Marine Carrasco : Citation Profile

Université de Montréal (98% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (1% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (1% share)

17

H index

19

i10 index

1358

Citations

RESEARCH PRODUCTION:

27

Articles

42

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 52
   Journals where Marine Carrasco has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 29 (2.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca65
   Updated: 2025-12-20    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Sentana, Enrique (4)

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 (33)

Chen, Xiaohong (25)

Babii, Andrii (23)

Simoni, Anna (17)

Kotchoni, Rachidi (16)

Charfeddine, Lanouar (16)

Sentana, Enrique (15)

Arellano, Manuel (15)

Kristensen, Dennis (14)

Rossi, Barbara (13)

Simar, Leopold (13)

Cites to:

Newey, Whitney (25)

Andrews, Donald (18)

Hansen, Lars (15)

Hausman, Jerry (14)

Chao, John (11)

Swanson, Norman (11)

Florens, Jean-Pierre (11)

Bai, Jushan (10)

Obstfeld, Maurice (10)

Ng, Serena (10)

Ploberger, Werner (9)

Main data

Where Marine Carrasco has published?

Journals with more than one article published# docs
Journal of Econometrics8
Econometric Theory7
Annals of Economics and Statistics3
Journal of Business & Economic Statistics2
Journal of Financial Econometrics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL6
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 (2025 and 2024)

YearTitle of citing document
2025Is completeness necessary? Estimation in nonidentified linear models. (2025). Babii, Andrii ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473.

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2024Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension. (2024). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2025Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves. (2025). Singh, Rahul ; Xu, Liyuan ; Gretton, Arthur. In: Papers. RePEc:arx:papers:2111.03950.

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2025Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects. (2024). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2024Binary response model with many weak instruments. (2024). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2024Kernel methods for long term dose response curves. (2024). Singh, Rahul. In: Papers. RePEc:arx:papers:2201.05139.

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2025Continuous permanent unobserved heterogeneity in dynamic discrete choice models. (2024). Bunting, Jackson. In: Papers. RePEc:arx:papers:2202.03960.

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2024Long-term Causal Inference Under Persistent Confounding via Data Combination. (2024). Wang, Yuhao ; Mao, Xiaojie ; Kallus, Nathan ; Imbens, Guido. In: Papers. RePEc:arx:papers:2202.07234.

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2024A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2025The Chained Difference-in-Differences. (2025). Benatia, David ; Dortet-Bernardet, Vincent ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

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2025Transfer Estimates for Causal Effects across Heterogeneous Sites. (2024). Menzel, Konrad. In: Papers. RePEc:arx:papers:2305.01435.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2024One-step smoothing splines instrumental regression. (2024). Lavergne, Pascal ; Beyhum, Jad ; Lapenta, Elia. In: Papers. RePEc:arx:papers:2307.14867.

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2024Weak Identification with Many Instruments. (2024). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024Optimal Categorical Instrumental Variables. (2024). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

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2025Maximal Inequalities for Empirical Processes under General Mixing Conditions with an Application to Strong Approximations. (2024). Pouzo, Demian. In: Papers. RePEc:arx:papers:2402.11394.

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2024Regularized DeepIV with Model Selection. (2024). Li, Zihao ; Syrgkanis, Vasilis ; Wang, Mengdi ; Uehara, Masatoshi ; Lan, Hui. In: Papers. RePEc:arx:papers:2403.04236.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

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2025Testing for Underpowered Literatures. (2025). Faridani, Stefan. In: Papers. RePEc:arx:papers:2406.13122.

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2024A GARCH model with two volatility components and two driving factors. (2024). Ballestra, Luca Vincenzo ; Tezza, Christian ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2410.14585.

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2024Stochastic Loss Reserving: Dependence and Estimation. (2024). Shen, Yang ; Furman, Edward ; Fleck, Andrew. In: Papers. RePEc:arx:papers:2410.14985.

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2024Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

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2024Inference in Partially Linear Models under Dependent Data with Deep Neural Networks. (2024). Brown, Chad. In: Papers. RePEc:arx:papers:2410.22574.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2025Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces. (2025). Chen, Ertian. In: Papers. RePEc:arx:papers:2501.18746.

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2025Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2025Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

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2025Model Checks in a Kernel Ridge Regression Framework. (2025). Li, Yuhao. In: Papers. RePEc:arx:papers:2505.01161.

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2025Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation. (2025). Waddell, Glen ; Rubin, Edward ; Lennon, Connor. In: Papers. RePEc:arx:papers:2505.13422.

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2025Analysis of Distributional Dynamics for Repeated Cross-Sectional and Intra-Period Observations. (2025). Park, Joon Y ; Hu, BO ; Qian, Junhui. In: Papers. RePEc:arx:papers:2505.15763.

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2025Debiased Ill-Posed Regression. (2025). Rotnitzky, Andrea ; Robins, James M ; Ghassami, Amiremad. In: Papers. RePEc:arx:papers:2505.20787.

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2025Power-boosting in Specification Tests using Kernel Directional Component. (2025). Xiaojun, Song ; Yuhao, LI ; Rui, Cui. In: Papers. RePEc:arx:papers:2506.04900.

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2025Enhancing the Merger Simulation Toolkit with ML/AI. (2025). Sullivan, Christopher ; Magnolfi, Lorenzo ; Collison, Jack ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2506.05225.

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2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

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2025Moment Restrictions for Nonlinear Panel Data Models with Feedback. (2025). Graham, Bryan S ; Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2506.12569.

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2025When is p-hacking detectable?. (2025). Faridani, Stefan. In: Papers. RePEc:arx:papers:2506.20035.

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2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

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2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

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2025Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591.

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2024Arellano-bond lasso estimator for dynamic linear panel models. (2024). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: CeMMAP working papers. RePEc:azt:cemmap:09/24.

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2025Moment restrictions for nonlinear panel data models with feedback. (2025). Dano, Kevin ; Graham, Bryan S ; Bonhomme, Staephane. In: CeMMAP working papers. RePEc:azt:cemmap:12/25.

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2024Nonparametric Instrumental Regression with Two-Way Fixed Effects. (2024). Enrico, De Monte. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:1:p:49-66:n:5.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2024GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement. (2024). Phillips, Peter ; Cho, Jin Seo. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2411.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Seo, Myung Hwan ; Koo, Bonsoo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024A conditional linear combination test with many weak instruments. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003184.

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2024Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Mikosch, Thomas ; Vilandt, Frederik ; Rahbek, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299.

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2024Observation-driven filtering of time-varying parameters using moment conditions. (2024). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003512.

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2024Optimal covariance matrix estimation for high-dimensional noise in high-frequency data. (2024). Hu, Qiao ; Chang, Jinyuan ; Tang, Cheng Yong ; Liu, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001543.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Empirical risk minimization for time series: Nonparametric performance bounds for prediction. (2024). Llorens-Terrazas, Jordi ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001945.

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2024Estimating option pricing models using a characteristic function-based linear state space representation. (2024). Laeven, Roger ; Vladimirov, Evgenii ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002094.

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2024Specification tests for non-Gaussian structural vector autoregressions. (2024). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001490.

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2024Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments. (2025). Centorrino, Samuele ; Fve, Frdrique ; Florens, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407625000041.

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2025The chained difference-in-differences. (2025). Benatia, David ; Dortet-Bernadet, Vincent ; Bellgo, Christophe. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001295.

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2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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2025Functional ecological inference. (2025). Meddahi, Nour ; Florens, Jean-Pierre ; Bontemps, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002690.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2024Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables. (2024). Bura, Efstathia ; Barbarino, Alessandro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:1-18.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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2025New challenges for green finance and sustainable industrialization in developing countries: A panel data analysis. (2025). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Pondie, Thierry M. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008296.

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2024Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Volatility forecasts by clustering: Applications for VaR estimation. (2024). Wang, Zijin ; Liu, Peng ; Chen, Peimin ; Wu, Chunchi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003320.

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2024Intraday and daily dynamics of cryptocurrency. (2024). Jasiak, Joann ; Zhong, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006506.

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2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

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2025South African Government Bond Yields and the Specifications of Affine Term Structure Models. (2025). Molibeli, Malefane ; van Vuuren, Gary. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:204-:d:1631216.

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2024A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675.

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2025Partially Functional Linear Regression Based on Gaussian Process Prior and Ensemble Learning. (2025). Xu, Jiaqi ; Sun, Weice ; Liu, Tao. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:853-:d:1605316.

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2024A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network. (2024). Su, Liangjun ; Cai, Zongwu ; Liu, Xiyuan. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202406.

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2025A Real-Time Analysis of Fundamentals and Bubbles in the S&P 500. (2025). Wiechers, Lukas. In: Working Papers CIE. RePEc:pdn:ciepap:163.

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2025Testing overidentifying restrictions on high-dimensional instruments and covariates. (2025). Guo, XU ; Zhang, Xinyu ; Wang, Chenyang ; He, Baihua ; Shi, Hongwei. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:2:d:10.1007_s10463-024-00918-5.

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2025On using fuzzy clustering for detecting the number of states in Markov switching models. (2025). Domianello, Luca Scaffidi ; Otranto, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06585-w.

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2025Urban environmental evaluation using an affiliated private value auction model. (2025). Nakanishi, Hayato. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02669-x.

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2025Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1.

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2025Granger predictability of real oil prices by us money and inflation in Markov-switching regimes. (2025). Gillman, Max ; Çevik, Emrah ; Benk, Szilard ; Dibooglu, Sel ; Cevik, Emrah I. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00305-8.

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2024Distributed estimation of functional linear regression with functional responses. (2024). Liu, Jiamin ; Lian, Heng. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:1:d:10.1007_s00184-023-00902-8.

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2024Nonparametric Recursive Method for Generalized Kernel Estimators for Dependent Functional Data. (2024). Slaoui, Yousri. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-023-00325-7.

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2025Empirical likelihood for nonparametric regression functions under $$\rho $$ ρ -mixing high-frequency data. (2025). Qin, Yongsong ; Tang, Wenjing. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01683-0.

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2025Mixed causal-noncausal count process. (2025). Lu, Yang ; Pei, Jian ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:2:d:10.1007_s11749-024-00960-8.

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2025Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas. (2025). Simar, Leopold ; Florens, Jean-Pierre ; Fve, Frdrique. In: TSE Working Papers. RePEc:tse:wpaper:130551.

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2024Tests for equal forecast accuracy under heteroskedasticity. (2024). Zu, Yang ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:850-869.

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2025Binary Response Model With Many Weak Instruments. (2025). Seong, Dakyung. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:214-230.

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2024Testing firm conduct. (2024). Sølvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco ; Slvsten, Mikkel ; Sullivan, Christopher. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:571-606.

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2024Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891.

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2024GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement. (2024). Phillips, Peter ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2024rwp-232.

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2025A Realtime Analysis of Fundamentals and Bubbles in the S&P 500. (2025). Wiechers, Lukas. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325420.

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Works by Marine Carrasco:

YearTitleTypeCited
2002Policy Evaluation in Macroeconometric Doubly Stochastic Models In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article1
2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article42
2009Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2009) In: CIRANO Working Papers.
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2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2010) In: Post-Print.
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2004Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers.
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2017Efficient Estimation Using Regularized Jackknife IV Estimator In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article5
2025Functional Partial Least-Squares: Adaptive Estimation and Inference In: Papers.
[Full Text][Citation analysis]		paper0
2002Simulation-Based Method of Moments and Efficiency. In: Journal of Business & Economic Statistics.
[Citation analysis]		article31
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]		article90
2004Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship.(2004) In: Post-Print.
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This paper has nother version. Agregated cites: 90		paper
2003Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper9
2002Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions.(2002) In: IDEI Working Papers.
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2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper56
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
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2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
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2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
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2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
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2011Adaptive Realized Kernels In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2014Adaptive Realized Kernels.(2014) In: Post-Print.
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2013Adaptive Realized Kernels.(2013) In: Working Papers.
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2015Adaptive Realized Kernels.(2015) In: Journal of Financial Econometrics.
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2013Regularized LIML for many instruments In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper25
2015Regularized LIML for many instruments.(2015) In: Journal of Econometrics.
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2015Regularized LIML for many instruments.(2015) In: Studies in Economics.
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2013Efficient estimation with many weak instruments using regularization techniques In: CIRANO Working Papers.
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2016Efficient Estimation with Many Weak Instruments Using Regularization Techniques.(2016) In: Econometric Reviews.
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2015Efficient estimation with many weak instruments using regularization techniques.(2015) In: Studies in Economics.
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2013Efficient estimation using the Characteristic Function In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper13
2017EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION.(2017) In: Econometric Theory.
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2017Efficient Estimation Using the Characteristic Function.(2017) In: Post-Print.
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2013Efficient Estimation Using the Characteristic Function.(2013) In: Working Papers.
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2023Score-type tests for normal mixtures In: CIRANO Working Papers.
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2022Score-type tests for normal mixtures.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Score-type tests for normal mixtures.(2025) In: Journal of Econometrics.
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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility In: CIRANO Working Papers.
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2024Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility.(2024) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 0		article
2017Testing Distributional Assumptions Using a Continuum of Moments In: Working Papers.
[Full Text][Citation analysis]		paper7
2020Testing distributional assumptions using a continuum of moments.(2020) In: Journal of Econometrics.
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2016In-sample Inference and Forecasting in Misspecified Factor Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2016In-Sample Inference and Forecasting in Misspecified Factor Models.(2016) In: Journal of Business & Economic Statistics.
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2016In-sample inference and forecasting in misspecified factor models.(2016) In: Economics Working Papers.
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2000Efficient GMM Estimation Using the Empirical Characteristic Function In: Working Papers.
[Full Text][Citation analysis]		paper19
2002Efficient GMM Estimation Using the Empirical Characteristic Function.(2002) In: IDEI Working Papers.
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This paper has nother version. Agregated cites: 19		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]		paper8
2000GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS In: Econometric Theory.
[Full Text][Citation analysis]		article132
2002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article298
200403.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution In: Econometric Theory.
[Full Text][Citation analysis]		article3
2011A SPECTRAL METHOD FOR DECONVOLVING A DENSITY In: Econometric Theory.
[Full Text][Citation analysis]		article44
2009Spectral Method for Deconvolving a Density.(2009) In: IDEI Working Papers.
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2014ON THE ASYMPTOTIC EFFICIENCY OF GMM In: Econometric Theory.
[Full Text][Citation analysis]		article11
2004On the Asymptotic Efficiency of GMM.(2004) In: Econometric Society 2004 North American Winter Meetings.
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2003On the Asymptotic Efficiency of GMM.(2003) In: IDEI Working Papers.
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2024REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article1
2004Optimal test for Markov switching In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper29
2004Optimal test for Markov switching.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 29		paper
2000Estimation of a Mixture via the Empirical Characteristic Function In: Econometric Society World Congress 2000 Contributed Papers.
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2007Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter205
2002Misspecified Structural Change, Threshold, and Markov-switching models In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
2007Efficient estimation of general dynamic models with a continuum of moment conditions In: Journal of Econometrics.
[Full Text][Citation analysis]		article63
2012A regularization approach to the many instruments problem In: Journal of Econometrics.
[Full Text][Citation analysis]		article73
2017Functional linear regression with functional response In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2017Functional linear regression with functional response.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2023Risk Neutral Density Estimation with a Functional Linear Model In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2019The Continuum-GMM Estimation: Theory and Application. In: Post-Print.
[Citation analysis]		paper0
2022Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV In: The Econometrics Journal.
[Full Text][Citation analysis]		article2
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
2016Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article7
2016Regularization Based Anderson Rubin Tests for Many Instruments In: Studies in Economics.
[Full Text][Citation analysis]		paper6
2014Optimal Test for Markov Switching Parameters In: Econometrica.
[Full Text][Citation analysis]		article51

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