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 1 86
Adaptive Realized Kernels 0 0 0 7 0 0 0 64
Adaptive Realized Kernels 0 0 0 0 0 0 1 22
Chi-square Tests for Parameter Stability 0 0 0 550 4 4 11 3,659
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 0 1 2 360
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 1 2 81
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 1 308
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 1 1 5 1,151
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 1 3 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 1 1 2 440
Efficient estimation using the Characteristic Function 0 0 0 14 0 0 2 54
Efficient estimation with many weak instruments using regularization techniques 0 0 0 15 0 0 4 73
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 1 1 1 66
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 331 0 0 0 992
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 2 3 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 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 0 135
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 4 152
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
On the Asymptotic Efficiency of GMM 0 0 0 235 0 0 1 623
On the Asymptotic Efficiency of GMM 0 0 0 71 0 0 2 230
Optimal test for Markov switching 0 0 0 0 1 1 2 646
Optimal test for Markov switching 0 0 0 291 0 1 2 789
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 5 46 0 1 9 92
Regularized LIML for many instruments 0 0 1 22 0 0 3 56
Regularized LIML for many instruments 0 0 1 6 0 0 1 64
Score-type tests for normal mixtures 0 0 0 19 1 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 1 3 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 14 3,401 13 26 111 13,821

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 0 0 9 232
Adaptive Realized Kernels 0 0 0 3 1 1 1 45
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 2 4 205
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 1 1 1 101
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 2 2 7 0 3 3 36
Efficient estimation of general dynamic models with a continuum of moment conditions 1 1 1 106 1 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 4 131 2 5 15 276
In-Sample Inference and Forecasting in Misspecified Factor Models 1 1 3 13 2 3 7 57
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 2 4 6 192 4 6 13 427
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 1 154 0 0 1 341
Nonlinearity and temporal dependence 0 0 0 64 0 1 2 245
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 0 2 3 65
Optimal Test for Markov Switching Parameters 0 0 0 42 1 1 2 160
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 1 1 1 14
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 0 1 1 0 0 4 4
Regularized LIML for many instruments 0 0 0 8 1 3 5 89
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 1 3 26
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 2 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 1 167 0 2 26 444
Total Journal Articles 4 8 24 1,099 15 40 130 3,972

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 8 651 1 4 23 1,748
Risk Neutral Density Estimation with a Functional Linear Model 0 0 1 7 0 2 4 18
Total Chapters 0 1 9 658 1 6 27 1,766

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Statistics updated 2025-09-05