Concepedia

Marine Carrasco

MC

Statistics

Publications

25

Citations

2.2K

H-Index

22

Active since

2000

Affiliations

Université de Montréal(Current)

University of Rochester

Toulouse School of Economics

Centre de Recherche en Économie et Statistique

Center for Interuniversity Research and Analysis on Organizations

Marine Carrasco is an author at Université de Montréal specializing in statistics, engineering, and statistical inference.

Top concepts

StatisticsEngineeringStatistical InferenceEstimation TheoryBusinessEconometricsFinanceEconomicsProbabilityInverse Problems

Publications per year

2000–2020

25

Publications

25

MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

Marine Carrasco, Xiaohong Chen · Econometric Theory · 2002 · 585 citations

Volatility Modeling, Engineering, Stochastic Phenomenon +16

GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS

Marine Carrasco, Jean‐Pierre Florens · Econometric Theory · 2000 · 274 citations

Econometric Model, Parameter Estimation, Engineering +15

A regularization approach to the many instruments problem

Marine Carrasco · Journal of Econometrics · 2012 · 152 citations

Mathematical Programming, Engineering, Variational Analysis +6

Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship

Frédéric Bec, Mélika Ben Salem, Marine Carrasco · Journal of Business and Economic Statistics · 2004 · 143 citations

Economics, Applied Economics, International Finance +14

Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

Marine Carrasco, Jean‐Pierre Florens, Éric Renault · Toulouse Capitole Publications (University Toulouse 1 Capitole) · 2007 · 133 citations

Spectral Theory, Parameter Estimation, Engineering +20

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