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, 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 and Florens, Jean-Pierre (2011) A Spectral Method for Deconvolving a Density. Econometric Theory, 27. pp. 546-581.
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
Carrasco, Marine and Florens, Jean-Pierre (2003) On the Asymptotic Efficiency of GMM. IDEI Working Paper, n. 173
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) Efficient GMM Estimation Using the Empirical Characteristic Function. IDEI Working Paper, n. 140
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 (2002) Spectral Method for Deconvolving a Density. IDEI Working Paper, n. 138
Carrasco, Marine and Florens, Jean-Pierre (2000) Generalisation of GMM to a Continuum of Moment Conditions. Economic Theory, 16 (6). pp. 797-834.
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