2000

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

2002

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.

2006

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