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Ghysels, Eric
79
Florens, Jean-Pierre
28
Carrasco, Marine
12
Andreou, Elena
7
Hall, Alastair
6
Valkanov, Rossen
6
Anderson, Evan W.
4
Guay, Alain
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Juergens, Jennifer L.
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2
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Journal of econometrics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Econometric theory
13
Journal of empirical finance
6
Working paper / National Bureau of Economic Research, Inc
5
The review of economics and statistics
4
The review of financial studies
4
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
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Econometric reviews
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Economics letters
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Journal of applied econometrics
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Journal of economic dynamics & control
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L' Actualité économique : revue trimest.
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Annals of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economie & prévision : EP
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European financial management : the journal of the European Financial Management Association
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International economic review
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of international money and finance
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Journal of regulatory economics
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Journal of time series econometrics
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L' économétrie appliquée
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Macroeconomic dynamics
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Revista española de economía
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine
;
Chernov, Mikhail
;
Florens, Jean-Pierre
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 529-573
Persistent link: https://www.econbiz.de/10007761422
Saved in:
2
Simulation-Based Method of Moments and Efficiency
Carrasco, Marine
;
Florens, Jean-Pierre
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 482-492
Persistent link: https://www.econbiz.de/10008216100
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Policy Evaluation in Macroeconometric Doubly Stochastic Models
Carrasco, Marine
;
Gregoir, Stéphane
- In:
Annales d'économie et de statistique
(
2002
)
67-68
,
pp. 73-110
Persistent link: https://www.econbiz.de/10007965833
Saved in:
6
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
Bec, Frédérique
;
Salem, Mélika Ben
;
Carrasco, Marine
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 382-395
Persistent link: https://www.econbiz.de/10008223236
Saved in:
7
ARTICLES - 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/10006975241
Saved in:
8
Editors’ introduction
Carrasco, Marine
;
Caner, Mehmet
;
Kitamura, Yuichi
; …
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 251-256
Persistent link: https://www.econbiz.de/10010013513
Saved in:
9
A regularization approach to the many instruments problem
Carrasco, Marine
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 383-399
Persistent link: https://www.econbiz.de/10010013521
Saved in:
10
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Bec, Frédérique
;
Ben Salem, Mélika
;
Carrasco, Marine
- In:
Annals of economics and statistics
(
2010
)
99
,
pp. 395-429
Persistent link: https://www.econbiz.de/10009187301
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