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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
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A spectral method for deconvolving a density
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 27 (2011) 3, pp. 546-581
Persistent link: https://www.econbiz.de/10009266726
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High dimensional problems in econometrics
Carrasco, Marine (contributor) - 2015
Persistent link: https://www.econbiz.de/10011349481
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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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
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Thirtieth anniversary of generalized method of moments
Carrasco, Marine (contributor) - 2012
Persistent link: https://www.econbiz.de/10009686116
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Nonlinearity and temporal dependence
Chen, Xiaohong (contributor); Hansen, Lars Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724264
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Simulation-based method of moments and efficiency
Carrasco, Marine; Florens, Jean-Pierre - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 482-492
Persistent link: https://www.econbiz.de/10001705961
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Misspecified structural change, threshold, and Markov-switching models
Carrasco, Marine - In: Journal of econometrics 109 (2002) 2, pp. 239-273
Persistent link: https://www.econbiz.de/10001689014
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Generalization of GMM to a continuum of moment conditions
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 16 (2000) 6, pp. 797-834
Persistent link: https://www.econbiz.de/10001548325