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 1 1 85
Adaptive Realized Kernels 0 0 0 0 0 0 0 21
Adaptive Realized Kernels 0 0 0 7 0 0 2 64
Chi-square Tests for Parameter Stability 0 1 2 548 0 3 21 3,640
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 0 2 358
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 0 307
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 0 0 78
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 3 4 5 1,141
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 0 2 16
Efficient Estimation Using the Characteristic Function 0 1 1 36 1 2 3 88
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 89 0 1 1 285
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 290 0 0 0 1,067
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 228 0 1 5 475
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 1 4 437
Efficient estimation using the Characteristic Function 0 0 0 14 0 1 1 50
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 0 0 0 65
Efficient estimation with many weak instruments using regularization techniques 0 0 0 15 0 0 0 69
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 330 0 1 2 990
Functional linear regression with functional response 0 0 0 0 0 0 2 3
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 0 2 75
In-sample inference and forecasting in misspecified factor models 0 0 0 59 0 0 3 123
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 5 8 224
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 0 129
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 0 148
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 0 134
Nonlinearity and Temporal Dependence 0 0 0 143 1 1 1 693
On the Asymptotic Efficiency of GMM 0 0 0 235 1 1 1 619
On the Asymptotic Efficiency of GMM 0 0 0 71 0 0 1 226
Optimal test for Markov switching 0 0 1 291 0 0 3 786
Optimal test for Markov switching 0 0 0 0 0 0 6 643
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 2 41 1 1 5 81
Regularized LIML for many instruments 0 0 1 4 0 0 2 60
Regularized LIML for many instruments 0 0 1 21 0 0 1 51
Spectral Method for Deconvolving a Density 0 0 0 50 0 1 2 168
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 23 0 0 0 38
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 0 0 3 19
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 0 69 0 1 3 138
Total Working Papers 0 2 8 3,349 7 25 92 13,594

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 0 3 46
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 1 16 0 1 4 59
A regularization approach to the many instruments problem 0 2 10 62 1 4 22 202
Adaptive Realized Kernels 0 0 0 3 0 0 0 44
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 1 14 0 1 2 198
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 0 0 2 44
Efficient Estimation Using Regularized Jackknife IV Estimator 1 1 3 24 1 2 9 100
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 0 5 1 1 1 32
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 4 105 0 0 4 234
Functional linear regression with functional response 2 2 5 56 3 7 13 163
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 0 0 122 0 0 1 251
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 10 0 0 0 49
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 6 13 175 0 8 19 395
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 152 1 1 1 337
Nonlinearity and temporal dependence 0 1 2 64 1 3 7 242
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 0 0 0 61
Optimal Test for Markov Switching Parameters 0 0 1 42 0 0 4 156
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 0 0 0 13
Regularized LIML for many instruments 0 0 0 7 0 1 3 82
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 3 0 0 0 22
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 1 9 587
Testing distributional assumptions using a continuum of moments 0 0 0 2 0 0 2 17
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 1 1 3 163 3 7 20 387
Total Journal Articles 4 13 43 1,040 11 37 126 3,721

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 5 18 629 6 14 53 1,699
Total Chapters 2 5 18 629 6 14 53 1,699

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Statistics updated 2023-12-04