Faculty profile
Marine Carrasco
Back to facultyThis profile is built from public research funding records (CIHR, NSERC and SSHRC) and PubMed. We have not imported them from a Université de Montréal directory, so their courses and email address may be missing. Find their university profile.
Research
Latest papers
Weak Identification Robust Tests for Subvectors Using Implied Probabilities.
Entropy (Basel, Switzerland) · 2025 · first author
Latest funding
- $206,536
Nonstandard inference
SSHRC · 2025 · Principal investigator
- $72,000
Advances in functional linear regression
NSERC · 2022 · Principal investigator
- $59,648
Estimation and inference in nonstandard settings
SSHRC · 2020 · Principal investigator
1 publications.
Weak Identification Robust Tests for Subvectors Using Implied Probabilities.
Carrasco M, Chaudhuri S
Nonstandard inference
Principal investigators: Carrasco, Marine
Advances in functional linear regression
Principal investigators: Carrasco, Marine
Keywords: inverse problems; functional regression; regularization; tikhonov; principal components; nonparametric estimation; partial least-squares; heteroskedasticity
Estimation and inference in nonstandard settings
Principal investigators: Carrasco, Marine
Keywords: estimation; many moments; many regressors; optimal tests; regularization; weak identification
Estimation and inference in nonstandard settings
Principal investigators: Carrasco, Marine
Keywords: estimation; many moments; many regressors; optimal tests; regularization; weak identification
Functional linear regression
Principal investigators: Carrasco, Marine
Inference and estimation with many moment conditions
Principal investigators: Carrasco, Marine
Keywords: weak identification; instrumental variables; many moments; regularization; specification test; weak instruments.
Regularization techniques in econometrics
Principal investigators: Carrasco, Marine
Keywords: covariance matrix; empirical likelihood estimator; Markowitz portfolio; lasso; many moments; method of moments; regularization
Method of moments with many moment conditions
Principal investigators: Carrasco, Marine
Keywords: characteristic function; instrumental variables; generalized method of moments; many moments; regularization
Generalized Method of Moments Conference
Principal investigators: Carrasco, Marine
Keywords: generalized method of moments; estimation of the covariance matrix; empirical likelihood; many moments; nonparametric conditional moments; weak identification
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
Frequent collaborators
A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.