Marine Carrasco : Citation Profile


Are you Marine Carrasco?

Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (49% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (1% share)

14

H index

17

i10 index

911

Citations

RESEARCH PRODUCTION:

13

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 56
   Journals where Marine Carrasco has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 15 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca65
   Updated: 2021-11-28    RAS profile: 2015-10-20    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marine Carrasco.

Is cited by:

LINTON, OLIVER (25)

Chen, Xiaohong (16)

Sentana, Enrique (13)

Kristensen, Dennis (11)

Simar, Leopold (10)

Hernandez, Manuel (10)

GUEGAN, Dominique (10)

Simoni, Anna (10)

Kotchoni, Rachidi (10)

Horvath, Lajos (9)

Chausse, Pierre (9)

Cites to:

Andrews, Donald (11)

Newey, Whitney (11)

Florens, Jean-Pierre (9)

Hansen, Lars (9)

Obstfeld, Maurice (7)

Hansen, Bruce (7)

Gallant, A. (6)

Ploberger, Werner (6)

Ghysels, Eric (6)

Renault, Eric (6)

Tauchen, George (5)

Main data


Where Marine Carrasco has published?


Journals with more than one article published# docs
Econometric Theory5
Journal of Econometrics5
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse4
Working Papers / Center for Research in Economics and Statistics3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Working Papers / HAL2

Recent works citing Marine Carrasco (2021 and 2020)


YearTitle of citing document
2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037.

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2020Binary Outcomes and Linear Interactions. (2020). Bramoullé, Yann ; Boucher, Vincent ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:2038.

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2020Honest confidence sets in nonparametric IV regression and other ill-posed models. (2019). Babii, Andrii. In: Papers. RePEc:arx:papers:1611.03015.

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2021Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2021Minimizing Sensitivity to Model Misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1807.02161.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2021Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:1912.09002.

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2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2020Efficient Policy Learning from Surrogate-Loss Classification Reductions. (2020). Kallus, Nathan ; Bennett, Andrew . In: Papers. RePEc:arx:papers:2002.05153.

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2020Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225.

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2021Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478.

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2020Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513.

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2021Kernel Methods for Policy Evaluation: Treatment Effects, Mediation Analysis, and Off-Policy Planning. (2020). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2010.04855.

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2021The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422.

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2021Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315.

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2020Growth, development, and structural change at the firm-level: The example of the PR China. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: Papers. RePEc:arx:papers:2012.14503.

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2021Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2021IV Regression with Possibly Uncorrelated Instruments. (2021). Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2103.09621.

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2021Semiparametric inference for partially linear regressions with Box-Cox transformation. (2021). Patilea, Valentin ; Kneip, Alois ; Becker, Daniel. In: Papers. RePEc:arx:papers:2106.10723.

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2021A Note on the Topology of the First Stage of 2SLS with Many Instruments. (2021). Tchuente, Guy. In: Papers. RePEc:arx:papers:2106.15003.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2020Continuous Record Asymptotics for Change-Point Models. (2020). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-013.

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2020Nonparametric Euler Equation Identi?cation and Estimation. (2020). Srisuma, S ; Linton, O ; Lewbel, A ; Hoderlein, S ; Escanciano, J C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2064.

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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108.

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2020A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric. In: Working Papers. RePEc:crs:wpaper:2020-28.

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2021Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate. (2021). Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-16.

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2020Smallholder mechanization induced by yield-enhancing biological technologies: Evidence from Nepal and Ghana. (2020). Takeshima, Hiroyuki ; Liu, Yanyan. In: Agricultural Systems. RePEc:eee:agisys:v:184:y:2020:i:c:s0308521x20307757.

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2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2020On the identification of models with conditional characteristic functions. (2020). Han, Hyojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304343.

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2020Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

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2020Identification and estimation of time-varying nonseparable panel data models without stayers. (2020). Ishihara, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:184-208.

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2020Estimating permanent price impact via machine learning. (2020). Philip, R. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:414-449.

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2020Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests. (2020). Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:486-516.

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2020A coupled component DCS-EGARCH model for intraday and overnight volatility. (2020). Wu, Jianbin ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:176-201.

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2020The leverage effect puzzle revisited: Identification in discrete time. (2020). Khrapov, Stanislav ; Han, Hyojin ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:230-258.

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2020Testing distributional assumptions using a continuum of moments. (2020). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:655-689.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2021Diffusion copulas: Identification and estimation. (2021). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:616-643.

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2021Testing for observation-dependent regime switching in mixture autoregressive models. (2021). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:601-624.

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2021Solving Euler equations via two-stage nonparametric penalized splines. (2021). Hong, Yongmiao ; Cui, Liyuan ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056.

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2021Sieve estimation of option-implied state price density. (2021). Qu, Zhongjun ; Lu, Junwen. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:88-112.

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2020Robust frontier estimation from noisy data: A Tikhonov regularization approach. (2020). Simar, Leopold ; FLORENS, Jean-Pierre ; Daouia, Abdelaati. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:1-23.

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2021Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors. (2021). Centorrino, Samuele ; FLORENS, Jean-Pierre. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:35-63.

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2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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2021Pricing effects of the electricity market reform in Brazil. (2021). Romano, Teresa ; Owen, Sally ; Fiuza, Gabriel Godofredo ; Daglish, Toby. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s014098832100102x.

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2021How should retail advertisers manage multiple keywords in paid search advertising?. (2021). Shin, Hyun S ; Jang, Sungha ; Kim, Alex Jiyoung. In: Journal of Business Research. RePEc:eee:jbrese:v:130:y:2021:i:c:p:539-551.

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2021Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.

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2021Disentangling the effects of air pollutants with many instruments. (2021). Castillo, Milena Suarez ; Godzinski, Alexandre. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:109:y:2021:i:c:s0095069621000668.

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2021Regime-specific impact of financial reforms on economic growth in Pakistan. (2021). Charfeddine, Lanouar ; Khan, Muhammad Arshad ; Rahman, Abdul. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:161-182.

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2020Specification testing for errors-in-variables models. (2019). Taylor, Luke ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102690.

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2021Dynamic Factor Copula Models with Estimated Cluster Assignments. (2021). Patton, Andrew ; Oh, Dong Hwan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-29.

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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_18.

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2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples. (2020). Sowell, Fallaw ; Sengupta, Nandana. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:39-:d:422323.

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2020Regularized Maximum Diversification Investment Strategy. (2020). Kone, Ngolo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2020:i:1:p:1-:d:469971.

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2020Inconsistency transmission and variance reduction in two-stage quantile regression. (2020). MULLER, Christophe ; Kim, Tae-Hwan. In: Post-Print. RePEc:hal:journl:hal-02084505.

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2020Robust frontier estimation from noisy data: a Tikhonov regularization approach. (2020). Simar, Leopold ; FLORENS, Jean-Pierre ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-02573853.

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2020Identification and Estimation in a Third-Price Auction Model. (2020). FLORENS, Jean-Pierre ; Enache, Andreea. In: Post-Print. RePEc:hal:journl:hal-02929530.

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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: PSE Working Papers. RePEc:hal:psewpa:hal-02908680.

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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Working Papers. RePEc:hal:wpaper:hal-02908680.

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2021Nonparametric classes for identification in random coefficients models when regressors have limited variation. (2021). Gautier, Eric ; Gaillac, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-03231392.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi, Fatemeh. In: Working Papers. RePEc:hal:wpaper:halshs-03007904.

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2020Binary Outcomes and Linear Interactions. (2020). Boucher, Vincent ; Bramoulle, Yann. In: Working Papers. RePEc:hal:wpaper:halshs-03031767.

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2020A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202017.

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2021Time-Varying Mixture Copula Models with Copula Selection. (2021). Hafner, Christian ; Yang, Bingduo ; Liu, Guannan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202105.

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2020Markov Regime-Switching in-Mean Model with Tempered Stable Distribution. (2020). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-019-09882-2.

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2020Optimal Minimax Rates against Non-smooth Alternatives. (2020). Nishiyama, Yoshihiko ; Iwasawa, Masamune ; Hitomi, Kohtaro . In: KIER Working Papers. RePEc:kyo:wpaper:1051.

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2021Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Hitomi, Kohtaro ; Nishiyama, Yoshihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1053.

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2021Market Power and Asymmetric Price Transmission in Chile: The case of bovine and porcine meat. (2021). Troncoso, Ricardo Andres. In: Lecturas de Economía. RePEc:lde:journl:y:2021:i:95:p:135-166.

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2020Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models. (2020). Rodríguez, Gabriel ; Fernandez, Jean Pierre. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00484.

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2020Fractionally integrated Log-GARCH with application to value at risk and expected shortfall. (2020). Letmathe, Sebastian ; Beran, Jan ; Feng, Yuanhua ; Ghosh, Sucharita. In: Working Papers CIE. RePEc:pdn:ciepap:137.

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2020Growth, development, and structural change at the firm-level: The example of the PR China. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: MPRA Paper. RePEc:pra:mprapa:105011.

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2020On an integer-valued stochastic intensity model for time series of counts. (2020). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:105406.

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2020Estimation of Firm-Level Productivity in the Presence of Exports: Evidence from Chinas Manufacturing. (2020). Malikov, Emir ; Kumbhakar, Subal ; Zhao, Shunan. In: MPRA Paper. RePEc:pra:mprapa:98077.

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2020The impact of credit for house price overvaluations in the euro area: Evidence from threshold models. (2020). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: MPRA Paper. RePEc:pra:mprapa:99523.

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2021Regularized Maximum Diversification Investment Strategy. (2021). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1450.

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2021Efficient mean-variance portfolio selection by double regularization. (2021). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1453.

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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Paper series. RePEc:rim:rimwps:21-21.

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2021Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis. (2021). Çevik, Emrah ; Dibooglu, Sel ; Yaldaram, Durmu Aara. In: Energy & Environment. RePEc:sae:engenv:v:32:y:2021:i:3:p:519-541.

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2021Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests. (2021). Shum, Paul Kwok ; Lee, Shu-Kam ; Woo, Kai-Yin. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01884-6.

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2020Generalized moment estimators for $$\alpha $$α-stable Ornstein–Uhlenbeck motions from discrete observations. (2020). Long, Hongwei ; Hu, Yaozhong ; Cheng, Yiying. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09201-4.

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2020Specification testing with estimated variables. (2020). Lobato, Ignacio N ; Domnguez, Manuel A. In: Econometric Reviews. RePEc:taf:emetrv:v:39:y:2020:i:5:p:476-494.

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2020Growth, development, and structural change at the firmlevel: The example of the PR China. (2020). Yang, Jangho ; Heinrich, Torsten ; Dai, Shuanping . In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep040.

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2020Quantile Analysis of Hazard-Rate Game Models. (2020). FLORENS, Jean-Pierre ; Enache, Andreea. In: TSE Working Papers. RePEc:tse:wpaper:124384.

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2021Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation. (2021). Gautier, Eric ; Gaillac, Christophe. In: TSE Working Papers. RePEc:tse:wpaper:125629.

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2021Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800.

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2020Estimation of firm‐level productivity in the presence of exports: Evidence from Chinas manufacturing. (2020). Malikov, Emir ; Kumbhakar, Subal ; Zhao, Shunan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:457-480.

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2020The Dynamics of Capital Flow Episodes. (2020). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:5:p:969-1003.

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2021Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption. (2021). Wang, Xuexin. In: Working Papers. RePEc:wyi:wpaper:002595.

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2020A data-driven P-spline smoother and the P-Spline-GARCH models. (2020). Hardle, Wolfgang Karl ; Feng, Yuanhua. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020016.

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Works by Marine Carrasco:


YearTitleTypeCited
2002Simulation-Based Method of Moments and Efficiency. In: Journal of Business & Economic Statistics.
[Citation analysis]
article23
2004Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article80
2003Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper7
2002Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions.(2002) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper45
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
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