Member's Details
Université de Montréal
514 343-2394
514 343-7221
Ph.D., Applied Mathematics, Université Toulouse 1
Full Professor
Department of Economics
Université de Montréal
Domain(s) of interest
Econometrics, Time-series, Finance, Non linear Models, GMM, Empirical Likelihood

List of scientific publications at CIRANO by Marine Carrasco

Code Publications
2013s-20 WP Guy Tchuente et Marine Carrasco. Regularized LIML for many instruments
2013s-21 WP Guy Tchuente et Marine Carrasco. Efficient estimation with many weak instruments using regularization techniques
2013s-22 WP Marine Carrasco et Rachidi Kotchoni. Efficient estimation using the Characteristic Function
2011s-29 WP Marine Carrasco et Rachidi Kotchoni. Adaptive Realized Kernels
2009s-17 WP Xiaohong Chen, Lars P. Hansen et Marine Carrasco. Nonlinearity and Temporal Dependence
2009s-18 WP Frédérique Bec, Mélika Ben Salem et Marine Carrasco. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
2003s-02 WP Eric Ghysels, Jean-Pierre Florens, Mikhail Chernov et Marine Carrasco. Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

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