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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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