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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

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

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

Efficient GMM estimation using the empirical characteristic function

Carrasco, Marine; Florens, Jean-Pierre - 2000

Persistent link: https://www.econbiz.de/10001530312

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

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

Gaussian processes and Bayesian moment estimation

Florens, Jean-Pierre; Simoni, Anna - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 482-492

Persistent link: https://www.econbiz.de/10012499093

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

Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...

Persistent link: https://www.econbiz.de/10014024938