Econometrics, Time-series, Finance, Non linear models, GMM, Empirical likelihood


A CIRANO Researcher and Fellow since 2007, Marine Carrasco is full professor in the Department of Economics at Université de Montréal.

Marine Carrasco obtained her Ph.D. from Université Toulouse 1 (France). She has taught in the United States, Ohio State University and Rochester University. She has also held a research position at CREST (INSEE, France). She joined the Department of Economics at the Université de Montréal in December 2005.

Her research activities focus on two main topics. On the one hand, she is interested in parameter stability tests and their applications in macroeconomics and finance. On the other hand, she is working on the resolution of inverse problems and their application in econometrics. In particular, she studies the generalized moment method when there are an infinite number of moment conditions and the estimation of models including a large number of predictors.
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CIRANO Publications by Marine Carrasco

1 to 5 of 7 results

Regularized LIML for many instruments

Marine Carrasco and Guy Tchuente


Efficient estimation using the Characteristic Function

Marine Carrasco and Rachidi Kotchoni


Adaptive Realized Kernels

Marine Carrasco and Rachidi Kotchoni


Nonlinearity and Temporal Dependence

Marine Carrasco, Xiaohong Chen and Lars P. Hansen

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