16
H index
18
i10 index
1263
Citations
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (1% share) | 16 H index 18 i10 index 1263 Citations RESEARCH PRODUCTION: 24 Articles 42 Papers 2 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 7 |
Econometric Theory | 6 |
Annals of Economics and Statistics | 3 |
Journal of Business & Economic Statistics | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document |
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2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper |
2023 | The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422. Full description at Econpapers || Download paper |
2023 | Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315. Full description at Econpapers || Download paper |
2024 | Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076. Full description at Econpapers || Download paper |
2023 | Kernel Methods for Multistage Causal Inference: Mediation Analysis and Dynamic Treatment Effects. (2021). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2111.03950. Full description at Econpapers || Download paper |
2024 | A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249. Full description at Econpapers || Download paper |
2023 | Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811. Full description at Econpapers || Download paper |
2024 | Continuous permanent unobserved heterogeneity in dynamic discrete choice models. (2022). Bunting, Jackson. In: Papers. RePEc:arx:papers:2202.03960. Full description at Econpapers || Download paper |
2024 | Long-term Causal Inference Under Persistent Confounding via Data Combination. (2022). Imbens, Guido ; Wang, Yuhao ; Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2202.07234. Full description at Econpapers || Download paper |
2024 | Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171. Full description at Econpapers || Download paper |
2023 | A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137. Full description at Econpapers || Download paper |
2023 | Testing for error invariance in separable instrumental variable models. (2022). van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Lapenta, Elia ; FLORENS, Jean-Pierre ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2208.05344. Full description at Econpapers || Download paper |
2023 | Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291. Full description at Econpapers || Download paper |
2023 | Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments. (2022). Lapenta, Elia ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2212.11012. Full description at Econpapers || Download paper |
2024 | The Chained Difference-in-Differences. (2023). Dortet-Bernardet, Vincent ; Benatia, David ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085. Full description at Econpapers || Download paper |
2023 | Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404. Full description at Econpapers || Download paper |
2024 | Transfer Estimates for Causal Effects across Heterogeneous Sites. (2023). Menzel, Konrad. In: Papers. RePEc:arx:papers:2305.01435. Full description at Econpapers || Download paper |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper |
2023 | Functional Differencing in Networks. (2023). Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2307.11484. Full description at Econpapers || Download paper |
2024 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2307.14867. Full description at Econpapers || Download paper |
2024 | Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535. Full description at Econpapers || Download paper |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper |
2023 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper |
2024 | Optimal Categorical Instrumental Variables. (2023). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021. Full description at Econpapers || Download paper |
2024 | Regularized DeepIV with Model Selection. (2024). Uehara, Masatoshi ; Wang, Mengdi ; Syrgkanis, Vasilis ; Lan, Hui ; Li, Zihao. In: Papers. RePEc:arx:papers:2403.04236. Full description at Econpapers || Download paper |
2024 | Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Generalized Autoregressive Gamma Processes. (2023). Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:23-40. Full description at Econpapers || Download paper |
2023 | Constructing Efficient Simulated Moments Using Temporal Convolutional Networks. (2023). Creel, Michael ; Chassot, Jonathan. In: Working Papers. RePEc:bge:wpaper:1412. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Instrumental variable regression via kernel maximum moment loss. (2023). Krikamol, Muandet ; Bernhard, Scholkopf ; Masaaki, Imaizumi ; Rui, Zhang. In: Journal of Causal Inference. RePEc:bpj:causin:v:11:y:2023:i:1:p:42:n:1. Full description at Econpapers || Download paper |
2024 | Nonparametric 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. Full description at Econpapers || Download paper |
2023 | Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp759. Full description at Econpapers || Download paper |
2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper |
2023 | Efficient estimation of a triangular system of equations for quantile regression. (2023). Lee, Sungwon. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001106. Full description at Econpapers || Download paper |
2023 | Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares. (2023). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:576-597. Full description at Econpapers || Download paper |
2023 | Synthetic Learner: Model-free inference on treatments over time. (2023). Bradic, Jelena ; Viviano, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:691-713. Full description at Econpapers || Download paper |
2023 | Time-varying unobserved heterogeneity in earnings shocks. (2023). Botosaru, Irene. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1378-1393. Full description at Econpapers || Download paper |
2023 | Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521. Full description at Econpapers || Download paper |
2023 | A functional estimation approach to the first-price auction models. (2023). Sbai, Erwann ; Florens, Jean-Pierre ; Enache, Andreea. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1564-1588. Full description at Econpapers || Download paper |
2023 | A GMM approach to estimate the roughness of stochastic volatility. (2023). Veliyev, Bezirgen ; Pakkanen, Mikko S ; Christensen, Kim ; Bolko, Anine E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:745-778. Full description at Econpapers || Download paper |
2023 | Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604. Full description at Econpapers || Download paper |
2023 | Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657. Full description at Econpapers || Download paper |
2023 | Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282. Full description at Econpapers || Download paper |
2023 | Dynamic factor copula models with estimated cluster assignments. (2023). Patton, Andrew J ; Oh, Dong Hwan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002135. Full description at Econpapers || Download paper |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers || Download paper |
2024 | Observation-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. Full description at Econpapers || Download paper |
2023 | Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Fan, Caiyun ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x. Full description at Econpapers || Download paper |
2023 | More Is Better, Or Not? An Empirical Analysis of Buyer Preferences for Variety on the E-Market. (2023). Sokullu, Senay. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:450-470. Full description at Econpapers || Download paper |
2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper |
2023 | Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122. Full description at Econpapers || Download paper |
2023 | Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27. Full description at Econpapers || Download paper |
2023 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper |
2023 | Local Projection Based Inference under General Conditions. (2023). Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2023001. Full description at Econpapers || Download paper |
2024 | A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network. (2024). Su, Liangjun ; Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202406. Full description at Econpapers || Download paper |
2023 | Nonparametric identification of random coefficients in aggregate demand models for differentiated products. (2023). Kaido, Hiroaki ; Hoderlein, Stefan ; Dunker, Fabian. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:279-306.. Full description at Econpapers || Download paper |
2023 | Forecasting Loan Default in Europe with Machine Learning*. (2023). Tosetti, Elisa ; Manzan, Sebastiano ; Barbaglia, Luca. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:569-596.. Full description at Econpapers || Download paper |
2023 | A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x. Full description at Econpapers || Download paper |
2023 | Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3. Full description at Econpapers || Download paper |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
2023 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: TSE Working Papers. RePEc:tse:wpaper:128467. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | Policy Evaluation in Macroeconometric Doubly Stochastic Models In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2010 | Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 40 |
2009 | Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2009) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2010 | Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2004 | Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2017 | Efficient Estimation Using Regularized Jackknife IV Estimator In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2024 | Functional Partial Least-Squares: Optimal Rates and Adaptation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Simulation-Based Method of Moments and Efficiency. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 30 |
2004 | Tests 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] | article | 85 |
2004 | Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship.(2004) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2003 | Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 9 |
2002 | Efficient 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 nother version. Agregated cites: 9 | paper | |
2009 | Nonlinearity and Temporal Dependence In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 55 |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2009 | Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2010 | Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2011 | Adaptive Realized Kernels In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Adaptive Realized Kernels.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Adaptive Realized Kernels.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Adaptive Realized Kernels.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | Regularized LIML for many instruments In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 21 |
2015 | Regularized LIML for many instruments.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2015 | Regularized LIML for many instruments.(2015) In: Studies in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2013 | Efficient estimation with many weak instruments using regularization techniques In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Efficient Estimation with Many Weak Instruments Using Regularization Techniques.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2015 | Efficient estimation with many weak instruments using regularization techniques.(2015) In: Studies in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2013 | Efficient estimation using the Characteristic Function In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 13 |
2017 | EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2017 | Efficient Estimation Using the Characteristic Function.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2013 | Efficient Estimation Using the Characteristic Function.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2023 | Score-type tests for normal mixtures In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Score-type tests for normal mixtures.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Testing Distributional Assumptions Using a Continuum of Moments In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Testing distributional assumptions using a continuum of moments.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2016 | In-sample Inference and Forecasting in Misspecified Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2016 | In-Sample Inference and Forecasting in Misspecified Factor Models.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2016 | In-sample inference and forecasting in misspecified factor models.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2000 | Efficient GMM Estimation Using the Empirical Characteristic Function In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2002 | Efficient GMM Estimation Using the Empirical Characteristic Function.(2002) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2000 | Chi-square Tests when a Nuisance Parameter is Present only under the Alternative In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2000 | GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 119 |
2002 | MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 291 |
2004 | 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2011 | A SPECTRAL METHOD FOR DECONVOLVING A DENSITY In: Econometric Theory. [Full Text][Citation analysis] | article | 41 |
2009 | Spectral Method for Deconvolving a Density.(2009) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2014 | ON THE ASYMPTOTIC EFFICIENCY OF GMM In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2004 | On the Asymptotic Efficiency of GMM.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2003 | On the Asymptotic Efficiency of GMM.(2003) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2004 | Optimal test for Markov switching In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 29 |
2004 | Optimal test for Markov switching.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2000 | Estimation of a Mixture via the Empirical Characteristic Function In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 193 |
2002 | Misspecified Structural Change, Threshold, and Markov-switching models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 49 |
2007 | Efficient estimation of general dynamic models with a continuum of moment conditions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 60 |
2012 | A regularization approach to the many instruments problem In: Journal of Econometrics. [Full Text][Citation analysis] | article | 63 |
2017 | Functional linear regression with functional response In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2017 | Functional linear regression with functional response.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2023 | Risk Neutral Density Estimation with a Functional Linear Model In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2019 | The Continuum-GMM Estimation: Theory and Application. In: Post-Print. [Citation analysis] | paper | 0 |
2022 | Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV In: The Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
2004 | Chi-square Tests for Parameter Stability In: RCER Working Papers. [Full Text][Citation analysis] | paper | 1 |
Kernel Estimation of the Density of a Change-Point in the Mean In: Computing in Economics and Finance 1997. [Citation analysis] | paper | 0 | |
2016 | Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 7 |
2016 | Regularization Based Anderson Rubin Tests for Many Instruments In: Studies in Economics. [Full Text][Citation analysis] | paper | 5 |
2014 | Optimal Test for Markov Switching Parameters In: Econometrica. [Full Text][Citation analysis] | article | 44 |
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