Access Statistics for Juan Carlos Escanciano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 295 1 3 5 1,202
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 0 175 0 1 7 432
A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments 0 0 0 33 1 1 1 47
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS 0 0 0 1 0 0 1 14
Asymptotic distribution-free tests for semiparametric regressions 0 0 0 0 0 0 0 3
Asymptotic distribution-free tests for semiparametric regressions with dependent data 0 0 0 0 0 0 0 7
Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects 0 0 0 44 0 0 0 160
Automatic Debiased Estimation with Machine Learning-Generated Regressors 0 1 2 22 0 1 6 17
Automatic Portmanteau Tests with Applications to Market Risk Management 0 0 0 38 0 0 1 95
Backtesting Expected Shortfall: Accounting for Tail Risk 0 1 4 302 0 2 18 788
Backtesting Parametric Value-at-Risk with Estimation Risk 0 1 4 152 0 1 6 433
Conditional stochastic dominance testing 0 0 0 62 0 0 0 120
Data-Driven Smooth Tests for the Martingale Difference Hypothesis 0 0 0 112 0 0 1 296
Estimation risk effects on backtesting for parametric value-at-risk models 0 0 0 233 0 0 2 738
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods 0 0 1 22 0 0 5 18
Generalized spectral tests for the martingale difference hypothesis 0 0 0 18 0 0 0 81
Goodness-of-fit Tests for Linear and Non-linear Time Series Models 0 0 0 703 0 0 1 2,629
Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve 0 0 0 42 1 1 3 90
Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity 0 0 1 41 0 0 2 76
Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity 0 0 0 10 0 0 0 18
Joint Diagnostic Tests for Conditional Mean and Variance Specifications 0 0 0 81 0 1 1 371
Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications 0 0 0 47 0 0 0 169
Locally Robust Semiparametric Estimation 0 1 1 27 0 1 4 188
Locally robust semiparametric estimation 0 0 0 0 0 1 3 6
Locally robust semiparametric estimation 0 0 1 18 0 0 5 93
Locally robust semiparametric estimation 0 0 0 32 0 0 4 167
Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE 0 0 29 29 1 2 17 17
Machine Learning Inference on Inequality of Opportunity 0 0 5 24 1 3 16 58
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 0 0 0 22 0 0 1 126
Model Checks Using Residual Marked Empirical Processes 0 0 0 118 0 0 3 412
Nonparametric Euler Equation Identi?cation and Estimation 0 0 0 27 0 1 2 30
Nonparametric Euler Equation Identification and Estimation 0 1 1 52 1 3 4 179
Nonparametric Euler Equation Identification andEstimation 0 0 0 46 0 0 0 101
Nonparametric Euler equation identification and estimation 0 0 0 41 0 0 1 116
Nonparametric Euler equation identification and estimation 0 0 0 0 0 0 1 3
On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions 0 0 0 73 0 0 0 353
On the Existence and Information of Orthogonal Moments 0 0 0 14 0 1 2 15
On the identification of structural linear functionals 0 0 0 0 0 1 3 3
On the identification of structural linear functionals 0 0 0 16 0 0 0 60
Optimal Linear Instrumental Variables Approximations 0 0 1 29 0 0 1 36
PERSISTENCE IN NONLINEAR TIME SERIES: A NONPARAMETRIC APPROACH 0 0 0 0 0 0 1 18
Pitfalls in Backtesting Historical Simulation VaR Models 1 2 2 18 1 2 7 77
Quantile-Regression Inference With Adaptive Control of Size 0 0 1 30 0 0 1 60
Regression Discontinuity Design with Multivalued Treatments 0 0 0 34 0 1 4 57
Robust Minimum Distance Inference in Structural Models 0 0 0 6 0 0 2 8
SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS 0 0 0 11 1 1 1 60
Semiparametric Estimation of Risk-return Relationships 0 0 0 1 0 0 0 4
Semiparametric Estimation of Risk-return Relationships 0 0 0 0 0 0 1 5
Set inferences and sensitivity analysis in semiparametric conditionally identified models 1 1 1 4 2 3 5 10
Set inferences and sensitivity analysis in semiparametric conditionally identified models 0 0 0 40 0 0 2 122
Specification Analysis of Structural Quantile Regression Models 0 0 1 79 0 0 3 216
Specification Tests of Parametric Dynamic Conditional Quantiles 0 0 0 3 0 1 2 17
Specification tests of parametric dynamic conditional quantiles 0 0 0 3 0 0 0 45
Testing conditional monotonicity in the absence of smoothness 0 0 0 32 0 0 0 103
Testing for Fundamental Vector Moving Average Representations 0 0 0 57 0 0 2 107
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions 0 0 0 113 0 2 2 418
The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models 0 0 0 1 0 0 3 35
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 1 1 2 27
Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing 0 0 0 56 0 0 2 232
Uniform Rates for Kernel Estimators of Weakly Dependent Data 0 0 0 10 0 0 1 26
Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments 0 0 1 26 0 0 2 51
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 7 0 1 1 14
Total Working Papers 2 8 57 3,532 11 36 171 11,479

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS 0 1 6 73 1 5 12 214
A Nonparametric Distribution-Free Test for Serial Independence of Errors 0 0 0 13 0 0 0 48
A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model 0 0 1 5 0 0 1 44
A simple and robust estimator for linear regression models with strictly exogenous instruments 0 0 0 1 0 0 3 20
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS 0 0 0 27 1 1 2 92
An automatic Portmanteau test for serial correlation 1 2 10 318 2 8 21 930
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications 0 0 0 123 0 1 6 446
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 0 1 1 74
Automatic portmanteau tests with applications to market risk management 0 0 0 15 1 1 2 63
Backtesting Parametric Value-at-Risk With Estimation Risk 0 0 4 129 1 3 10 319
Conditional Stochastic Dominance Testing 0 0 0 25 0 0 6 89
Data-driven smooth tests for the martingale difference hypothesis 0 0 0 14 1 1 1 98
Distribution-free tests of stochastic monotonicity 0 0 0 23 0 2 3 106
Generalized band spectrum estimation with an application to the New Keynesian Phillips curve 0 0 1 6 0 0 5 20
Generalized spectral tests for the martingale difference hypothesis 0 0 6 186 1 3 15 487
Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models 0 1 1 127 1 2 2 304
IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT 0 0 1 5 0 0 2 17
Identification and estimation of semiparametric two‐step models 0 0 0 12 0 2 2 66
Irregular identification of structural models with nonparametric unobserved heterogeneity 0 0 0 0 1 1 3 8
Joint and marginal specification tests for conditional mean and variance models 0 1 3 77 3 4 10 194
Locally Robust Semiparametric Estimation 0 0 3 17 2 2 14 55
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 0 0 0 10 0 0 0 29
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION 0 1 1 4 1 3 5 16
Nonparametric tests for conditional symmetry in dynamic models 0 0 0 57 0 0 1 140
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS 0 0 0 51 1 1 3 149
Optimal Linear Instrumental Variables Approximations 0 0 0 4 0 0 1 23
Pitfalls in backtesting Historical Simulation VaR models 0 0 1 72 0 1 6 343
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS 0 0 0 66 2 2 7 161
Quantile-Regression Inference With Adaptive Control of Size 0 0 0 2 1 1 5 21
Regression discontinuity design with multivalued treatments 0 0 2 8 1 2 9 19
Robust Backtesting Tests for Value-at-risk Models 0 1 1 66 0 1 2 190
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION 0 0 0 2 0 0 0 10
Semiparametric Estimation of Risk–Return Relationships 0 0 0 1 1 1 2 23
Semiparametric estimation of dynamic conditional expected shortfall models 0 0 1 41 0 1 3 132
Specification analysis of linear quantile models 0 0 0 51 0 0 3 179
Specification tests of parametric dynamic conditional quantiles 0 0 2 67 1 1 5 175
Testing for fundamental vector moving average representations 0 0 0 5 0 2 3 36
Testing single-index restrictions with a focus on average derivatives 0 0 0 30 1 2 3 157
Testing the martingale difference hypothesis using integrated regression functions 0 0 0 51 0 0 1 123
The case for CASE: Estimating heterogeneous systemic effects 0 0 2 2 0 1 4 6
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing 0 0 1 22 0 0 2 135
Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators 0 0 0 30 0 0 2 112
Weak convergence of non-stationary multivariate marked processes with applications to martingale testing 0 0 0 35 0 0 0 94
n-uniformly consistent density estimation in nonparametric regression models 0 0 0 56 0 0 2 173
Total Journal Articles 1 7 47 1,951 24 56 190 6,140
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 0 1 0 1 1 6
Testing the Martingale Hypothesis 0 0 1 2 0 0 5 18
Total Chapters 0 0 1 3 0 1 6 24

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MMEIV: Stata module to perform Multiple Marginal Effects IV Estimation 0 1 4 43 1 6 24 276
Total Software Items 0 1 4 43 1 6 24 276

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Statistics updated 2025-08-05