معرفی
Marine Carrasco is a Full Professor in the Department of Economics at the Faculty of Arts and Sciences, University of Montreal. She joined the department in December 2005 after teaching at Ohio State University and Rochester University in the USA and working as a researcher at CREST (INSEE, France). She holds a PhD from the University of Toulouse.
Her research focuses on econometrics, particularly tests for parameter stability in macroeconomics and finance, and regularization methods in big data. She has made significant contributions to the generalized method of moments with infinite moment conditions and regressions with many regressors.
Professor Carrasco is the co-editor of the Journal of Financial Econometrics and serves as an associate editor for Econometric Theory, Econometrics Journal, Journal of Business & Economic Statistics, and Journal of Econometrics. Her recent publications demonstrate expertise in functional linear models, regularization techniques, and financial econometrics.
Her scholarly contributions have been recognized with several prestigious awards:
- Journal of Econometrics Fellow (2024)
- President of Société canadienne de science économique (2022-2023)
- President-Elect of Société canadienne de science économique (2021-2022)
- Marcel Dagenais Prize (2018)
- Econometric Theory Multa-Scripsit (2017)
She actively supervises graduate students, with 11 doctoral and master's theses completed between 2010 and 2024. Her current research includes multiple projects funded by major Canadian research councils, focusing on functional linear regression, estimation in nonstandard settings, and financial econometrics. She is also affiliated with CIREQ (Centre interuniversitaire de recherche en économie quantitative) and CIRANO (Centre interuniversitaire de recherche en analyse des organisations).
