Narrow search
Showing 31 - 40 of 288
Cover Image
Chi-square tests for parameter stability
Carrasco, Marine (contributor) - 2004
Persistent link: https://www.econbiz.de/10002574178
Cover Image
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002574193
Cover Image
Nonlinearity and temporal dependence
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine - In: Journal of econometrics 155 (2010) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
Cover Image
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
Cover Image
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
Cover Image
Optimal test for Markov switching parameters
Carrasco, Marine; Hu, Liang; Ploberger, Werner - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 2, pp. 765-784
Persistent link: https://www.econbiz.de/10010404431
Cover Image
Efficient GMM estimation using the empirical characteristic function
Carrasco, Marine; Florens, Jean-Pierre - 2000
Persistent link: https://www.econbiz.de/10001530312
Cover Image
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
Cover Image
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Annals of economics and statistics 99/100 (2010), pp. 395-427
Persistent link: https://www.econbiz.de/10009241795
Cover Image
Nonlinearity and temporal dependence
Chen, Xiaohong (contributor); Hansen, Lars Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724264