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

22

i10 index

1393

Citations

RESEARCH PRODUCTION:

27

Articles

42

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1999 - 2026). See details.
   Cites by year: 51
   Journals where Marine Carrasco has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 29 (2.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca65
   Updated: 2026-06-27    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Sentana, Enrique (4)

Florens, Jean-Pierre (2)

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)

Sentana, Enrique (17)

Simoni, Anna (17)

Charfeddine, Lanouar (16)

Kotchoni, Rachidi (16)

Arellano, Manuel (15)

Kristensen, Dennis (14)

Simar, Leopold (14)

Rossi, Barbara (13)

Cites to:

Newey, Whitney (25)

Andrews, Donald (18)

Hansen, Lars (15)

Hausman, Jerry (14)

Swanson, Norman (11)

Chao, John (11)

Florens, Jean-Pierre (11)

Bai, Jushan (10)

Obstfeld, Maurice (10)

Ng, Serena (10)

Renault, Eric (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 Business & Economic Statistics2
Journal of Financial Econometrics2

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
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Working Papers / HAL2

Recent works citing Marine Carrasco (2026 and 2025)

YearTitle of citing document
2025Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas. (2025). Simar, Leopold ; Florens, Jean-Pierre ; Fve, Frdrique. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025013.

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

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

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2026Maximal 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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2026Testing for Underpowered Literatures. (2025). Faridani, Stefan. In: Papers. RePEc:arx:papers:2406.13122.

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2026Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

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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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2026Model-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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2026Bayesian 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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2026When is p-hacking detectable?. (2025). Faridani, Stefan. In: Papers. RePEc:arx:papers:2506.20035.

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2026An 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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2025Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models. (2025). Escanciano, Juan Carlos ; Arganaraz, Facundo. In: Papers. RePEc:arx:papers:2507.13788.

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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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2026Estimation and inference in models with multiple behavioural equilibria. (2026). Raggi, Davide ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2512.04541.

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2025Automatic Debiased Machine Learning of Structural Parameters with General Conditional Moments. (2025). Arganaraz, Facundo. In: Papers. RePEc:arx:papers:2512.08423.

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2025Testing Parametric Distribution Family Assumptions via Differences in Differential Entropy. (2025). HENRY, MIGUEL ; Mittelhammer, Ron ; Judge, George. In: Papers. RePEc:arx:papers:2512.11305.

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2025Canonical correlation regression with noisy data. (2025). Singh, Rahul ; Meza, Isaac. In: Papers. RePEc:arx:papers:2512.22697.

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2026Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications. (2026). Polselli, Annalivia ; Naghi, Andrea A ; Clarke, Paul S ; Baiardi, Anna. In: Papers. RePEc:arx:papers:2603.20464.

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2026Penalized GMM Framework for Inference on Functionals of Nonparametric Instrumental Variable Estimators. (2026). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2603.29889.

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2026Nonparametric Identification and Estimation of Causal Effects on Latent Outcomes. (2026). Green, Donald P ; Fu, Jiawei. In: Papers. RePEc:arx:papers:2604.08681.

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2026Average Marginal Effects in One-Step Partially Linear Instrumental Regressions. (2026). Lapenta, Elia ; Girard, Lucas. In: Papers. RePEc:arx:papers:2604.11393.

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2026Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions. (2026). Gretton, Arthur ; Zenati, Houssam ; Meunier, Dimitri ; Kallus, Nathan ; Shen, Zikai ; Bibaut, Aur'Elien. In: Papers. RePEc:arx:papers:2604.24660.

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2026Identification and Estimation of Consumers Preferences from Repeated Observations under Nonlinear Pricing. (2026). Centorrino, Samuele ; Florens, Jean-Pierre ; Fr'ed'erique F`eve, . In: Papers. RePEc:arx:papers:2604.25507.

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2026Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence. (2026). , Stanislaw. In: Papers. RePEc:arx:papers:2605.08422.

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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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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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2025Testing shock independence in Gaussian structural VARs. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2532.

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2026Generalized composite multi-sample tests for high-dimensional data. (2026). Kong, Xiaoli ; Harrar, Solomon W ; Fardo, David W ; Villasante-Tezanos, Alejandro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:214:y:2026:i:c:s0167947325001550.

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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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2025On machine learning instrumental variable estimators. (2025). Bakhitov, Edvard. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004380.

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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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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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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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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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2025Bernstein-type inequalities and nonparametric estimation under near-epoch dependence. (2025). Yuan, Zihao ; Spindler, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001083.

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2025Inference on model parameters with many L-moments. (2025). Morettin, Pedro A ; Chiann, Chang. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001551.

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2025GMM estimation with Brownian kernels applied to income inequality measurement. (2025). Phillips, Peter ; Cho, Jin Seo. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001642.

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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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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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2026Nonlinear temperature sensitivity of residential electricity demand: Evidence from a distributional regression approach. (2026). Seo, Won-Ki ; Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325009065.

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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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2025Digital resources for green growth: The FinTech–sustainability nexus in Sub-Saharan Africa. (2025). Abdalla, Yousif Abdelbagi ; Ozturk, Ilhan ; Hussain, Azhar M ; Awad, Atif ; Jafeel, Adam Yahya. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:5:s2949753125000943.

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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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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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2026The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models. (2009). FEVE, Frédérique ; Florens, Jean-Pierre. In: IDEI Working Papers. RePEc:ide:wpaper:22795.

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2026Instrumental Regression in Partially Linear Models. (2009). Van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: IDEI Working Papers. RePEc:ide:wpaper:22798.

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2026Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior. (2010). Simoni, Anna ; Florens, Jean-Pierre. In: IDEI Working Papers. RePEc:ide:wpaper:22800.

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2026Regularizing Priors for Linear Inverse Problems. (2013). Simoni, Anna ; Florens, Jean-Pierre. In: IDEI Working Papers. RePEc:ide:wpaper:26987.

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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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2026Bounds in Wasserstein distance for locally stationary functional time series. (2026). Bouzebda, Salim ; Alaya, Mokhtar Z ; Nino, Jan. In: Computational Statistics. RePEc:spr:compst:v:41:y:2026:i:3:d:10.1007_s00180-026-01740-8.

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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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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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2026Non 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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2026A Functional Estimation Approach to the First-Price Auction Models. (2021). Sbai, Erwann ; Enache, Andreea ; Florens, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:126172.

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2026One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Beyhum, Jad ; Lapenta, Elia. In: TSE Working Papers. RePEc:tse:wpaper:128467.

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2026Nonparametric Identification of Models for Dyadic Data”. (2024). Jochmans, Koen ; Diegert, Paul. In: TSE Working Papers. RePEc:tse:wpaper:129722.

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2026Reconciling 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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2026Convergence Rates for III-Posed Inverse Problems with an Unknown Operator. (2009). Vanhems, Anne ; Van Bellegem, Sebastien ; Johannes, Jan. In: TSE Working Papers. RePEc:tse:wpaper:22144.

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2026Instrumental Regression in Partially Linear Models. (2009). Van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: TSE Working Papers. RePEc:tse:wpaper:22820.

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2026The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models. (2009). FEVE, Frédérique ; Florens, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:22822.

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2026Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior. (2010). Simoni, Anna ; Florens, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:22895.

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2026Semiparametric transformation model with endogeneity: a control function approach. (2011). Van Keilegom, Ingrid ; Vanhems, Anne. In: TSE Working Papers. RePEc:tse:wpaper:24640.

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2026Identification and Estimation in a Third-Price Auction Model. (2019). Florens, Jean-Pierre ; Enache, Andrea. In: TSE Working Papers. RePEc:tse:wpaper:26557.

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2026Honest confidence sets in nonparametric IV regression and other ill-posed models. (2017). Babii, Andrii. In: TSE Working Papers. RePEc:tse:wpaper:31687.

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2026A mollifier approach to the deconvolution of probability densities. (2018). Simar, Leopold ; Marechal, Pierre ; Vanhems, Anne. In: TSE Working Papers. RePEc:tse:wpaper:33097.

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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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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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2010Detecting 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: 42		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 nother version. Agregated cites: 42		paper
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.
[Citation analysis]
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]		paper11
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 nother version. Agregated cites: 11		paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper56
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2011Adaptive Realized Kernels In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2014Adaptive Realized Kernels.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Adaptive Realized Kernels.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2015Adaptive Realized Kernels.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2013Regularized LIML for many instruments In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper25
2015Regularized LIML for many instruments.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2015Regularized LIML for many instruments.(2015) In: Studies in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2013Efficient estimation with many weak instruments using regularization techniques In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper10
2016Efficient Estimation with Many Weak Instruments Using Regularization Techniques.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2015Efficient estimation with many weak instruments using regularization techniques.(2015) In: Studies in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2017Efficient Estimation Using the Characteristic Function.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013Efficient Estimation Using the Characteristic Function.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2023Score-type tests for normal mixtures In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
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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This paper has nother version. Agregated cites: 0		article
2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2024Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility.(2024) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2017Testing Distributional Assumptions Using a Continuum of Moments In: Working Papers.
[Full Text][Citation analysis]		paper10
2020Testing distributional assumptions using a continuum of moments.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2016In-sample inference and forecasting in misspecified factor models.(2016) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2000Efficient GMM Estimation Using the Empirical Characteristic Function In: Working Papers.
[Full Text][Citation analysis]		paper19
2026Efficient GMM Estimation Using the Empirical Characteristic Function.(2026) In: IDEI Working Papers.
[Full Text][Citation analysis]
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]		article136
2002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article303
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2014ON THE ASYMPTOTIC EFFICIENCY OF GMM In: Econometric Theory.
[Full Text][Citation analysis]		article12
2004On 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: 12		paper
2026On the Asymptotic Efficiency of GMM.(2026) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2024REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article2
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.
[Citation analysis]
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.
[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]		chapter219
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]		article75
2017Functional linear regression with functional response In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2017Functional linear regression with functional response.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26		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]		paper7
2014Optimal Test for Markov Switching Parameters In: Econometrica.
[Full Text][Citation analysis]		article51

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