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Carrasco, Marine

Full Professor

Contact:

  • Telephone 514-343-2394 Pav. PAV.M.CARON-L.GROULX-3200 J.B. \ Ext. C6044

Website

Carrasco, Marine

Research expertise

Marine Carrasco graduated with a PhD from University of Toulouse (France). Before joining our department in December 2015, she taught at Ohio State University and Rochester University (USA) and was a researcher at CREST (INSEE, France). 

Her research interests focus on two main topics. First, she is interested in tests for parameter stability and their applications in macroeconomics and finance. Second, she is working on inverse problems and their applications to econometrics. In particular, she is studying the generalized method of moments when there is an infinite number of moment conditions.

Areas of expertise

Publications

  • « Optimal Test for Markov Switching Parameters», 2014, Econometrica, Vol 82, 765-784 (with Liang Hu and Werner Ploberger).
  • “On the asymptotic efficiency of GMM”,  2014, Econometric Theory, Vol 30, 372-406 (with Jean-Pierre Florens). 
  • « A regularization approach to the many instruments problem », 2012, Journal of Econometrics, Vol 170, 2, 383-398.
  • « Spectral method for deconvolving a density », 2011, Econometric Theory 27, 546-581 (with Jean-Pierre Florens).
  •  « Nonlinearity and temporal dependence »,  2010, Journal of Econometrics 155(2),  155-169 (with Xiaohong Chen and Lars Peter Hansen).
  • « Linear inverse problems in structural econometrics »,  2007, Handbook of Econometrics 6, edited by J.J. Heckman and E.E. Leamer, (with J.-P. Florens and É. Renault). 
  •   « Efficient estimation of general dynamic models with a continuum of moment conditions », Journal of Econometrics 140, 2007, 529-573 (with M. Chernov, J.-P. Florens, and É. Ghysels).

Courses given in the Department this term