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Mixing and moment properties of various GARCH and stochastic volatility models
Carrasco, Marine; Chen, Xiaohong - In: Econometric theory 18 (2002) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10001652593
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Generalization of GMM to a continuum of moment conditions
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 16 (2000) 6, pp. 797-834
Persistent link: https://www.econbiz.de/10001548325
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ARTICLES - Generalization of GMM to a Continuum of Moment Conditions
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 16 (2000) 6, pp. 797-834
Persistent link: https://www.econbiz.de/10006981401
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A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 27 (2010) 3, pp. 546-582
Persistent link: https://www.econbiz.de/10009135799
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A spectral method for deconvolving a density
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 27 (2011) 3, pp. 546-581
Persistent link: https://www.econbiz.de/10009266726
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On the asymptotic efficiency of GMM
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 30 (2014) 2, pp. 372-406
Persistent link: https://www.econbiz.de/10010399759
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Efficient estimation using the characteristic function
Carrasco, Marine; Kotchoni, Rachidi - In: Econometric theory 33 (2017) 2, pp. 479-526
Persistent link: https://www.econbiz.de/10011665560
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Regularized estimation of dynamic panel models
Carrasco, Marine; Nayihouba, Ada - In: Econometric theory 40 (2024) 2, pp. 360-418
Persistent link: https://www.econbiz.de/10014485253
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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
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Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong - In: Econometric theory 12 (1996) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10001205641