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 26 0 0 1 86
Adaptive Realized Kernels 0 0 0 0 0 1 1 22
Adaptive Realized Kernels 0 0 0 7 0 0 0 64
Chi-square Tests for Parameter Stability 0 0 1 550 1 4 11 3,653
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 1 1 359
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 1 1 308
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 0 7 1,150
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 1 1 80
Efficient Estimation Using the Characteristic Function 0 0 1 37 0 0 1 89
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 0 0 16
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 1 291 0 1 2 1,071
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 90 1 1 1 289
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 0 1 438
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 228 0 1 1 477
Efficient estimation using the Characteristic Function 0 0 0 14 0 0 4 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 1 1 4 73
Estimation of a Mixture via the Empirical Characteristic Function 0 0 1 331 0 0 1 992
Functional Partial Least-Squares: Optimal Rates and Adaptation 0 0 4 5 1 3 11 13
Functional linear regression with functional response 0 0 0 0 0 2 5 8
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 2 3 78
In-sample inference and forecasting in misspecified factor models 0 0 0 60 1 1 6 130
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 0 2 227
Nonlinearity and Temporal Dependence 0 0 0 34 0 1 1 131
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 1 149
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
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 0 1 229
Optimal test for Markov switching 0 0 0 291 1 1 2 788
Optimal test for Markov switching 0 0 0 0 1 1 1 645
Regularization Based Anderson Rubin Tests for Many Instruments 0 1 4 45 1 2 6 88
Regularized LIML for many instruments 0 1 1 22 0 1 3 56
Regularized LIML for many instruments 0 1 2 6 0 1 3 64
Score-type tests for normal mixtures 0 0 0 19 0 1 5 29
Score-type tests for normal mixtures 0 0 0 1 2 4 4 8
Spectral Method for Deconvolving a Density 0 0 0 50 0 0 1 170
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 1 4 1 1 4 10
Testing Distributional Assumptions Using a Continuum of Moments 0 0 2 26 1 1 6 45
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 1 1 2 2
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 1 3 5 25
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 0 69 0 0 2 141
Total Working Papers 0 4 18 3,395 14 39 114 13,773

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 1 17 0 1 2 61
A regularization approach to the many instruments problem 0 0 7 72 0 1 22 230
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 0 0 3 202
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 1 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 0 0 0 5 0 0 1 33
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 0 0 1 236
Functional linear regression with functional response 0 0 1 57 1 2 7 171
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 9 131 0 2 19 270
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 1 11 1 3 4 53
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 2 8 188 2 4 16 420
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 1 154 0 0 3 341
Nonlinearity and temporal dependence 0 0 0 64 0 0 1 243
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 1 1 1 63
Optimal Test for Markov Switching Parameters 0 0 0 42 0 1 1 159
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 0 0 13
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 1 1 1 0 3 4 4
Regularized LIML for many instruments 0 0 1 8 1 1 3 86
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 4 0 0 2 24
Simulation-Based Method of Moments and Efficiency 0 0 0 0 1 3 5 593
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 1 1 1 3 2 3 5 23
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 3 167 3 9 45 436
Total Journal Articles 1 5 35 1,087 12 35 149 3,909

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 0 17 647 2 4 33 1,737
Risk Neutral Density Estimation with a Functional Linear Model 1 1 3 7 1 1 5 16
Total Chapters 1 1 20 654 3 5 38 1,753

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Statistics updated 2025-03-03