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