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Marine Carrasco

Institution: Université de Montréal

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://marinecarrasco.openum.ca/en/

First Publication: 2000

Most Recent: 2025

RePEc ID: pca65 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.01 2.02 0.00 3.03 69%
Last 10 Years 0.00 5.72 3.03 0.00 8.75 85%
All Time 2.69 18.16 9.08 0.00 29.94 96%

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 18.85

Publications (19)

Year Article Journal Tier Authors
2025 Score-type tests for normal mixtures Journal of Econometrics A 4
2024 REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS Econometric Theory B 2
2022 Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV The Econometrics Journal B 2
2020 Testing distributional assumptions using a continuum of moments Journal of Econometrics A 3
2017 Functional linear regression with functional response Journal of Econometrics A 3
2017 EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION Econometric Theory B 2
2016 In-Sample Inference and Forecasting in Misspecified Factor Models Journal of Business & Economic Statistics A 2
2016 Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models Journal of Business & Economic Statistics A 2
2015 Regularized LIML for many instruments Journal of Econometrics A 2
2014 ON THE ASYMPTOTIC EFFICIENCY OF GMM Econometric Theory B 2
2014 Optimal Test for Markov Switching Parameters Econometrica S 3
2012 A regularization approach to the many instruments problem Journal of Econometrics A 1
2011 A SPECTRAL METHOD FOR DECONVOLVING A DENSITY Econometric Theory B 2
2010 Nonlinearity and temporal dependence Journal of Econometrics A 3
2007 Efficient estimation of general dynamic models with a continuum of moment conditions Journal of Econometrics A 4
2004 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution Econometric Theory B 1
2002 MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS Econometric Theory B 2
2002 Misspecified Structural Change, Threshold, and Markov-switching models Journal of Econometrics A 1
2000 GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS Econometric Theory B 2