| Mixing and moment properties of various GARCH and stochastic volatility models M Carrasco, X Chen Econometric Theory 18 (1), 17-39, 2002 | 689 | 2002 |
| Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization M Carrasco, JP Florens, E Renault Handbook of econometrics 6, 5633-5751, 2007 | 516 | 2007 |
| Generalization of GMM to a continuum of moment conditions M Carrasco, JP Florens Econometric Theory 16 (6), 797-834, 2000 | 369 | 2000 |
| Optimal test for Markov switching parameters M Carrasco, L Hu, W Ploberger Econometrica 82 (2), 765-784, 2014 | 210* | 2014 |
| A regularization approach to the many instruments problem M Carrasco Journal of Econometrics 170 (2), 383-398, 2012 | 197 | 2012 |
| Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship F Bec, M Ben Salem, M Carrasco Journal of Business & Economic Statistics 22 (4), 382-395, 2004 | 181 | 2004 |
| Efficient estimation of general dynamic models with a continuum of moment conditions M Carrasco, M Chernov, JP Florens, E Ghysels Journal of econometrics 140 (2), 529-573, 2007 | 172 | 2007 |
| Nonlinearity and temporal dependence X Chen, LP Hansen, M Carrasco Journal of Econometrics 155 (2), 155-169, 2010 | 138 | 2010 |
| Misspecified structural change, threshold, and Markov-switching models M Carrasco Journal of econometrics 109 (2), 239-273, 2002 | 95 | 2002 |
| Optimal test for Markov switching M Carrasco, L Hu, W Ploberger University of Rochester Working paper, 2004 | 93 | 2004 |
| Efficient GMM estimation using the empirical characteristic function M Carrasco, JP Florens IDEI Working paper, 2002 | 88 | 2002 |
| A spectral method for deconvolving a density M Carrasco, JP Florens Econometric Theory 27 (3), 546-581, 2011 | 79 | 2011 |
| Optimal portfolio selection using regularization M Carrasco, N Noumon Citeseer, Tech. Rep., 2011 | 77 | 2011 |
| Functional linear regression with functional response D Benatia, M Carrasco, JP Florens Journal of econometrics 201 (2), 269-291, 2017 | 74 | 2017 |
| Detecting mean reversion in real exchange rates from a multiple regime STAR model F Bec, M Ben Salem, M Carrasco Annals of Economics and Statistics/Annales d’Économie et de Statistique, 395-427, 2010 | 71 | 2010 |
| Simulation-based method of moments and efficiency M Carrasco, JP Florens Journal of Business & Economic Statistics 20 (4), 482-492, 2002 | 71 | 2002 |
| In-sample inference and forecasting in misspecified factor models M Carrasco, B Rossi Journal of Business & Economic Statistics 34 (3), 313-338, 2016 | 70 | 2016 |
| On the asymptotic efficiency of GMM M Carrasco, JP Florens Econometric Theory 30 (2), 372-406, 2014 | 60 | 2014 |
| Regularized LIML for many instruments M Carrasco, G Tchuente Journal of Econometrics 186 (2), 427-442, 2015 | 56 | 2015 |
| Efficient estimation using the characteristic function M Carrasco, R Kotchoni Econometric Theory 33 (2), 479-526, 2017 | 43 | 2017 |
Jean-Pierre FlorensToulouse School of Economics,University Toulouse CapitoleVerified email at tse-fr.eu
