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Browsing by Author « Carrasco, Marine »
Showing results 1 to 7 of 7
Adaptive Realized Kernels | Carrasco, Marine; Kotchoni, Rachidi | Issue Date : 2011-02 |
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Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model | Bec, Frédérique; Ben Salem, Mélika; Carrasco, Marine | Issue Date : 2009-05 |
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Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions | Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric | Issue Date : 2003-01 |
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Efficient estimation using the Characteristic Function | Carrasco, Marine; Kotchoni, Rachidi | Issue Date : 2013-07 |
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Efficient estimation with many weak instruments using regularization techniques | Carrasco, Marine; Tchuente, Guy | Issue Date : 2013-07 |
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Nonlinearity and Temporal Dependence | Chen, Xiaohong; Hansen, Lars P.; Carrasco, Marine | Issue Date : 2009-05 |
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Regularized LIML for many instruments | Carrasco, Marine; Tchuente, Guy | Issue Date : 2013-07 |
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Showing results 1 to 7 of 7
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