← All authors Marine Carrasco Université de Montréal (per OpenAlex) · ORCID · OpenAlex
33 papers in scope · 33 published · 1 on the econ.EM arXiv · 1,951 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Martin Spindler Nathan Kallus Vasilis Syrgkanis Christian Hansen Victor Chernozhukov Whitney K. Newey Alexandre Belloni Rahul Singh Andrew Bennett Denis Chetverikov Susan Athey James M. Robins Philipp Bach Guido W. Imbens Xiaojie Mao Sven Klaaßen Iván Fernández-Val Greg Lewis Masatoshi Uehara Stefan Wager Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 33)
published 2025 · Journal of the American Statistical Association · 1 citations · first circulated 2024
Weak Identification Robust Tests for Subvectors Using Implied Probabilities
published 2025 · Entropy
with Saraswata Chaudhuri
Score-type tests for normal mixtures
published 2024 · Journal of Econometrics · 1 citations · first circulated 2023
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility
published 2023 · Journal of Financial Econometrics · 1 citations
with N’Golo Koné, N'golo Koné
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS
published 2022 · Econometric Theory · 5 citations
with Ada Nayihouba
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
published 2021 · Econometrics Journal · 8 citations
with Mohamed Doukali
Editors’ Introduction
published 2020 · Journal of Econometrics
Testing distributional assumptions using a continuum of moments
published 2020 · Journal of Econometrics · 10 citations · first circulated 2017
with Dante Amengual, Enrique Sentana
Functional linear regression with functional response
published 2017 · Journal of Econometrics · 50 citations
Efficient Estimation Using Regularized Jackknife IV Estimator
published 2017 · Annals of Economics and Statistics · 8 citations
with Mohamed Doukali
Regularization Based Anderson Rubin Tests for Many Instruments
published 2016 · Studies in Economics · 6 citations
no link
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models
published 2016 · Journal of Business and Economic Statistics · 46 citations
with Barbara Rossi
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION
published 2016 · Econometric Theory · 25 citations · first circulated 2010
with Rachidi Kotchoni
Efficient Estimation with Many Weak Instruments Using Regularization Techniques
published 2015 · Econometric Reviews · 8 citations · first circulated 2013
Regularized LIML for many instruments
published 2015 · Journal of Econometrics · 34 citations · first circulated 2013
High dimensional problems in econometrics
published 2015 · Journal of Econometrics · 2 citations
Adaptive Realized Kernels
published 2014 · Journal of Financial Econometrics · 1 citations · first circulated 2011
with Rachidi Kotchoni
Optimal Test for Markov Switching GARCH Models
published 2014 · Econometrica · 82 citations · first circulated 2004
ON THE ASYMPTOTIC EFFICIENCY OF GMM
published 2013 · Econometric Theory · 35 citations · first circulated 2003
Editors’ introduction
published 2012 · Journal of Econometrics
A regularization approach to the many instruments problem
published 2012 · Journal of Econometrics · 157 citations
A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
published 2010 · Econometric Theory · 56 citations · first circulated 2009
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
published 2010 · Annals of Economics and Statistics · 38 citations · first circulated 2004
with Frédérique Bec, Mélika Ben Salem
Nonlinearity and temporal dependence
published 2009 · Journal of Econometrics · 98 citations · first circulated 2008
Efficient estimation of general dynamic models with a continuum of moment conditions
published 2006 · Journal of Econometrics · 131 citations · first circulated 2002
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
published 2004 · Journal of Business and Economic Statistics · 143 citations
with Frédéric Bec, Mélika Ben Salem, Frédérique Bec
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
published 2004 · Econometric Theory · 1 citations
Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression
published 2004 · Econometric Theory · 2 citations
no link
Simulation-Based Method of Moments and Efficiency
published 2002 · Journal of Business and Economic Statistics · 47 citations
Misspecified Structural Change, Threshold, and Markov-switching models
published 2002 · Journal of Econometrics · 74 citations
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
published 2002 · Econometric Theory · 595 citations · first circulated 1999
with Xiaohong Chen
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
published 2000 · Econometric Theory · 278 citations
β-mixing and moment properties of RCA models with application to GARCH(p,q)
published 2000 · Comptes Rendus de l Académie des Sciences - Series I - Mathematics · 8 citations
with Xiaohong Chen
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).