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 7 0 0 0 64
Adaptive Realized Kernels 0 0 0 26 0 0 1 86
Adaptive Realized Kernels 0 0 0 0 0 0 1 22
Chi-square Tests for Parameter Stability 0 0 0 550 0 4 10 3,659
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 0 416 0 1 5 1,151
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 1 1 2 309
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 1 2 81
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 0 0 16
Efficient Estimation Using the Characteristic Function 0 0 1 37 0 1 2 90
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 1 91 0 1 3 291
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 0 2 7 1,077
Efficient GMM Estimation Using the Empirical Characteristic Function 0 1 1 229 0 1 2 478
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 1 2 440
Efficient estimation using the Characteristic Function 0 0 0 14 0 0 1 54
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 1 1 66
Efficient estimation with many weak instruments using regularization techniques 0 0 0 15 0 0 4 73
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 331 1 1 1 993
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 0 0 7 17
Functional linear regression with functional response 0 0 0 0 0 0 3 8
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 0 4 79
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 0 0 1 228
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 0 135
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
On the Asymptotic Efficiency of GMM 0 0 0 71 1 1 3 231
On the Asymptotic Efficiency of GMM 0 0 0 235 0 0 1 623
Optimal test for Markov switching 0 0 0 0 0 1 2 646
Optimal test for Markov switching 0 0 0 291 1 1 3 790
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 4 46 0 1 8 92
Regularized LIML for many instruments 0 0 1 6 0 0 1 64
Regularized LIML for many instruments 0 0 1 22 0 0 1 56
Score-type tests for normal mixtures 0 0 0 19 0 2 3 31
Score-type tests for normal mixtures 0 0 0 1 0 0 4 8
Spectral Method for Deconvolving a Density 0 0 0 50 0 0 1 171
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 0 0 1 45
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 4 25
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 1 1 70 0 1 2 143
Total Working Papers 0 3 13 3,401 4 24 109 13,825

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 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 1 1 9 233
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 0 1 3 205
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 0 1 47
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 0 1 1 101
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 1 2 7 0 2 3 36
Efficient estimation of general dynamic models with a continuum of moment conditions 0 1 1 106 0 2 8 243
Functional linear regression with functional response 0 0 1 58 0 3 7 176
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 1 131 1 6 12 277
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 3 13 1 3 8 58
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 3 6 192 0 5 11 427
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 0 0 0 341
Nonlinearity and temporal dependence 1 1 1 65 1 2 3 246
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 0 2 3 65
Optimal Test for Markov Switching Parameters 0 0 0 42 0 1 2 160
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 1 1 14
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 0 1 1 3 3 7 7
Regularized LIML for many instruments 0 0 0 8 1 3 6 90
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 1 3 26
Score-type tests for normal mixtures 0 0 0 0 0 2 5 5
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 0 5 595
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 0 0 0 1 1
Testing distributional assumptions using a continuum of moments 0 0 1 3 0 1 5 25
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 0 0 22 444
Total Journal Articles 1 7 20 1,100 8 42 130 3,985

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 2 3 9 653 2 6 22 1,750
Risk Neutral Density Estimation with a Functional Linear Model 0 0 1 7 0 0 4 18
Total Chapters 2 3 10 660 2 6 26 1,768

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Statistics updated 2025-10-06