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~person:"Carrasco, Marine"
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Search: subject:"Method of Moments"
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Method of moments
11
Momentenmethode
11
Theorie
7
Theory
7
Estimation theory
4
Schätztheorie
4
Tikhonov regularization
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Conditional moment restriction
2
Consistent tests
2
Continuum of moment conditions
2
GMM
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
continuum of moment conditions
2
generalized method of moments
2
Asymptotic efficiency. Characteristic function. GMM. Diffusion processes. Simulated Method of Moments
1
Characteristic function
1
Complex Gaussian process
1
Core
1
Econometric model
1
Efficacité asymptotique. Fonction caractéristique. Méthode des moments généralisés. Méthode des moments simulés. Processus de diffusion
1
Generalized method of moments
1
Goodness-of-fit
1
IV-Schätzung
1
Instrumental variables
1
Market microstructure
1
Marktmikrostruktur
1
Mean square error
1
Noise Trading
1
Noise trading
1
Regression analysis
1
Regressionsanalyse
1
Simulation
1
Stochastic expansion
1
Tikhonov and Landweber–Fridman regularizations
1
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1
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Carrasco, Marine
Windmeijer, Frank
61
Andrews, Donald W. K.
47
Otsu, Taisuke
36
Hall, Alastair R.
32
Pesaran, M. Hashem
31
Hayakawa, Kazuhiko
30
Lee, Lung-fei
28
Smith, Richard J.
28
Bond, Stephen
26
Chen, Xiaohong
26
Phillips, Peter C. B.
26
Sarafidis, Vasilis
26
Asongu, Simplice
25
Linton, Oliver
23
Newey, Whitney K.
23
Renault, Eric
22
Sentana, Enrique
22
Han, Chirok
21
Sacht, Stephen
21
Egger, Peter
20
Jang, Tae-Seok
20
Baltagi, Badi H.
19
Gagliardini, Patrick
19
Shi, Xiaoxia
19
Gao, Jiti
18
Hall, Stephen G.
18
Sun, Yixiao
18
Tavlas, George S.
18
Bun, Maurice J. G.
17
Caporale, Guglielmo Maria
17
Guggenberger, Patrik
17
Badinger, Harald
16
Grammig, Joachim
16
Liao, Zhipeng
16
Gospodinov, Nikolaj
15
Gouriéroux, Christian
15
Kleibergen, Frank
15
Hook, Law Siong
14
Lux, Thomas
14
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
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3
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2
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1
Handbook of econometrics : volume 6B
1
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1
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1
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1
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ECONIS (ZBW)
11
RePEc
3
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1
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011654776
Saved in:
2
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
Saved in:
3
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
4
On the asymptotic efficiency of GMM
Carrasco, Marine
;
Florens, Jean-Pierre
- In:
Econometric theory
30
(
2014
)
2
,
pp. 372-406
Persistent link: https://www.econbiz.de/10010399759
Saved in:
5
Efficient estimation using the Characteristic Function
Carrasco, Marine
;
Kotchoni, Rachidi
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2013
The
method
of
moments
proposed by Carrasco and Florens (2000) permits to fully exploit the information contained in the …
Persistent link: https://www.econbiz.de/10011183737
Saved in:
6
Efficient Estimation Using the Characteristic Function
Carrasco, Marine
;
Kotchoni, Rachidi
-
HAL
-
2013
The
method
of
moments
proposed by Carrasco and Florens (2000) permits to fully exploit the information contained in the …
Persistent link: https://www.econbiz.de/10010821485
Saved in:
7
Thirtieth anniversary of generalized
method
of
moments
Carrasco, Marine
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009686116
Saved in:
8
Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
- In:
Handbook of econometrics : volume 6B
,
(pp. 5633-5751)
.
2007
the estimator. Integral equations of the first kind appear, for example, in the generalized
method
of
moments
when the …
Persistent link: https://www.econbiz.de/10014024938
Saved in:
9
Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
-
2007
Persistent link: https://www.econbiz.de/10003601891
Saved in:
10
Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine
;
Chernov, Mikhail
;
Florens, Jean-Pierre
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 529-573
Persistent link: https://www.econbiz.de/10003569901
Saved in:
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