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Publications

7 results

CS

Regularized LIML for many instruments

Guy Tchuente and Marine Carrasco

CS
CS

Efficient estimation using the Characteristic Function

Marine Carrasco and Rachidi Kotchoni

CS

Adaptive Realized Kernels

Marine Carrasco and Rachidi Kotchoni

CS

Nonlinearity and Temporal Dependence

Xiaohong Chen, Lars P. Hansen and Marine Carrasco

CS

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Frédérique Bec, Mélika Ben Salem and Marine Carrasco

Simulation
CS

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

Eric Ghysels, Jean-Pierre Florens, Mikhail Chernov and Marine Carrasco

Simulation

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