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Publications

9 résultats

CS

Score-type tests for normal mixtures

Dante Amengual, Xinyue Bei, Marine Carrasco et Enrique Sentana

CS

Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility

Marine Carrasco et N'Golo Koné

CS

Regularized LIML for many instruments

Guy Tchuente et Marine Carrasco

CS

Efficient estimation with many weak instruments using regularization techniques

Guy Tchuente et Marine Carrasco

CS

Efficient estimation using the Characteristic Function

Marine Carrasco et Rachidi Kotchoni

CS

Adaptive Realized Kernels

Marine Carrasco et Rachidi Kotchoni

CS

Nonlinearity and Temporal Dependence

Xiaohong Chen, Lars P. Hansen et Marine Carrasco

CS

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Frédérique Bec, Mélika Ben Salem et Marine Carrasco

Simulation
CS

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

Eric Ghysels, Jean-Pierre Florens, Mikhail Chernov et Marine Carrasco

Simulation

Score-type tests for normal mixtures

Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility

Regularized LIML for many instruments

Efficient estimation with many weak instruments using regularization techniques

Efficient estimation using the Characteristic Function

Adaptive Realized Kernels

Nonlinearity and Temporal Dependence

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

Bottin CIRANO

1 résultat

Carrasco, Marine
marine.carrasco@cirano.qc.ca
Université de Montréal