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Author ID: carrasco.marine Recent zbMATH articles by "Carrasco, Marine"
Published as: Carrasco, Marine

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 483 times in 406 Documents Cited by Year
Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125
Carrasco, Marine; Chen, Xiaohong
197
2002
Generalization of GMM to a continuum of moment conditions. Zbl 0968.62028
Carrasco, Marine; Florens, Jean-Pierre
77
2000
Efficient estimation of general dynamic models with a continuum of moment conditions. Zbl 1247.91116
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric
60
2007
Nonlinearity and temporal dependence. Zbl 1431.62600
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine
32
2010
A spectral method for deconvolving a density. Zbl 1218.62025
Carrasco, Marine; Florens, Jean-Pierre
19
2011
A regularization approach to the many instruments problem. Zbl 1443.62071
Carrasco, Marine
19
2012
Functional linear regression with functional response. Zbl 1377.62111
Benatia, David; Carrasco, Marine; Florens, Jean-Pierre
18
2017
On the asymptotic efficiency of GMM. Zbl 1314.62080
Carrasco, Marine; Florens, Jean-Pierre
15
2014
Optimal test for Markov switching parameters. Zbl 1410.62159
Carrasco, Marine; Hu, Liang; Ploberger, Werner
12
2014
Efficient estimation using the characteristic function. Zbl 1442.62732
Carrasco, Marine; Kotchoni, Rachidi
10
2017
Regularized LIML for many instruments. Zbl 1331.62456
Carrasco, Marine; Tchuente, Guy
7
2015
\(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079
Carrasco, Marine; Chen, Xiaohong
7
2000
Misspecified structural change, threshold, and Markov-switching models. Zbl 1044.62091
Carrasco, Marine
6
2002
Testing distributional assumptions using a continuum of moments. Zbl 1464.62223
Amengual, Dante; Carrasco, Marine; Sentana, Enrique
3
2020
Efficient estimation with many weak instruments using regularization techniques. Zbl 1491.62191
Carrasco, Marine; Tchuente, Guy
1
2016
Testing distributional assumptions using a continuum of moments. Zbl 1464.62223
Amengual, Dante; Carrasco, Marine; Sentana, Enrique
3
2020
Functional linear regression with functional response. Zbl 1377.62111
Benatia, David; Carrasco, Marine; Florens, Jean-Pierre
18
2017
Efficient estimation using the characteristic function. Zbl 1442.62732
Carrasco, Marine; Kotchoni, Rachidi
10
2017
Efficient estimation with many weak instruments using regularization techniques. Zbl 1491.62191
Carrasco, Marine; Tchuente, Guy
1
2016
Regularized LIML for many instruments. Zbl 1331.62456
Carrasco, Marine; Tchuente, Guy
7
2015
On the asymptotic efficiency of GMM. Zbl 1314.62080
Carrasco, Marine; Florens, Jean-Pierre
15
2014
Optimal test for Markov switching parameters. Zbl 1410.62159
Carrasco, Marine; Hu, Liang; Ploberger, Werner
12
2014
A regularization approach to the many instruments problem. Zbl 1443.62071
Carrasco, Marine
19
2012
A spectral method for deconvolving a density. Zbl 1218.62025
Carrasco, Marine; Florens, Jean-Pierre
19
2011
Nonlinearity and temporal dependence. Zbl 1431.62600
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine
32
2010
Efficient estimation of general dynamic models with a continuum of moment conditions. Zbl 1247.91116
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric
60
2007
Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125
Carrasco, Marine; Chen, Xiaohong
197
2002
Misspecified structural change, threshold, and Markov-switching models. Zbl 1044.62091
Carrasco, Marine
6
2002
Generalization of GMM to a continuum of moment conditions. Zbl 0968.62028
Carrasco, Marine; Florens, Jean-Pierre
77
2000
\(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079
Carrasco, Marine; Chen, Xiaohong
7
2000
all top 5

Cited by 626 Authors

12 Horváth, Lajos
11 Carrasco, Marine
11 Linton, Oliver Bruce
10 Hill, Jonathan B.
9 Aue, Alexander
8 Chesneau, Christophe
8 Lee, Sangyeol
7 Bouezmarni, Taoufik
6 Florens, Jean-Pierre
6 Lee, Oesook
6 Renault, Eric
6 Wied, Dominik
6 Yang, Shanchao
5 Ghysels, Eric
5 Hušková, Marie
5 Kristensen, Dennis
5 Saikkonen, Pentti
5 Tauchen, George E.
4 Cai, Zongwu
4 Chen, Xiaohong
4 Escobar, Marcos
4 Gagliardini, Patrick
4 Kokoszka, Piotr S.
4 Medeiros, Marcelo C.
4 Meitz, Mika
4 Shin, Dongwan
4 Xing, Guodong
4 Yang, Xin
3 Caner, Mehmet
3 Chan, Ngai Hang
3 Corradi, Valentina
3 Dette, Holger
3 Fernandes, Marcelo A. C.
3 Ferrando, Sebastián Esteban
3 Forneron, Jean-Jacques
3 Gospodinov, Nikolay
3 Gourieroux, Christian
3 Hafner, Christian Matthias
3 Hoderlein, Stefan G. N.
3 Hörmann, Siegfried
3 Kato, Kengo
3 Kotchoni, Rachidi
3 Lewbel, Arthur
3 Otsu, Taisuke
3 Park, Joon Y.
3 Peng, Cuixin
3 Quessy, Jean-François
3 Rahbek, Anders
3 Rombouts, Jeroen V. K.
3 Rubtsov, Alexey N.
3 Sentana, Enrique
3 Slaoui, Yousri
3 Taamouti, Abderrahim
3 Todorov, Viktor
3 White, Halbert Lynn jun.
3 Wu, Wei Biao
3 Zhao, Zhiwen
3 Zhu, Ke
2 Álvarez-Liébana, Javier
2 Álvarez-Pérez, Gonzalo
2 Andreou, Elena
2 Arellano, Manuel
2 Bandi, Federico M.
2 Berkes, István
2 Bibi, Abdelouahab
2 Cavaliere, Giuseppe
2 Chang, Jinyuan
2 Chen, Bin
2 Chernov, Mikhail
2 Chernozhukov, Victor
2 Da Fonseca, José
2 De Capitani, Lucio
2 Dehling, Herold G.
2 El Ghouch, Anouar
2 Fan, Qingliang
2 Gallant, A. Ronald
2 García-Portugués, Eduardo
2 Genton, Marc G.
2 Gonçalves, Sílvia
2 González-Manteiga, Wenceslao
2 Grasselli, Martino
2 Grynkiv, Iaryna
2 Han, Hyojin
2 Hong, Yongmiao
2 Hurvich, Clifford M.
2 Kanaya, Shin
2 Kim, Minjo
2 Komunjer, Ivana
2 Koo, Bonsoo
2 Lavergne, Pascal
2 Li, Jia
2 Li, Qi
2 Liao, Zhipeng
2 Ling, Shiqing
2 Lu, Zudi
2 Mishura, Yuliya Stepanivna
2 Na, Okyoung
2 Patton, Andrew J.
2 Phuong, Cao Xuan
2 Potscher, Benedikt M.
...and 526 more Authors
all top 5

Cited in 81 Serials

117 Journal of Econometrics
45 Econometric Theory
18 Econometric Reviews
12 Journal of Time Series Analysis
12 Computational Statistics and Data Analysis
11 Communications in Statistics. Theory and Methods
9 Economics Letters
8 Journal of Multivariate Analysis
7 The Annals of Statistics
7 Journal of Statistical Planning and Inference
7 Bernoulli
7 Journal of the Korean Statistical Society
6 Communications in Statistics. Simulation and Computation
6 Journal of Nonparametric Statistics
6 Electronic Journal of Statistics
5 Statistics & Probability Letters
5 The Econometrics Journal
4 Metrika
4 Scandinavian Journal of Statistics
4 Journal of the American Statistical Association
4 Journal of Statistical Computation and Simulation
4 Studies in Nonlinear Dynamics and Econometrics
4 Statistical Inference for Stochastic Processes
4 Quantitative Finance
3 Annals of the Institute of Statistical Mathematics
3 Econometrica
3 Stochastic Processes and their Applications
3 Test
3 Mathematical Methods of Statistics
3 Journal of Inequalities and Applications
3 Methodology and Computing in Applied Probability
3 Stochastics
3 Quantitative Economics
2 The Canadian Journal of Statistics
2 Kybernetika
2 Insurance Mathematics & Economics
2 Statistics
2 Journal of Economic Dynamics & Control
2 Computational Statistics
2 European Journal of Operational Research
2 Statistical Papers
2 Finance and Stochastics
2 International Journal of Theoretical and Applied Finance
2 Journal of Applied Statistics
2 Extremes
2 Sankhyā. Series A
1 Journal of Computational Physics
1 ACM Transactions on Mathematical Software
1 Applied Mathematics and Computation
1 Automatica
1 International Journal of Mathematics and Mathematical Sciences
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Mathematical Economics
1 Metron
1 Monatshefte für Mathematik
1 Statistica
1 Statistica Neerlandica
1 Stochastic Analysis and Applications
1 Journal of Computational Mathematics
1 Probability Theory and Related Fields
1 Journal of Complexity
1 Mathematical and Computer Modelling
1 Machine Learning
1 The Annals of Applied Probability
1 Applications of Mathematics
1 Applied and Computational Harmonic Analysis
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Applied Mathematics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Probability in the Engineering and Informational Sciences
1 Brazilian Journal of Probability and Statistics
1 Journal of Systems Science and Complexity
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Statistical Methods and Applications
1 Journal of Probability and Statistics
1 Symmetry
1 Statistics and Computing
1 SIAM/ASA Journal on Uncertainty Quantification
1 Mathematical Statistics and Learning
1 Stat

Citations by Year