Marine Carrasco

2.7k total citations
39 papers, 1.2k citations indexed

About

Marine Carrasco is a scholar working on Statistics and Probability, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Marine Carrasco has authored 39 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Statistics and Probability, 17 papers in Finance and 16 papers in General Economics, Econometrics and Finance. Recurrent topics in Marine Carrasco's work include Statistical Methods and Inference (18 papers), Monetary Policy and Economic Impact (16 papers) and Financial Risk and Volatility Modeling (14 papers). Marine Carrasco is often cited by papers focused on Statistical Methods and Inference (18 papers), Monetary Policy and Economic Impact (16 papers) and Financial Risk and Volatility Modeling (14 papers). Marine Carrasco collaborates with scholars based in Canada, United States and France. Marine Carrasco's co-authors include Xiaohong Chen, Jean‐Pierre Florens, Mélika Ben Salem, Éric Ghysels, Mikhail Chernov, Lars Peter Hansen, Barbara Rossi, Xiaohong Chen, Werner Ploberger and Frédérique Bec and has published in prestigious journals such as Econometrica, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Marine Carrasco

36 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Marine Carrasco Canada	17	706	517	495	424	126	39	1.2k
Dennis Kristensen United Kingdom	18	773 1.1×	584 1.1×	428 0.9×	395 0.9×	85 0.7×	51	1.3k
Joann Jasiak Canada	16	984 1.4×	688 1.3×	361 0.7×	228 0.5×	173 1.4×	48	1.3k
Brendan McCabe United Kingdom	23	764 1.1×	750 1.5×	682 1.4×	571 1.3×	230 1.8×	65	1.6k
Feike C. Drost Netherlands	13	832 1.2×	550 1.1×	350 0.7×	231 0.5×	64 0.5×	31	1.0k
Cătălin Stărică United States	15	918 1.3×	649 1.3×	272 0.5×	250 0.6×	126 1.0×	33	1.1k
Robert C. Jung Germany	15	616 0.9×	470 0.9×	194 0.4×	332 0.8×	104 0.8×	29	950
Carlos Velasco Spain	20	1.2k 1.7×	1.2k 2.3×	725 1.5×	348 0.8×	81 0.6×	67	1.8k
Anders Rahbek Denmark	21	1.1k 1.5×	1.1k 2.0×	1.0k 2.1×	448 1.1×	97 0.8×	76	1.8k
Mark Podolskij Denmark	21	1.6k 2.2×	837 1.6×	285 0.6×	291 0.7×	110 0.9×	73	1.7k
Juan Carlos Escanciano United States	20	709 1.0×	661 1.3×	386 0.8×	523 1.2×	136 1.1×	63	1.3k

Countries citing papers authored by Marine Carrasco

Since Specialization

Citations

This map shows the geographic impact of Marine Carrasco's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marine Carrasco with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marine Carrasco more than expected).

Fields of papers citing papers by Marine Carrasco

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marine Carrasco. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marine Carrasco. The network helps show where Marine Carrasco may publish in the future.

Co-authorship network of co-authors of Marine Carrasco

This figure shows the co-authorship network connecting the top 25 collaborators of Marine Carrasco. A scholar is included among the top collaborators of Marine Carrasco based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marine Carrasco. Marine Carrasco is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Amengual, Dante, et al.. (2024). Score-type tests for normal mixtures. Journal of Econometrics. 248. 105717–105717.

Carrasco, Marine, et al.. (2024). Functional Partial Least-Squares: Optimal Rates and Adaptation. SSRN Electronic Journal.

Carrasco, Marine, et al.. (2021). Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity Using Regularized Jackknife IV. SSRN Electronic Journal. 1 indexed citations

Carrasco, Marine, et al.. (2021). Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV. Econometrics Journal. 25(1). 71–97. 5 indexed citations

Carrasco, Marine, et al.. (2017). Functional linear regression with functional response. Journal of Econometrics. 201(2). 269–291. 26 indexed citations

Carrasco, Marine & Barbara Rossi. (2016). In-Sample Inference and Forecasting in Misspecified Factor Models. Journal of Business and Economic Statistics. 34(3). 313–338. 33 indexed citations

Carrasco, Marine, et al.. (2015). Regularized LIML for many instruments. Journal of Econometrics. 186(2). 427–442. 16 indexed citations

Carrasco, Marine, Victor Chernozhukov, Śılvia Gonçalves, & Éric Renault. (2015). High dimensional problems in econometrics. Journal of Econometrics. 186(2). 277–279. 2 indexed citations

Carrasco, Marine & Jean‐Pierre Florens. (2013). ON THE ASYMPTOTIC EFFICIENCY OF GMM. Econometric Theory. 30(2). 372–406. 17 indexed citations

10.

Carrasco, Marine, et al.. (2013). Regularized LIML for Many Instruments. SSRN Electronic Journal. 3 indexed citations

11.

Carrasco, Marine, et al.. (2010). Shrinkage Realized Kernels. SSRN Electronic Journal. 1 indexed citations

12.

Carrasco, Marine. (2010). Optimal Portfolio Selection using Regularization. 32 indexed citations

13.

Carrasco, Marine & Jean‐Pierre Florens. (2010). A SPECTRAL METHOD FOR DECONVOLVING A DENSITY. Econometric Theory. 27(3). 546–581. 28 indexed citations

14.

Chen, Xiaohong, Lars Peter Hansen, & Marine Carrasco. (2008). Nonlinearity and Temporal Dependence. RePEc: Research Papers in Economics. 3 indexed citations

15.

Carrasco, Marine, Mikhail Chernov, Jean‐Pierre Florens, & Éric Ghysels. (2006). Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics. 140(2). 529–573. 94 indexed citations

16.

Florens, Jean‐Pierre & Marine Carrasco. (2004). On the Asymptotic Efficiency of GMM. RePEc: Research Papers in Economics. 5 indexed citations

17.

Carrasco, Marine. (2004). Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression. Econometric Theory. 228–229. 2 indexed citations

18.

Bec, Frédérique, Mélika Ben Salem, & Marine Carrasco. (2004). Tests for Unit-Root Versus Threshold Specification with an Application to the Purchasing Power Parity Relationship. SSRN Electronic Journal.

19.

Carrasco, Marine & Jean‐Pierre Florens. (2002). Simulation-Based Method of Moments and Efficiency. Journal of Business and Economic Statistics. 20(4). 482–492. 35 indexed citations

20.

Carrasco, Marine & Jean‐Pierre Florens. (2000). Estimation of a Mixture via the Empirical Characteristic Function. RePEc: Research Papers in Economics. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact