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)

12

H index

14

i10 index

700

Citations

RESEARCH PRODUCTION:

13

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 43
   Journals where Marine Carrasco has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 15 (2.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca65
   Updated: 2018-12-08    RAS profile: 2015-10-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tchuente, Guy (5)

Kotchoni, Rachidi (3)

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 (21)

Chen, Xiaohong (14)

GUEGAN, Dominique (11)

Kotchoni, Rachidi (10)

Simoni, Anna (10)

Sentana, Enrique (9)

Chausse, Pierre (9)

Hernandez, Manuel (9)

McAleer, Michael (8)

Kristensen, Dennis (8)

Rombouts, Jeroen (8)

Cites to:

Newey, Whitney (11)

Andrews, Donald (11)

Hansen, Lars (9)

Florens, Jean-Pierre (9)

Obstfeld, Maurice (7)

Hansen, Bruce (7)

Gallant, A. (6)

Renault, Eric (6)

Ghysels, Eric (6)

Ploberger, Werner (6)

Singleton, Kenneth (5)

Main data


Where Marine Carrasco has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory5
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
Working Papers / HAL2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Marine Carrasco (2018 and 2017)


YearTitle of citing document
2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20.

Full description at Econpapers || Download paper

2018Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Machado, Pedro Celso ; Chung, Chanjin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274841.

Full description at Econpapers || Download paper

2018Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

Full description at Econpapers || Download paper

2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

Full description at Econpapers || Download paper

2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

Full description at Econpapers || Download paper

2017Continuous Record Asymptotics for Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-010.

Full description at Econpapers || Download paper

2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

Full description at Econpapers || Download paper

2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

Full description at Econpapers || Download paper

2017Regression Discontinuity Design with Continuous Measurement Error in the Running Variable. (2017). Le Barbanchon, Thomas ; Davezies, Laurent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11775.

Full description at Econpapers || Download paper

2017An extreme value analysis of the last century crises across industries in the U.S. economy. (2017). Trapin, Luca ; Bee, Marco ; Riccaboni, Massimo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:65-78.

Full description at Econpapers || Download paper

2018Dynamic derivative strategies with stochastic interest rates and model uncertainty. (2018). Escobar, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:49-71.

Full description at Econpapers || Download paper

2018The impact of setting negative policy rates on banking flows and exchange rates. (2018). Khayat, Guillaume A. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:1-10.

Full description at Econpapers || Download paper

2017Efficient estimation in models with independence restrictions. (2017). Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:1-22.

Full description at Econpapers || Download paper

2017Estimation of average treatment effects with panel data: Asymptotic theory and implementation. (2017). Bell, David R ; Li, Kathleen T. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:65-75.

Full description at Econpapers || Download paper

2017Minimum distance from independence estimation of nonseparable instrumental variables models. (2017). Torgovitsky, Alexander . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:35-48.

Full description at Econpapers || Download paper

2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

Full description at Econpapers || Download paper

2017Regression discontinuity design with continuous measurement error in the running variable. (2017). Le Barbanchon, Thomas ; Davezies, Laurent. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:260-281.

Full description at Econpapers || Download paper

2018Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:50-68.

Full description at Econpapers || Download paper

2018Consistent estimation of linear regression models using matched data. (2018). Prokhorov, Artem ; Hirukawa, Masayuki. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:344-358.

Full description at Econpapers || Download paper

2018Minimum distance approach to inference with many instruments. (2018). Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:86-100.

Full description at Econpapers || Download paper

2018The ABC of simulation estimation with auxiliary statistics. (2018). Forneron, Jean-Jacques ; Ng, Serena. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:112-139.

Full description at Econpapers || Download paper

2018Confidence regions for entries of a large precision matrix. (2018). Chang, Jinyuan ; Zou, Tao ; Yao, Qiwei ; Qiu, Yumou . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:57-82.

Full description at Econpapers || Download paper

2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). Dong, Chaohua ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

Full description at Econpapers || Download paper

2017Neural nets for indirect inference. (2017). Creel, Michael . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:36-49.

Full description at Econpapers || Download paper

2017An improved method for forecasting spare parts demand using extreme value theory. (2017). Dekker, Rommert ; Koning, Alex J ; Renjie, Rex Wang ; van Jaarsveld, Willem ; Zhu, Sha. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:1:p:169-181.

Full description at Econpapers || Download paper

2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

Full description at Econpapers || Download paper

2017The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model. (2017). Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:355-374.

Full description at Econpapers || Download paper

2017Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework. (2017). Sun, Haoze ; Zhang, YI ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:197-214.

Full description at Econpapers || Download paper

2018Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635.

Full description at Econpapers || Download paper

2018Interest rate volatility, the yield curve, and the macroeconomy. (2018). Joslin, Scott ; Konchitchki, Yaniv. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:344-362.

Full description at Econpapers || Download paper

2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

Full description at Econpapers || Download paper

2017Energy consumption synchronization between Europe, United States and Japan: A spectral analysis assessment. (2017). Dima, Bogdan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:1261-1271.

Full description at Econpapers || Download paper

2017Nonlinear adjustment effects in the purchasing power parity. (2017). Phiri, Andrew. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_08.

Full description at Econpapers || Download paper

2017Testing for high-dimensional white noise using maximum cross correlations. (2017). Chang, Jinyuan ; Zhou, Wen ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68531.

Full description at Econpapers || Download paper

2017Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance. (2017). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-83.

Full description at Econpapers || Download paper

2017Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry. (2017). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-95.

Full description at Econpapers || Download paper

2017Multivariate Reflection Symmetry of Copula Functions. (2017). Billio, Monica ; Guegan, Dominique ; Frattarolo, Lorenzo. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01592147.

Full description at Econpapers || Download paper

2018High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:35/18.

Full description at Econpapers || Download paper

2017Regression Discontinuity Design with Continuous Measurement Error in the Running Variable. (2017). Le Barbanchon, Thomas ; Davezies, Laurent. In: IZA Discussion Papers. RePEc:iza:izadps:dp10801.

Full description at Econpapers || Download paper

2018Estimation of Dynamic Mixed Hitting Time Model Using Characteristic Function Based Moments. (2018). Purwono, Yogo ; Husodo, Zaafri Ananto ; Ekaputra, Irwan Adi . In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9692-6.

Full description at Econpapers || Download paper

2017Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality. (2017). FARHAT, Abdeljelil ; Haj, Meriem Bel ; Saafi, Sami . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:14:y:2017:i:2:p:265-301.

Full description at Econpapers || Download paper

2017Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:lvl:crrecr:1701.

Full description at Econpapers || Download paper

2018Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets. (2018). Phiri, Andrew ; Apopo, Natalya ; de Villiers, David. In: Working Papers. RePEc:mnd:wpaper:1826.

Full description at Econpapers || Download paper

2018The Welfare Effects of Peer Entry in the Accommodation Market: The Case of Airbnb. (2018). Farronato, Chiara ; Fradkin, Andrey. In: NBER Working Papers. RePEc:nbr:nberwo:24361.

Full description at Econpapers || Download paper

2017Additive Nonparametric Instrumental Regressions: A Guide to Implementation. (2017). Centorrino, Samuele ; FLORENS, Jean-Pierre ; Feve, Frederique . In: Department of Economics Working Papers. RePEc:nys:sunysb:17-06.

Full description at Econpapers || Download paper

2017A BOOTSTRAP BIAS CORRECTION OF LONG RUN FOURTH ORDER MOMENT ESTIMATION IN THE CUSUM OF SQUARES TEST. (2017). De Gaetano, Davide. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0220.

Full description at Econpapers || Download paper

2017STRUCTURAL CHANGE, AGGREGATE DEMAND AND THE DECLINE OF LABOUR PRODUCTIVITY: A COMPARATIVE PERSPECTIVE. (2017). Tridico, Pasquale ; Pariboni, Riccardo. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0221.

Full description at Econpapers || Download paper

2017Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility. (2017). Botosaru, Irene. In: Discussion Papers. RePEc:sfu:sfudps:dp17-11.

Full description at Econpapers || Download paper

2018More powerful threshold cointegration tests. (2018). Oh, Dong-Yop ; Meng, Ming ; Lee, Hyejin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1243-4.

Full description at Econpapers || Download paper

2017Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

Full description at Econpapers || Download paper

2018Testing the adequacy of semiparametric transformation models. (2018). Allison, J S ; Meintanis, S G ; Hukova, M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-017-0544-4.

Full description at Econpapers || Download paper

2018Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:216-232.

Full description at Econpapers || Download paper

2017Exponential class of dynamic binary choice panel data models with fixed effects. (2017). Pesaran, M ; Al-Sadoon, Majid ; Li, Tong. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:898-927.

Full description at Econpapers || Download paper

2017Optimal investment under multi-factor stochastic volatility. (2017). Escobar, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:2:p:241-260.

Full description at Econpapers || Download paper

2018Generalized Autoregressive Method of Moments. (2018). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150138.

Full description at Econpapers || Download paper

2018Robust frontier estimation from noisy data: a Tikhonov regularization approach. (2018). Simar, Leopold ; Daouia, Abdelaati ; FLORENS, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:30543.

Full description at Econpapers || Download paper

2017Honest confidence sets in nonparametric IV regression and other ill-posed models. (2017). Babii, Andrii . In: TSE Working Papers. RePEc:tse:wpaper:31687.

Full description at Econpapers || Download paper

2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Walther, Thomas ; Klein, Tony ; Charfeddine, Lanouar. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16.

Full description at Econpapers || Download paper

2017Are PIIGS so Different? An Empirical Analysis of Demand and Supply Shocks. (2017). Andrade, João ; Syssoyevamasson, Irina. In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:2:p:189-222.

Full description at Econpapers || Download paper

2017Regularized Empirical Likelihood as a Solution to the No Moment. (2017). Chausse, Pierre. In: Working Papers. RePEc:wat:wpaper:1708.

Full description at Econpapers || Download paper

Works by Marine Carrasco:


YearTitleTypeCited
2002Simulation-Based Method of Moments and Efficiency. In: Journal of Business & Economic Statistics.
[Citation analysis]
article19
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]
article65
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]
paper39
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
2009Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper30
2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2004Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2011Adaptive Realized Kernels In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2013Adaptive Realized Kernels.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Regularized LIML for many instruments In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper7
2015Regularized LIML for many instruments.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Regularized LIML for many instruments.(2015) In: Studies in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2013Efficient estimation with many weak instruments using regularization techniques In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2015Efficient estimation with many weak instruments using regularization techniques.(2015) In: Studies in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Efficient estimation using the Characteristic Function In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper7
2013Efficient Estimation Using the Characteristic Function.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2000Efficient GMM Estimation Using the Empirical Characteristic Function In: Working Papers.
[Full Text][Citation analysis]
paper11
2002Efficient GMM Estimation Using the Empirical Characteristic Function.(2002) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2000Chi-square Tests when a Nuisance Parameter is Present only under the Alternative In: Working Papers.
[Full Text][Citation analysis]
paper0
1999b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models In: Working Papers.
[Full Text][Citation analysis]
paper5
2000GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS In: Econometric Theory.
[Full Text][Citation analysis]
article74
2002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article213
200403.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution In: Econometric Theory.
[Full Text][Citation analysis]
article1
2011A SPECTRAL METHOD FOR DECONVOLVING A DENSITY In: Econometric Theory.
[Full Text][Citation analysis]
article10
2009Spectral Method for Deconvolving a Density.(2009) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014ON THE ASYMPTOTIC EFFICIENCY OF GMM In: Econometric Theory.
[Full Text][Citation analysis]
article4
2004On the Asymptotic Efficiency of GMM.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2003On the Asymptotic Efficiency of GMM.(2003) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2004Optimal test for Markov switching In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper22
2004Optimal test for Markov switching.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
2000Estimation of a Mixture via the Empirical Characteristic Function In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
2007Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter62
2002Misspecified Structural Change, Threshold, and Markov-switching models In: Journal of Econometrics.
[Full Text][Citation analysis]
article42
2007Efficient estimation of general dynamic models with a continuum of moment conditions In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
2012A regularization approach to the many instruments problem In: Journal of Econometrics.
[Full Text][Citation analysis]
article24
2004Chi-square Tests for Parameter Stability In: RCER Working Papers.
[Full Text][Citation analysis]
paper1
Kernel Estimation of the Density of a Change-Point in the Mean In: Computing in Economics and Finance 1997.
[Citation analysis]
paper0
2014Optimal Test for Markov Switching Parameters In: Econometrica.
[Full Text][Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team