Access Statistics for Marine Carrasco

Author contact details at EconPapers.

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 2 2 2 66
Adaptive Realized Kernels 0 0 0 26 2 2 2 88
Adaptive Realized Kernels 0 0 0 0 0 0 1 22
Chi-square Tests for Parameter Stability 0 0 0 550 2 6 12 3,661
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 88 0 1 2 309
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 1 5 1,151
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 2 3 82
Efficient Estimation Using the Characteristic Function 0 0 1 37 2 2 4 92
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 0 1 91 0 0 3 291
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 2 8 1,078
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 229 0 0 2 478
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 1 2 3 441
Efficient estimation using the Characteristic Function 0 0 0 14 0 0 0 54
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 1 2 2 67
Efficient estimation with many weak instruments using regularization techniques 0 0 0 15 0 0 1 73
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 331 1 2 2 994
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 1 1 8 18
Functional linear regression with functional response 0 0 0 0 1 1 4 9
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 2 2 5 81
In-sample inference and forecasting in misspecified factor models 0 0 1 61 0 2 6 134
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 1 1 2 229
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
Nonlinearity and Temporal Dependence 0 0 0 143 1 1 1 694
Nonlinearity and Temporal Dependence 0 0 0 34 1 1 2 132
Nonlinearity and Temporal Dependence 0 0 0 42 1 1 1 136
On the Asymptotic Efficiency of GMM 0 0 0 235 2 2 3 625
On the Asymptotic Efficiency of GMM 0 0 0 71 0 1 3 231
Optimal test for Markov switching 0 0 0 291 0 1 3 790
Optimal test for Markov switching 0 0 0 0 0 1 2 646
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 2 46 1 1 7 93
Regularized LIML for many instruments 0 0 1 22 2 2 3 58
Regularized LIML for many instruments 0 0 1 6 0 0 1 64
Score-type tests for normal mixtures 0 0 0 19 3 4 6 34
Score-type tests for normal mixtures 0 0 0 1 0 0 4 8
Spectral Method for Deconvolving a Density 0 0 0 50 1 1 2 172
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 0 0 2 11
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 2 2 3 47
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 3 25
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 0 0 2 143
Total Working Papers 0 0 11 3,401 32 49 132 13,857

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 1 47
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 0 0 1 61
A regularization approach to the many instruments problem 0 0 2 73 4 5 9 237
Adaptive Realized Kernels 0 0 0 3 0 1 1 45
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 2 4 206
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 1 1 2 48
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 4 5 5 105
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 2 7 5 5 8 41
Efficient estimation of general dynamic models with a continuum of moment conditions 0 1 1 106 0 1 7 243
Functional linear regression with functional response 0 0 1 58 2 2 9 178
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 1 131 3 6 14 280
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 3 13 2 5 10 60
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 2 6 192 0 4 11 427
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 1 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 0 0 3 65
Optimal Test for Markov Switching Parameters 0 0 0 42 1 2 3 161
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 1 1 14
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 1 1 2 2 3 6 10 10
Regularized LIML for many instruments 0 0 0 8 2 4 8 92
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 1 1 6 6
Simulation-Based Method of Moments and Efficiency 0 0 0 0 2 2 7 597
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 0 1 1 2 2
Testing distributional assumptions using a continuum of moments 0 0 1 3 1 1 6 26
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 0 167 2 2 22 446
Total Journal Articles 1 6 21 1,101 36 59 157 4,021

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 2 8 653 1 4 21 1,751
Risk Neutral Density Estimation with a Functional Linear Model 1 1 2 8 1 1 5 19
Total Chapters 1 3 10 661 2 5 26 1,770

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08