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 3 6 8 94
Adaptive Realized Kernels 0 0 0 7 0 5 7 71
Adaptive Realized Kernels 0 0 0 0 2 4 4 26
Chi-square Tests for Parameter Stability 0 0 0 550 2 4 13 3,665
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 21 3 5 6 365
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 5 6 314
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 4 11 12 1,162
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 9 10 12 92
Efficient Estimation Using the Characteristic Function 0 0 0 0 1 2 2 18
Efficient Estimation Using the Characteristic Function 0 0 0 37 2 4 7 96
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 3 5 8 296
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 292 1 3 10 1,081
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 229 6 8 9 486
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 0 26 2 3 6 444
Efficient estimation using the Characteristic Function 0 0 0 14 5 7 7 61
Efficient estimation with many weak instruments using regularization techniques 0 1 1 16 4 11 12 84
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 2 6 8 73
Estimation of a Mixture via the Empirical Characteristic Function 0 1 1 332 3 5 7 999
Functional Partial Least-Squares: Adaptive Estimation and Inference 0 0 0 5 2 3 9 21
Functional linear regression with functional response 0 0 0 0 2 6 7 15
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 4 6 9 87
In-sample inference and forecasting in misspecified factor models 0 0 1 61 5 8 13 142
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 4 7 9 236
Nonlinearity and Temporal Dependence 0 0 0 48 7 12 15 164
Nonlinearity and Temporal Dependence 0 0 0 42 2 7 8 143
Nonlinearity and Temporal Dependence 0 0 0 143 4 6 7 700
Nonlinearity and Temporal Dependence 0 0 0 34 5 8 9 140
On the Asymptotic Efficiency of GMM 0 0 0 235 7 10 12 635
On the Asymptotic Efficiency of GMM 0 0 0 71 2 3 5 234
Optimal test for Markov switching 0 0 0 291 3 7 10 797
Optimal test for Markov switching 0 0 0 0 4 8 10 654
Regularization Based Anderson Rubin Tests for Many Instruments 0 0 1 46 7 13 19 106
Regularized LIML for many instruments 0 0 0 22 4 6 8 64
Regularized LIML for many instruments 0 0 0 6 6 12 12 76
Score-type tests for normal mixtures 0 0 0 1 5 6 8 14
Score-type tests for normal mixtures 0 0 0 19 4 6 11 40
Spectral Method for Deconvolving a Density 0 0 0 50 2 3 5 175
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 4 3 7 9 18
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 4 8 11 55
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 0 3 6 7 8
The Continuum-GMM Estimation: Theory and Application 0 0 0 0 2 4 5 29
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 0 1 3 144
Total Working Papers 0 2 8 3,403 143 267 365 14,124

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 1 2 3 49
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 17 4 4 4 65
A regularization approach to the many instruments problem 0 1 2 74 4 8 15 245
Adaptive Realized Kernels 0 0 0 3 9 11 12 56
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 4 11 15 217
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION 0 0 0 2 2 10 11 58
Efficient Estimation Using Regularized Jackknife IV Estimator 0 0 0 24 2 3 8 108
Efficient Estimation with Many Weak Instruments Using Regularization Techniques 0 1 3 8 3 8 16 49
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 2 5 12 248
Functional linear regression with functional response 1 1 2 59 6 11 19 189
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 1 1 132 1 5 15 285
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 3 14 6 8 16 68
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 5 193 3 11 20 438
Misspecified Structural Change, Threshold, and Markov-switching models 0 0 0 154 2 2 3 344
Nonlinearity and temporal dependence 0 0 1 65 6 11 14 257
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 7 2 3 6 68
Optimal Test for Markov Switching Parameters 0 0 0 42 2 6 8 167
Policy Evaluation in Macroeconometric Doubly Stochastic Models 0 0 0 1 1 3 4 17
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS 0 0 1 2 11 16 22 26
Regularized LIML for many instruments 0 0 0 8 3 6 13 98
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 3 3 5 29
Score-type tests for normal mixtures 1 1 1 1 5 6 12 12
Simulation-Based Method of Moments and Efficiency 0 0 0 0 3 6 11 603
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility 0 0 0 0 1 3 4 5
Testing distributional assumptions using a continuum of moments 0 0 1 3 7 18 23 44
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV 0 0 0 2 3 5 5 15
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 1 1 168 6 11 24 457
Total Journal Articles 3 8 23 1,109 102 196 320 4,217

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 2 8 655 3 8 24 1,759
Risk Neutral Density Estimation with a Functional Linear Model 0 0 2 8 1 3 7 22
Total Chapters 0 2 10 663 4 11 31 1,781

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Statistics updated 2026-02-12