Items where Author is "Carrasco, Marine"

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Number of items: 12.

Article

Benatia, David, Carrasco, Marine and Florens, Jean-Pierre (2017) Functional Linear Regression with Functional Response. Journal of Econometrics, 201 (2). pp. 269-291.

Carrasco, Marine and Florens, Jean-Pierre (2014) On the Asymptotic Efficiency of GMM. Econometric Theory, 30 (2). pp. 372-406.

Carrasco, Marine and Florens, Jean-Pierre (2011) A Spectral Method for Deconvolving a Density. Econometric Theory, 27. pp. 546-581.

Carrasco, Marine and Gregoir, Stéphane (2002) Policy Evaluation in Macroeconometric Doubly Stochastic Models. Annales d'économie et de Statistique, Vol. 67/68. pp. 74-109.

Carrasco, Marine and Florens, Jean-Pierre (2002) Simulation-Based Method of Moment and Efficiency. Journal of Business and Economic Statistics, 20 (4). pp. 482-492.

Carrasco, Marine and Florens, Jean-Pierre (2000) Generalisation of GMM to a Continuum of Moment Conditions. Economic Theory, 16 (6). pp. 797-834.

Book Section

Carrasco, Marine, Florens, Jean-Pierre and Renault, Eric (2014) Asymptotic Normal Inference in Linear Inverse Problems. In: Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics Oxford University Press. Chapter 3. pp. 65-96. ISBN 9780199857944

Carrasco, Marine, Florens, Jean-Pierre and Renault, Eric (2006) Linear Inverse Problems in Structural Econometrics: Estimation Based on Spectral Decomposition and Regularization. In: Handbook of Econometrics Elsevier. Chapter 77. pp. 5638-5751. ISBN 978-0-444-53200-8

Monograph

Carrasco, Marine and Florens, Jean-Pierre (2003) On the Asymptotic Efficiency of GMM. IDEI Working Paper, n. 173

Carrasco, Marine and Florens, Jean-Pierre (2002) Efficient GMM Estimation Using the Empirical Characteristic Function. IDEI Working Paper, n. 140

Carrasco, Marine and Florens, Jean-Pierre (2002) Spectral Method for Deconvolving a Density. IDEI Working Paper, n. 138

Carrasco, Marine, Chernov, Mikhaël, Florens, Jean-Pierre and Ghysels, Eric (2000) Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions. IDEI Working Paper, n. 116

This list was generated on Fri Apr 19 09:41:12 2019 CEST.