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 7 37
Adaptive Realized Kernels 0 0 0 26 2 2 9 77
Chi-square Tests for Parameter Stability 0 2 5 540 1 5 23 3,576
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 20 1 1 2 351
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 1 414 0 2 11 1,120
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 1 1 2 88 3 6 12 299
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 18 0 0 6 70
Efficient Estimation Using the Characteristic Function 0 0 2 33 2 3 10 70
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 290 0 1 17 1,061
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 89 0 2 8 276
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 1 26 1 2 10 430
Efficient GMM Estimation Using the Empirical Characteristic Function 0 0 5 228 1 2 16 461
Efficient estimation using the Characteristic Function 0 1 1 13 1 3 7 44
Efficient estimation with many weak instruments using regularization techniques 0 1 1 11 3 4 10 48
Efficient estimation with many weak instruments using regularization techniques 0 0 0 22 1 1 2 62
Estimation of a Mixture via the Empirical Characteristic Function 0 0 0 330 0 0 3 984
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 1 3 7 214
Nonlinearity and Temporal Dependence 0 0 0 47 2 2 9 144
Nonlinearity and Temporal Dependence 0 0 1 42 1 2 10 130
Nonlinearity and Temporal Dependence 0 0 0 143 2 2 7 686
Nonlinearity and Temporal Dependence 0 0 1 34 2 2 11 120
On the Asymptotic Efficiency of GMM 0 0 0 232 0 0 9 612
On the Asymptotic Efficiency of GMM 0 0 1 71 0 1 14 223
Optimal test for Markov switching 0 0 0 0 1 5 10 627
Optimal test for Markov switching 0 0 1 288 0 1 8 762
Regularized LIML for many instruments 0 0 0 2 1 1 11 48
Regularized LIML for many instruments 0 0 0 20 1 1 5 47
Spectral Method for Deconvolving a Density 0 0 0 50 1 1 7 162
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 67 0 0 2 130
Total Working Papers 1 5 23 3,151 29 56 263 12,871


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 4 39
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY 0 0 0 15 0 1 1 44
A regularization approach to the many instruments problem 0 1 3 20 0 2 11 107
Efficient estimation of general dynamic models with a continuum of moment conditions 0 1 1 93 0 2 11 216
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 0 2 7 108 0 3 20 214
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 10 147 3 5 25 337
Misspecified Structural Change, Threshold, and Markov-switching models 0 2 3 152 0 3 10 327
Nonlinearity and temporal dependence 0 2 3 52 1 4 18 195
ON THE ASYMPTOTIC EFFICIENCY OF GMM 0 0 0 5 0 4 5 44
Optimal Test for Markov Switching Parameters 0 1 2 37 1 3 16 127
Regularized LIML for many instruments 0 0 0 4 0 0 7 59
Simulation-Based Method of Moments and Efficiency 0 0 0 0 0 1 5 572
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 158 1 5 13 329
Total Journal Articles 1 10 29 796 6 35 146 2,610


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 3 20 583 2 6 48 1,567
Total Chapters 0 3 20 583 2 6 48 1,567


Statistics updated 2020-09-04