CS
Score-type tests for normal mixtures
Dante Amengual, Xinyue Bei, Marine Carrasco et Enrique Sentana
CS
Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility
Marine Carrasco et N'Golo Koné
CS
Regularized LIML for many instruments
Guy Tchuente et Marine Carrasco
CS
Efficient estimation with many weak instruments using regularization techniques
Guy Tchuente et Marine Carrasco
CS
Efficient estimation using the Characteristic Function
Marine Carrasco et Rachidi Kotchoni
CS
Adaptive Realized Kernels
Marine Carrasco et Rachidi Kotchoni
CS
Nonlinearity and Temporal Dependence
Xiaohong Chen, Lars P. Hansen et Marine Carrasco
CS
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Frédérique Bec, Mélika Ben Salem et Marine Carrasco
CS
