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 0 5 27
Adaptive Realized Kernels 0 0 0 26 0 0 8 94
Adaptive Realized Kernels 0 0 0 7 0 1 9 73
Chi-square Tests for Parameter Stability 0 0 0 550 1 4 14 3,669
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 4 10 369
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 2 17 97
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 1 2 11 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 4 17 1,167
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 1 3 19
Efficient Estimation Using the Characteristic Function 0 0 0 37 0 2 9 98
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 1 3 9 299
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 1 3 11 1,085
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 2 6 11 450
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 229 0 4 22 499
Efficient estimation using the Characteristic Function 0 0 0 14 1 5 12 66
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 1 9 74
Efficient estimation with many weak instruments using regularization techniques 0 2 3 18 0 5 17 90
Estimation of a Mixture via the Empirical Characteristic Function 0 3 4 335 3 8 17 1,009
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 0 12 17 34
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 11 90
In-sample inference and forecasting in misspecified factor models 0 0 0 61 2 8 19 150
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 1 1 10 238
Nonlinearity and Temporal Dependence 0 0 0 34 0 2 14 145
Nonlinearity and Temporal Dependence 0 0 0 48 1 3 18 169
Nonlinearity and Temporal Dependence 0 0 0 42 0 2 11 146
Nonlinearity and Temporal Dependence 0 0 0 143 1 2 10 703
On the Asymptotic Efficiency of GMM 0 0 0 71 0 3 7 237
On the Asymptotic Efficiency of GMM 0 0 0 235 0 3 16 639
Optimal test for Markov switching 0 0 0 0 0 0 11 656
Optimal test for Markov switching 0 0 0 291 0 6 18 806
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 0 46 1 6 21 112
Regularized LIML for many instruments 0 0 0 6 1 7 19 83
Regularized LIML for many instruments 0 0 0 22 0 1 12 68
Score-type tests for normal mixtures 0 0 0 19 0 6 17 46
Score-type tests for normal mixtures 0 0 0 1 0 4 10 18
Spectral Method for Deconvolving a Density 0 0 0 50 0 2 6 177
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 0 4 17 27
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 0 3 13 58
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 0 2 10 12
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 1 2 6 31
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 1 2 71 1 3 5 147
Total Working Papers 0 6 11 3,409 20 138 516 14,311

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 3 6 52
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 1 2 7 68
A regularization approach to the many instruments problem 0 1 2 75 2 4 17 249
Adaptive Realized Kernels 0 0 0 3 0 3 15 59
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 4 19 222
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 4 15 62
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 0 7 15 115
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 3 8 0 5 22 55
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 1 8 249
Functional linear regression with functional response 0 0 1 59 0 2 18 191
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 1 132 1 7 22 293
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 0 3 17 71
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 6 194 1 3 21 442
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 0 2 5 346
Nonlinearity and temporal dependence 0 0 1 65 1 4 18 262
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 1 8 2 3 10 73
Optimal Test for Markov Switching Parameters 0 0 0 42 1 4 14 173
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 2 6 19
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 0 2 3 1 1 25 29
Regularized LIML for many instruments 0 0 0 8 0 1 15 101
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 0 2 6 31
Score-type tests for normal mixtures 0 0 1 1 0 6 16 19
Simulation-Based Method of Moments and Efficiency 0 0 0 0 1 3 12 607
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 1 1 1 0 1 5 6
Testing distributional assumptions using a continuum of moments 0 0 0 3 0 3 25 48
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 1 4 9 19
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 1 4 22 464
Total Journal Articles 1 3 23 1,114 14 88 390 4,325

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 6 656 2 10 26 1,770
Risk Neutral Density Estimation with a Functional Linear Model 0 0 1 8 2 4 11 27
Total Chapters 1 1 7 664 4 14 37 1,797

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Statistics updated 2026-06-04