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 6 8 94
Adaptive Realized Kernels 0 0 0 0 1 4 5 27
Adaptive Realized Kernels 0 0 0 7 1 3 8 72
Chi-square Tests for Parameter Stability 0 0 0 550 0 2 12 3,665
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 5 6 365
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 3 12 15 95
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 1 10 13 1,163
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 3 5 9 317
Efficient Estimation Using the Characteristic Function 0 0 0 37 0 3 7 96
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 1 2 18
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 0 3 7 296
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 292 1 3 11 1,082
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 3 6 444
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 229 9 16 18 495
Efficient estimation using the Characteristic Function 0 0 0 14 0 6 7 61
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 2 8 73
Efficient estimation with many weak instruments using regularization techniques 0 0 1 16 1 8 12 85
Estimation of a Mixture via the Empirical Characteristic Function 0 1 1 332 2 7 9 1,001
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 1 4 9 22
Functional linear regression with functional response 0 0 0 0 0 4 7 15
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 2 6 11 89
In-sample inference and forecasting in misspecified factor models 0 0 1 61 0 6 12 142
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 1 8 10 237
Nonlinearity and Temporal Dependence 0 0 0 34 3 9 12 143
Nonlinearity and Temporal Dependence 0 0 0 143 1 7 8 701
Nonlinearity and Temporal Dependence 0 0 0 42 1 4 9 144
Nonlinearity and Temporal Dependence 0 0 0 48 2 14 17 166
On the Asymptotic Efficiency of GMM 0 0 0 235 1 10 13 636
On the Asymptotic Efficiency of GMM 0 0 0 71 0 3 5 234
Optimal test for Markov switching 0 0 0 291 3 9 12 800
Optimal test for Markov switching 0 0 0 0 2 9 11 656
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 1 46 0 9 18 106
Regularized LIML for many instruments 0 0 0 22 3 7 11 67
Regularized LIML for many instruments 0 0 0 6 0 10 12 76
Score-type tests for normal mixtures 0 0 0 19 0 6 11 40
Score-type tests for normal mixtures 0 0 0 1 0 5 6 14
Spectral Method for Deconvolving a Density 0 0 0 50 0 3 5 175
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 5 8 13 23
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 0 5 10 55
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 2 6 8 10
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 0 4 4 29
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 0 0 3 144
Total Working Papers 0 1 8 3,403 49 255 400 14,173

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 3 49
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 1 5 5 66
A regularization approach to the many instruments problem 0 0 2 74 0 6 15 245
Adaptive Realized Kernels 0 0 0 3 0 9 12 56
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 8 16 218
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 8 11 58
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 0 3 8 108
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 3 8 1 7 17 50
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 2 12 248
Functional linear regression with functional response 0 1 2 59 0 7 18 189
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 1 132 1 5 16 286
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 3 14 0 7 15 68
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 5 193 1 10 19 439
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 0 2 3 344
Nonlinearity and temporal dependence 0 0 1 65 1 12 15 258
ON THE ASYMPTOTIC EFFICIENCY OF GMM 1 1 1 8 2 4 7 70
Optimal Test for Markov Switching Parameters 0 0 0 42 2 7 10 169
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 1 4 17
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 1 1 2 3 2 18 24 28
Regularized LIML for many instruments 0 0 0 8 2 6 14 100
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 3 5 29
Score-type tests for normal mixtures 0 1 1 1 1 7 13 13
Simulation-Based Method of Moments and Efficiency 0 0 0 0 1 6 11 604
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 0 0 3 4 5
Testing distributional assumptions using a continuum of moments 0 0 0 3 1 15 22 45
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 0 4 5 15
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 3 11 24 460
Total Journal Articles 2 5 24 1,111 20 177 328 4,237

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 8 655 1 5 23 1,760
Risk Neutral Density Estimation with a Functional Linear Model 0 0 1 8 1 3 7 23
Total Chapters 0 0 9 663 2 8 30 1,783

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