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 1 1 11 75
Adaptive Realized Kernels 0 0 0 0 0 1 6 28
Adaptive Realized Kernels 0 0 0 26 0 0 8 94
Chi-square Tests for Parameter Stability 1 1 1 551 1 1 13 3,672
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 88 0 0 10 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 1 19 100
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 1 17 1,168
Efficient Estimation Using the Characteristic Function 0 0 0 0 0 3 6 22
Efficient Estimation Using the Characteristic Function 0 0 1 38 0 0 9 99
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 91 0 0 8 299
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 0 0 8 1,085
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 0 2 14 454
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 229 0 1 23 501
Efficient estimation using the Characteristic Function 0 0 0 14 1 2 14 68
Efficient estimation with many weak instruments using regularization techniques 0 0 3 18 1 1 18 91
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 1 1 9 75
Estimation of a Mixture via the Empirical Characteristic Function 0 0 4 335 0 2 18 1,011
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 1 2 19 36
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 0 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 3 3 19 153
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 1 1 11 239
Nonlinearity and Temporal Dependence 0 0 0 34 1 1 15 146
Nonlinearity and Temporal Dependence 0 0 0 143 0 8 18 711
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 18 170
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 12 147
On the Asymptotic Efficiency of GMM 0 0 0 71 0 0 6 237
On the Asymptotic Efficiency of GMM 0 0 0 235 0 10 27 650
Optimal test for Markov switching 0 0 0 291 0 1 17 807
Optimal test for Markov switching 0 0 0 0 1 2 12 658
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 0 46 2 3 23 115
Regularized LIML for many instruments 0 0 0 22 1 3 15 71
Regularized LIML for many instruments 0 0 0 6 0 1 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 0 16 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 1 3 19 30
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 2 2 15 60
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 1 1 1 1 1 1 11 13
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 0 1 7 32
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 1 1 2 72 1 1 6 149
Total Working Papers 3 3 12 3,413 20 60 561 14,386

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 6 53
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 0 0 7 68
A regularization approach to the many instruments problem 0 2 4 77 1 6 22 255
Adaptive Realized Kernels 0 0 0 3 0 2 16 61
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 1 18 223
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 1 1 3 0 1 17 64
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 0 2 16 117
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 0 1 8 0 2 21 57
Efficient estimation of general dynamic models with a continuum of moment conditions 1 2 2 108 1 3 9 252
Functional linear regression with functional response 0 0 2 60 2 2 19 195
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 1 1 2 133 2 5 22 299
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 14 1 4 17 75
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 2 194 1 2 19 446
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 0 2 7 348
Nonlinearity and temporal dependence 0 0 0 65 0 1 17 263
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 1 8 0 0 9 74
Optimal Test for Markov Switching Parameters 0 0 0 42 1 4 17 177
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 1 1 2 0 2 7 21
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 1 3 4 0 1 24 31
Regularized LIML for many instruments 0 0 0 8 0 2 13 103
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 0 1 6 32
Score-type tests for normal mixtures 1 2 3 3 1 3 18 23
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 0 13 608
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 1 1 0 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 0 1 10 20
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 0 4 24 468
Total Journal Articles 3 10 25 1,125 10 52 403 4,388

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 1 2 5 658 4 8 29 1,779
Risk Neutral Density Estimation with a Functional Linear Model 0 1 2 9 0 2 12 30
Total Chapters 1 3 7 667 4 10 41 1,809

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Statistics updated 2026-10-11