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 0 0 1 6 28
Adaptive Realized Kernels 0 0 0 26 0 0 8 94
Adaptive Realized Kernels 0 0 0 7 0 1 10 74
Chi-square Tests for Parameter Stability 0 0 0 550 0 2 12 3,671
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 0 9 369
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 1 1 17 1,168
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 11 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 3 19 100
Efficient Estimation Using the Characteristic Function 0 0 0 0 1 3 6 22
Efficient Estimation Using the Characteristic Function 0 1 1 38 0 1 9 99
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 0 0 8 1,085
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 91 0 0 8 299
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 229 1 2 23 501
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 1 4 14 454
Efficient estimation using the Characteristic Function 0 0 0 14 1 1 13 67
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 0 8 74
Efficient estimation with many weak instruments using regularization techniques 0 0 3 18 0 0 17 90
Estimation of a Mixture via the Empirical Characteristic Function 0 0 4 335 0 2 19 1,011
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 1 1 18 35
Functional linear regression with functional response 0 0 0 0 0 0 7 15
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 1 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 0 0 16 150
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 0 10 238
Nonlinearity and Temporal Dependence 0 0 0 143 8 8 18 711
Nonlinearity and Temporal Dependence 0 0 0 42 0 1 12 147
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 18 170
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 14 145
On the Asymptotic Efficiency of GMM 0 0 0 71 0 0 7 237
On the Asymptotic Efficiency of GMM 0 0 0 235 10 11 27 650
Optimal test for Markov switching 0 0 0 0 0 1 11 657
Optimal test for Markov switching 0 0 0 291 0 1 18 807
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 0 46 0 1 21 113
Regularized LIML for many instruments 0 0 0 6 0 1 20 84
Regularized LIML for many instruments 0 0 0 22 2 2 14 70
Score-type tests for normal mixtures 0 0 0 19 0 1 16 47
Score-type tests for normal mixtures 0 0 0 1 0 0 10 18
Spectral Method for Deconvolving a Density 0 0 0 50 0 0 6 177
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 2 2 18 29
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 0 0 13 58
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 0 0 10 12
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 0 1 7 32
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 71 0 1 5 148
Total Working Papers 0 1 9 3,410 28 55 545 14,366

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 1 6 53
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 0 0 7 68
A regularization approach to the many instruments problem 2 2 4 77 4 5 22 254
Adaptive Realized Kernels 0 0 0 3 1 2 16 61
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 1 18 223
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 1 1 1 3 1 2 17 64
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 1 2 16 117
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 1 8 0 2 21 57
Efficient estimation of general dynamic models with a continuum of moment conditions 1 1 1 107 2 2 8 251
Functional linear regression with functional response 0 1 2 60 0 2 17 193
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 1 132 1 4 21 297
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 14 2 3 17 74
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 2 194 1 3 18 445
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 1 2 7 348
Nonlinearity and temporal dependence 0 0 1 65 1 1 18 263
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 1 8 0 1 9 74
Optimal Test for Markov Switching Parameters 0 0 0 42 1 3 16 176
Policy Evaluation in Macroeconometric Doubly Stochastic Models 1 1 1 2 2 2 7 21
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 1 3 4 0 2 27 31
Regularized LIML for many instruments 0 0 0 8 2 2 14 103
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 1 1 6 32
Score-type tests for normal mixtures 1 1 2 2 2 3 17 22
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 1 13 608
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 1 1 0 1 6 7
Testing distributional assumptions using a continuum of moments 0 0 0 3 0 0 23 48
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 0 1 10 20
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 2 4 24 468
Total Journal Articles 6 8 23 1,122 26 53 401 4,378

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 1 1 6 657 3 5 27 1,775
Risk Neutral Density Estimation with a Functional Linear Model 0 1 2 9 0 3 12 30
Total Chapters 1 2 8 666 3 8 39 1,805

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Statistics updated 2026-09-10