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Publications

9 résultats

CS

Score-type tests for normal mixtures

Dante Amengual, Xinyue Bei, Marine Carrasco et Enrique Sentana

CS
CS

Regularized LIML for many instruments

Guy Tchuente et Marine Carrasco

CS
CS

Efficient estimation using the Characteristic Function

Marine Carrasco et Rachidi Kotchoni

CS

Adaptive Realized Kernels

Marine Carrasco et Rachidi Kotchoni

CS

Nonlinearity and Temporal Dependence

Xiaohong Chen, Lars P. Hansen et Marine Carrasco

CS

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

Frédérique Bec, Mélika Ben Salem et 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 et Marine Carrasco

Simulation

Bottin CIRANO

1 résultat