Carrasco, Marine
Carrasco, Marine, 19..-....
Marine Carrasco
VIAF ID: 106472082 (Personal)
Permalink: http://viaf.org/viaf/106472082
Preferred Forms
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- 100 1 _ ‡a Carrasco, Marine
-
- 100 1 _ ‡a Carrasco, Marine
- 100 1 _ ‡a Carrasco, Marine ‡d 19..-...
- 100 1 _ ‡a Carrasco, Marine, ‡d 19..-....
- 100 0 _ ‡a Marine Carrasco
4xx's: Alternate Name Forms (3)
5xx's: Related Names (2)
- 510 2 _ ‡a Centre Interuniversitaire de Recherche en Analyse des Organisations ‡g Montreal ‡e Affiliation
- 510 2 _ ‡a Université de Montréal
Works
Title | Sources |
---|---|
Detecting mean reversion in real exchange rates from a multiple regime STAR model | |
Econometric modeling and inference | |
Econometrics of dynamic models with breaks. | |
Économétrie des modèles dynamiques avec ruptures | |
Editors’ introduction | |
Efficient estimation of jump diffusions and general dynamic models with a continuum of moment conditions (trav. à Univ. of Rochester (dép. d'économie) de N.Y.) | |
Efficient estimation using the characteristic function | |
In-sample inference and forecasting in misspecified factor models, 2016: | |
Nonlinearity and temporal dependence | |
Regularized LIML for many instruments | |
Shrinkage realized kernels |