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Efficient GMM estimation using the empirical characteristic function
Carrasco, Marine
;
Florens, Jean-Pierre
-
2000
Persistent link: https://www.econbiz.de/10001530312
Saved in:
2
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
Saved in:
3
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/10001705961
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
-
2007
Persistent link: https://www.econbiz.de/10003601891
Saved in:
7
Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
Saved in:
8
Misspecified structural change, threshold, and Markov-switching models
Carrasco, Marine
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 239-273
Persistent link: https://www.econbiz.de/10001689014
Saved in:
9
Exhaustivité paramétrique et enveloppement de modèles
Florens, Jean-Pierre
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 929-951)
.
1988
Persistent link: https://www.econbiz.de/10001271474
Saved in:
10
Parametric sufficiency and model encompassing
Florens, Jean-Pierre
-
1990
Persistent link: https://www.econbiz.de/10001326578
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