Carrasco Marine
Professor
Department of Economics
University of Montreal
Canada
Biography
Carrasco Marine is a Full Professor Contact : T elephone 514-343-2394 Pav. PAV.M.CARON-L.GROULX-3200 JB \ bur. C6044 at University of Montreal, Department of Economics, Canada.
Research Interest
Marine Carrasco obtained her PhD from the University of Toulouse. She has taught in the United States, Ohio State University, and Rochester University. She has also worked as a researcher at CREST (INSEE, France). She joined our department in December 2005. His research activities focus on two main topics. On the one hand, she is interested in parameter stability tests and their applications in macroeconomics and finance. On the other hand, she works on the resolution of inverse problems and their application in econometrics. She studies in particular the method of generalized moments when there is an infinity of moment conditions and the estimation of models including a large number of predictors. Areas of expertise: econometrics & Time series.
Publications
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"Efficient Estimation Using the Characteristic Function" (with Rachidi Kotchoni), 2017, Econometric Theory, Vol 33, 2, 479-526.
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"In-sample Inference and Forecasting in Misspecified Factor Models" (with Barbara Rossi), 2016, Journal of Business & Economic Statistics , Vol. 34, No. 3, 313-338 (with comments).
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"Functional linear regression with functional response", with David Benatia and Jean-Pierre Florens , to appear in Journal of Econometrics .
