Department of Economics, University of Montreal

Marine Carrasco

Professor of Economics

Département de sciences économiques, Université de Montréal
C.P. 6128, succursale Centre-ville, Montréal QC H3C 3J7, Canada
Office: C-6044 - Phone: 514-343-2394
marine.carrasco [at]


Ph.D. University of Toulouse I (France)


Research Interests: Big Data, Econometrics, time-series, finance, non linear models, GMM, empirical likelihood.

Research fellow of CIRANO and CIREQ. Research associate at the Info-Metrics Institute.

Download CV here.

Associate Editor for Journal of Financial Econometrics.

Associate Editor for Econometric Theory.


Prix Marcel-Dagenais (2018)

Econometric Theory Multa Scripsit Award (2017).

Co-organized conferences:

CIREQ Second Time Series Conference – Montreal, December 8-9, 2006

CIREQ GMM Conference - Montreal, November 16-17, 2007

CIREQ Third Time Series Conference – Montreal, May 22-23, 2009

CIREQ Fourth Time Series Conference – Montreal, May 14-15, 2010

CIREQ Fifth Time Series Conference – Montreal, May 27-28, 2011

CIREQ Econometrics Conference “High-Dimensional Problems in Econometrics” – Montreal, May 4-5, 2012


World Congress of the Econometric Society, Montreal, August 17-21, 2015, member of the local organizing committee.


CIREQ Econometrics Conference in honor of Jean-Marie Dufour – Montreal, May 7-8, 2016


CIREQ Econometrics Conference on Inference in Large Econometrics Models  – Montreal, May 5-6, 2017


CIREQ Econometrics Conference on “Recent Advances in the Method of Moments”  – Montreal, April 27-28, 2018



My web page on Inverse Problems in Econometrics 

Selected Publications:


Working Papers:


Rev. 2019/03/29.