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 8 94
Adaptive Realized Kernels 0 0 0 7 0 2 9 73
Adaptive Realized Kernels 0 0 0 0 0 1 5 27
Chi-square Tests for Parameter Stability 0 0 0 550 3 3 14 3,668
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 4 4 10 369
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 4 10 318
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 4 5 17 1,167
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 4 16 96
Efficient Estimation Using the Characteristic Function 0 0 0 0 1 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 0 292 1 3 10 1,084
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 2 2 8 298
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 3 4 10 448
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 229 2 13 22 499
Efficient estimation using the Characteristic Function 0 0 0 14 3 4 11 65
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 2 6 17 90
Estimation of a Mixture via the Empirical Characteristic Function 2 3 4 335 4 7 14 1,006
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 9 13 19 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 1 3 12 90
In-sample inference and forecasting in misspecified factor models 0 0 0 61 4 6 17 148
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 1 10 237
Nonlinearity and Temporal Dependence 0 0 0 42 2 3 11 146
Nonlinearity and Temporal Dependence 0 0 0 48 2 4 18 168
Nonlinearity and Temporal Dependence 0 0 0 143 1 2 9 702
Nonlinearity and Temporal Dependence 0 0 0 34 2 5 14 145
On the Asymptotic Efficiency of GMM 0 0 0 71 1 3 8 237
On the Asymptotic Efficiency of GMM 0 0 0 235 2 4 16 639
Optimal test for Markov switching 0 0 0 291 4 9 18 806
Optimal test for Markov switching 0 0 0 0 0 2 11 656
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 0 46 5 5 21 111
Regularized LIML for many instruments 0 0 0 6 5 6 18 82
Regularized LIML for many instruments 0 0 0 22 1 4 12 68
Score-type tests for normal mixtures 0 0 0 19 3 6 17 46
Score-type tests for normal mixtures 0 0 0 1 4 4 10 18
Spectral Method for Deconvolving a Density 0 0 0 50 2 2 6 177
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 3 9 17 27
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 2 3 13 58
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 2 4 10 12
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 1 1 5 30
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 1 1 2 71 2 2 4 146
Total Working Papers 3 6 11 3,409 88 167 505 14,291

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 2 2 5 51
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 1 2 6 67
A regularization approach to the many instruments problem 0 1 2 75 1 2 15 247
Adaptive Realized Kernels 0 0 0 3 2 3 15 59
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 2 5 20 222
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 3 4 15 62
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 5 7 15 115
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 3 8 3 6 22 55
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 1 1 8 249
Functional linear regression with functional response 0 0 2 59 2 2 20 191
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 1 132 1 7 22 292
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 2 3 17 71
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 5 193 1 3 21 441
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 1 2 5 346
Nonlinearity and temporal dependence 0 0 1 65 2 4 17 261
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 1 1 8 0 3 8 71
Optimal Test for Markov Switching Parameters 0 0 0 42 3 5 13 172
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 2 2 6 19
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 1 2 3 0 2 24 28
Regularized LIML for many instruments 0 0 0 8 1 3 15 101
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 2 2 6 31
Score-type tests for normal mixtures 0 0 1 1 3 7 17 19
Simulation-Based Method of Moments and Efficiency 0 0 0 0 1 3 13 606
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 2 4 25 48
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 3 3 8 18
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 3 6 23 463
Total Journal Articles 0 4 23 1,113 49 94 386 4,311

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 7 655 4 9 27 1,768
Risk Neutral Density Estimation with a Functional Linear Model 0 0 1 8 1 3 9 25
Total Chapters 0 0 8 663 5 12 36 1,793

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Statistics updated 2026-05-06