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Expertise

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

Biography

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

She holds a PhD in Applied Mathematics from Université Toulouse 1 (France).
She has taught in the United States, at 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 works on the resolution of inverse problems and their application in econometrics. In particular, she studies the generalized method of moments when there is an infinity of moment conditions and the estimation of models including a large number of predictors.

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CIRANO Publications by Marine Carrasco

As an author

1 to 5 of 7 results
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Regularized LIML for many instruments

Guy Tchuente and Marine Carrasco

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Efficient estimation using the Characteristic Function

Marine Carrasco and Rachidi Kotchoni

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Adaptive Realized Kernels

Marine Carrasco and Rachidi Kotchoni

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Nonlinearity and Temporal Dependence

Xiaohong Chen, Lars P. Hansen and Marine Carrasco

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