Juan Carlos Escanciano 个人学术档案

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	总计	2019 年至今
引用	3212	1806
h 指数	26	20
i10 指数	42	30

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Jose OlmoARAID Research Professor, Universidad de Zaragoza在 unizar.es 的电子邮件经过验证
David Tomas Jacho-ChavezEmory University在 emory.edu 的电子邮件经过验证
Arthur LewbelProfessor of Economics, Boston College在 bc.edu 的电子邮件经过验证
Ignacio N LobatoInstituto Tecnológico Autónomo de México在 itam.mx 的电子邮件经过验证
Ingrid Van KeilegomKU Leuven在 kuleuven.be 的电子邮件经过验证
Miguel A DelgadoUniversidad Carlos III de Madrid在 est-econ.uc3m.es 的电子邮件经过验证
Carlos VelascoUniversidad Carlos III de Madrid在 uc3m.es 的电子邮件经过验证
Whitney NeweyProfessor of Economics, MIT在 mit.edu 的电子邮件经过验证
James M. Robinsprofessor of epidemiology and biostatistics harvard school of public health在 hsph.harvard.edu 的电子邮件经过验证
Francesco BravoUniversity of York在 york.ac.uk 的电子邮件经过验证
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MIT;在 mit.edu 的电子邮件经过验证
Carolina CaetanoProfessor of Economics, University of Georgia在 uga.edu 的电子邮件经过验证
Stefan HoderleinProfessor of Economics, Emory University在 emory.edu 的电子邮件经过验证
Oliver LintonUNIVERSITY OF CAMBRIDGE在 cam.ac.uk 的电子邮件经过验证
Sorawoot SrisumaAssociate Professor in Economics, National University of Singapore在 nus.edu.sg 的电子邮件经过验证
Juan Carlos Pardo-FernándezAssociate Professor, Universidade de Vigo在 uvigo.es 的电子邮件经过验证
Kyungchul SongAssociate Professor of Economics, University of British Columbia在 mail.ubc.ca 的电子邮件经过验证
Javier Hualde Universidad Pública de Navarra在 unavarra.es 的电子邮件经过验证
Gregorio CaetanoUniversity of Georgia在 uga.edu 的电子邮件经过验证
ALVARO ESCRIBANOProfessor of Economics, Universidad Carlos III de Madrid在 eco.uc3m.es 的电子邮件经过验证

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Juan Carlos Escanciano

Professor of Economics, Universidad Carlos III de Madrid

在 eco.uc3m.es 的电子邮件经过验证 - 首页

Econometric Theory


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Locally robust semiparametric estimation V Chernozhukov, JC Escanciano, H Ichimura, WK Newey, JM Robins Econometrica, 90, 1501–1535, 2022	476	2022
An automatic portmanteau test for serial correlation JC Escanciano, IN Lobato Journal of Econometrics 151 (2), 140-149, 2009	315	2009
Generalized spectral tests for the martingale difference hypothesis JC Escanciano, C Velasco Journal of Econometrics 134 (1), 151-185, 2006	217	2006
Backtesting expected shortfall: accounting for tail risk Z Du, JC Escanciano Management Science 63 (4), 940-958, 2017	211	2017
A consistent diagnostic test for regression models using projections JC Escanciano Econometric Theory 22 (6), 1030-1051, 2006	186	2006
Backtesting parametric value-at-risk with estimation risk JC Escanciano, J Olmo Journal of Business & Economic Statistics 28 (1), 36-51, 2010	185	2010
Goodness-of-fit tests for linear and nonlinear time series models JC Escanciano Journal of the American Statistical Association 101 (474), 531-541, 2006	98	2006
Testing the martingale hypothesis JC Escanciano, IN Lobato Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 972-1003, 2009	87	2009
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing JC Escanciano, DT Jacho-Chávez, A Lewbel Journal of Econometrics 178, 426-443, 2014	83	2014
Robust backtesting tests for value-at-risk models JC Escanciano, J Olmo Journal of Financial Econometrics 9 (1), 132-161, 2011	83	2011
Identification and estimation of semiparametric two step models JC Escanciano, D Jacho-Chávez, A Lewbel Quantitative Economics, 2010	83*	2010
Regression discontinuity designs: Theory and applications RC Hill, TB Fomby, JC Escanciano, E Hillebrand, I Jeliazkov Emerald Group Publishing, 2017	78	2017
Quasi-maximum likelihood estimation of semi-strong GARCH models JC Escanciano Econometric Theory 25 (2), 561-570, 2009	72	2009
Pitfalls in backtesting historical simulation VaR models JC Escanciano, P Pei Journal of Banking & Finance 36 (8), 2233-2244, 2012	70	2012
Specification tests of parametric dynamic conditional quantiles JC Escanciano, C Velasco Journal of Econometrics 159 (1), 209-221, 2010	68	2010
On the lack of power of omnibus specification tests JC Escanciano Econometric Theory 25 (1), 162-194, 2009	63	2009
Model checks using residual marked empirical processes JC Escanciano Statistica Sinica 17 (1), 115, 2007	59	2007
Distribution-free tests of stochastic monotonicity MA Delgado, JC Escanciano Journal of Econometrics, 2012	54	2012
Testing for fundamental vector moving average representations B Chen, J Choi, JC Escanciano Quantitative Economics 8 (1), 149-180, 2017	53	2017
Nonparametric tests for conditional symmetry in dynamic models MA Delgado, JC Escanciano Journal of Econometrics 141 (2), 652-682, 2007	50	2007

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