Access Statistics for Juan Carlos Escanciano

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Consistent Diagnostic Test for Regression Models Using Projections	4	5	31	150	14	34	137	556
Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects	0	0	6	23	1	2	23	82
Backtesting Parametric Value-at-Risk with Estimation Risk	8	21	83	93	20	60	222	245
Data-Driven Smooth Tests for the Martingale Difference Hypothesis	1	4	22	52	3	7	42	107
Estimation risk effects on backtesting for parametric value-at-risk models	6	14	52	137	16	37	155	335
GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS	1	5	15	153	7	15	51	486
Goodness-of-fit Tests for Linear and Non-linear Time Series Models	6	10	65	322	21	57	235	876
Joint Diagnostic Tests for Conditional Mean and Variance Specifications	0	0	12	43	4	6	37	153
Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications	0	0	3	29	2	4	27	82
Model Checks Using Residual Marked Empirical Processes	0	3	17	84	3	13	48	256
On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions	1	1	7	51	3	10	42	196
Specification Tests of Parametric Dynamic Conditional Quantiles	1	4	35	54	4	14	75	88
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions	2	3	20	64	6	14	61	201
Total Working Papers	30	70	368	1,255	104	273	1,155	3,663

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS	0	0	3	4	0	3	17	17
Generalized spectral tests for the martingale difference hypothesis	1	1	9	42	1	1	17	121
Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models	0	3	13	41	2	10	34	102
Joint and marginal specification tests for conditional mean and variance models	1	2	8	20	2	4	20	52
Nonparametric tests for conditional symmetry in dynamic models	1	2	8	19	2	4	14	37
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS	1	3	8	8	2	8	25	25
Semiparametric estimation of dynamic conditional expected shortfall models	1	2	10	10	2	3	25	25
Testing the martingale difference hypothesis using integrated regression functions	0	2	7	25	0	2	10	42
Weak convergence of non-stationary multivariate marked processes with applications to martingale testing	3	3	5	5	3	4	10	10
Total Journal Articles	8	18	71	174	14	39	172	431

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Statistics updated 2009-11-04