Marine Carrasco
Affiliations: | University of Rochester, Rochester, NY |
Area:
Theory Economics, FinanceGoogle:
"Marine Carrasco"
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Publications
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| Amengual D, Carrasco M, Sentana E. (2020) Testing distributional assumptions using a continuum of moments Journal of Econometrics. 218: 655-689 |
| Carrasco M, Doukali M. (2017) Efficient Estimation Using Regularized Jackknife IV Estimator Annals of Economics and Statistics. 109-149 |
| Benatia D, Carrasco M, Florens J. (2017) Functional linear regression with functional response Journal of Econometrics. 201: 269-291 |
| Carrasco M, Tchuente G. (2016) Efficient Estimation with Many Weak Instruments Using Regularization Techniques Econometric Reviews. 1-29 |
| Carrasco M, Rossi B. (2016) In-Sample Inference and Forecasting in Misspecified Factor Models Journal of Business & Economic Statistics. 34: 313-338 |
| Carrasco M, Kotchoni R. (2016) EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION Econometric Theory. 1-48 |
| Carrasco M, Kotchoni R. (2015) Adaptive Realized Kernels Journal of Financial Econometrics. 13: 757-797 |
| Carrasco M, Tchuente G. (2015) Regularized LIML for many instruments Journal of Econometrics. 186: 427-442 |
| Carrasco M, Hu L, Ploberger W. (2014) Optimal test for Markov switching parameters Econometrica. 82: 765-784 |
| Carrasco M, Florens JP. (2014) On the asymptotic efficiency of GMM Econometric Theory. 30: 372-406 |