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 0 1 1 6 28
Adaptive Realized Kernels 0 0 0 7 0 1 10 74
Chi-square Tests for Parameter Stability 0 0 0 550 0 3 16 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 21 1 4 20 100
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 0 17 1,167
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 1 11 319
Efficient Estimation Using the Characteristic Function 0 0 0 0 2 2 5 21
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 91 0 1 8 299
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 0 1 9 1,085
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 1 5 14 453
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 229 0 1 22 500
Efficient estimation using the Characteristic Function 0 0 0 14 0 1 12 66
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 0 9 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 2 5 19 1,011
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 0 0 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 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 0 2 18 150
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 1 10 238
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 10 703
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 14 145
Nonlinearity and Temporal Dependence 0 0 0 42 0 1 12 147
Nonlinearity and Temporal Dependence 0 0 0 48 0 2 18 170
On the Asymptotic Efficiency of GMM 0 0 0 235 0 1 17 640
On the Asymptotic Efficiency of GMM 0 0 0 71 0 0 7 237
Optimal test for Markov switching 0 0 0 291 1 1 18 807
Optimal test for Markov switching 0 0 0 0 1 1 12 657
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 0 46 1 2 21 113
Regularized LIML for many instruments 0 0 0 22 0 0 12 68
Regularized LIML for many instruments 0 0 0 6 1 2 20 84
Score-type tests for normal mixtures 0 0 0 1 0 0 10 18
Score-type tests for normal mixtures 0 0 0 19 0 1 17 47
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 0 0 16 27
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 1 2 7 32
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 71 0 2 5 148
Total Working Papers 0 1 9 3,410 12 47 530 14,338

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 2 6 53
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 0 1 7 68
A regularization approach to the many instruments problem 0 0 2 75 1 3 18 250
Adaptive Realized Kernels 0 0 0 3 1 1 16 60
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 0 18 222
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 1 16 63
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 1 1 16 116
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 1 8 2 2 21 57
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 0 7 249
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 2 4 22 296
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 1 1 17 72
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 4 194 0 3 21 444
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 1 1 6 347
Nonlinearity and temporal dependence 0 0 1 65 0 1 17 262
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 1 8 0 3 9 74
Optimal Test for Markov Switching Parameters 0 0 0 42 2 3 16 175
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 0 6 19
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 1 1 3 4 1 3 27 31
Regularized LIML for many instruments 0 0 0 8 0 0 13 101
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 0 0 5 31
Score-type tests for normal mixtures 0 0 1 1 0 1 15 20
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 2 13 608
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 1 1 1 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 1 2 10 20
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 2 3 22 466
Total Journal Articles 1 3 21 1,116 16 41 390 4,352

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 1 5 656 1 4 25 1,772
Risk Neutral Density Estimation with a Functional Linear Model 1 1 2 9 2 5 12 30
Total Chapters 1 2 7 665 3 9 37 1,802

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Statistics updated 2026-08-07