 6 173
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 6 131 0 1 16 271
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 2 12 1 2 5 55
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 5 189 1 2 11 422
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 1 154 0 0 1 341
Nonlinearity and temporal dependence 0 0 0 64 0 0 1 244
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 0 0 1 63
Optimal Test for Markov Switching Parameters 0 0 0 42 0 0 1 159
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 0 0 13
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 0 1 1 0 0 4 4
Regularized LIML for many instruments 0 0 0 8 1 1 3 87
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 0 2 25
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 2 5 595
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 0 0 0 1 1
Testing distributional assumptions using a continuum of moments 0 0 1 3 1 1 6 24
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 0 0 1 10
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 167 2 6 34 444
Total Journal Articles 2 5 24 1,093 8 21 128 3,940

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization 0 3 11 650 0 7 25 1,744
Risk Neutral Density Estimation with a Functional Linear Model 0 0 1 7 2 2 5 18
Total Chapters 0 3 12 657 2 9 30 1,762

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Statistics updated 2025-07-04