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 3 5 5 69
Adaptive Realized Kernels 0 0 0 26 0 2 2 88
Adaptive Realized Kernels 0 0 0 0 1 1 2 23
Chi-square Tests for Parameter Stability 0 0 0 550 2 4 14 3,663
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 0 2 360
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 2 2 3 1,153
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 3 4 5 312
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 2 4 83
Efficient Estimation Using the Characteristic Function 0 0 0 0 1 1 1 17
Efficient Estimation Using the Characteristic Function 0 0 0 37 1 3 4 93
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 2 2 5 293
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 2 9 1,079
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 229 1 1 3 479
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 1 3 441
Efficient estimation using the Characteristic Function 0 0 0 14 1 1 1 55
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 4 5 6 71
Efficient estimation with many weak instruments using regularization techniques 1 1 1 16 4 4 5 77
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 331 0 2 2 994
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 0 1 8 18
Functional linear regression with functional response 0 0 0 0 2 3 5 11
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 2 4 7 83
In-sample inference and forecasting in misspecified factor models 0 0 1 61 2 2 7 136
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 1 2 229
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 1 694
Nonlinearity and Temporal Dependence 0 0 0 42 4 5 5 140
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
Nonlinearity and Temporal Dependence 0 0 0 34 2 3 4 134
On the Asymptotic Efficiency of GMM 0 0 0 71 0 1 2 231
On the Asymptotic Efficiency of GMM 0 0 0 235 1 3 3 626
Optimal test for Markov switching 0 0 0 0 1 1 3 647
Optimal test for Markov switching 0 0 0 291 1 2 4 791
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 2 46 4 5 11 97
Regularized LIML for many instruments 0 0 1 6 2 2 3 66
Regularized LIML for many instruments 0 0 1 22 2 4 5 60
Score-type tests for normal mixtures 0 0 0 1 1 1 5 9
Score-type tests for normal mixtures 0 0 0 19 0 3 6 34
Spectral Method for Deconvolving a Density 0 0 0 50 0 1 2 172
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 4 4 6 15
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 3 5 6 50
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 2 2 3 4
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 0 0 3 25
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 1 1 3 144
Total Working Papers 1 1 11 3,402 61 97 184 13,918

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 1 1 2 48
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 0 0 1 61
A regularization approach to the many instruments problem 1 1 2 74 2 7 10 239
Adaptive Realized Kernels 0 0 0 3 2 2 3 47
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 4 5 8 210
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 2 3 4 50
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 0 4 5 105
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 1 1 3 8 2 7 10 43
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 3 3 10 246
Functional linear regression with functional response 0 0 1 58 4 6 13 182
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 1 1 1 132 1 5 13 281
In-Sample Inference and Forecasting in Misspecified Factor Models 1 1 4 14 1 4 11 61
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 6 192 2 2 13 429
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 0 1 1 342
Nonlinearity and temporal dependence 0 1 1 65 0 1 3 246
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 1 1 4 66
Optimal Test for Markov Switching Parameters 0 0 0 42 1 2 4 162
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 2 2 3 16
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 1 2 2 0 6 9 10
Regularized LIML for many instruments 0 0 0 8 2 5 9 94
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 0 2 26
Score-type tests for normal mixtures 0 0 0 0 0 1 6 6
Simulation-Based Method of Moments and Efficiency 0 0 0 0 1 3 8 598
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 0 0 1 1 2
Testing distributional assumptions using a continuum of moments 0 0 1 3 4 5 10 30
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 1 1 1 11
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 1 1 1 168 3 5 22 449
Total Journal Articles 5 7 24 1,106 39 83 186 4,060

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 2 4 8 655 4 7 22 1,755
Risk Neutral Density Estimation with a Functional Linear Model 0 1 2 8 1 2 5 20
Total Chapters 2 5 10 663 5 9 27 1,775

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Statistics updated 2025-12-06