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 1 296 0 2 12 1,214
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 0 175 0 1 10 442
A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments 0 0 0 33 1 2 12 61
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS 0 0 0 1 2 2 14 28
Asymptotic distribution-free tests for semiparametric regressions 0 0 0 0 0 0 5 8
Asymptotic distribution-free tests for semiparametric regressions with dependent data 0 0 0 0 1 1 8 16
Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects 0 0 0 44 1 1 11 171
Automatic Locally Robust GMM with Machine-Learning-Generated Regressors 1 1 1 23 2 2 23 41
Automatic Portmanteau Tests with Applications to Market Risk Management 0 0 0 38 0 1 15 110
Backtesting Expected Shortfall: Accounting for Tail Risk 0 0 6 309 0 5 40 829
Backtesting Parametric Value-at-Risk with Estimation Risk 0 0 0 152 0 1 9 442
Conditional stochastic dominance testing 0 1 2 64 0 1 9 129
Data-Driven Smooth Tests for the Martingale Difference Hypothesis 0 0 1 113 0 0 11 307
Debiased Machine Learning U-statistics 0 0 2 26 2 6 45 104
Estimation risk effects on backtesting for parametric value-at-risk models 0 0 0 233 0 2 15 753
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods 0 1 4 26 0 1 13 31
Generalized spectral tests for the martingale difference hypothesis 0 0 1 19 1 2 24 106
Goodness-of-fit Tests for Linear and Non-linear Time Series Models 0 0 0 703 0 1 10 2,640
Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve 0 0 1 43 0 1 19 109
Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity 0 0 0 41 1 1 14 91
Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity 0 0 0 10 0 1 5 23
Joint Diagnostic Tests for Conditional Mean and Variance Specifications 0 0 0 81 0 0 2 373
Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications 0 0 0 47 1 1 6 175
Locally Robust Semiparametric Estimation 0 0 0 27 1 1 24 214
Locally robust semiparametric estimation 0 0 0 18 0 1 12 106
Locally robust semiparametric estimation 0 0 0 32 3 4 9 176
Locally robust semiparametric estimation 0 0 0 0 0 0 20 26
Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE 0 0 0 29 2 5 19 36
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 0 0 0 22 0 0 4 131
Model Checks Using Residual Marked Empirical Processes 0 0 1 119 2 3 16 428
Nonparametric Euler Equation Identi?cation and Estimation 0 0 0 27 3 3 16 46
Nonparametric Euler Equation Identification and Estimation 0 0 0 52 0 2 13 192
Nonparametric Euler Equation Identification andEstimation 0 0 0 46 3 11 33 134
Nonparametric Euler equation identification and estimation 0 0 0 0 0 0 11 16
Nonparametric Euler equation identification and estimation 0 0 0 41 0 0 8 124
On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions 0 0 0 73 0 0 10 363
On the Existence and Information of Orthogonal Moments 0 0 0 14 2 3 12 27
On the identification of structural linear functionals 0 0 0 0 1 1 13 16
On the identification of structural linear functionals 0 0 0 16 0 1 15 76
Optimal Linear Instrumental Variables Approximations 0 0 0 29 0 0 8 44
PERSISTENCE IN NONLINEAR TIME SERIES: A NONPARAMETRIC APPROACH 0 0 0 0 0 0 7 25
Pitfalls in Backtesting Historical Simulation VaR Models 0 0 0 18 2 3 31 108
Quantile-Regression Inference With Adaptive Control of Size 0 0 0 30 0 0 11 72
Regression Discontinuity Design with Multivalued Treatments 0 0 0 34 1 1 19 76
Robust Minimum Distance Inference in Structural Models 0 0 0 6 1 1 10 18
SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS 0 0 0 11 0 0 6 66
Semiparametric Estimation of Risk-return Relationships 0 0 0 1 0 0 43 47
Semiparametric Estimation of Risk-return Relationships 0 0 0 0 2 2 12 17
Set inferences and sensitivity analysis in semiparametric conditionally identified models 0 0 0 4 2 2 12 22
Set inferences and sensitivity analysis in semiparametric conditionally identified models 0 0 0 40 0 1 8 130
Specification Analysis of Structural Quantile Regression Models 0 0 1 80 0 0 9 225
Specification Tests of Parametric Dynamic Conditional Quantiles 0 0 0 3 0 0 7 24
Specification tests of parametric dynamic conditional quantiles 0 0 0 3 0 0 14 60
Testing conditional monotonicity in the absence of smoothness 0 0 0 32 0 0 11 114
Testing for Fundamental Vector Moving Average Representations 0 0 0 57 1 1 5 113
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions 0 0 0 113 2 2 14 432
The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models 0 0 0 1 0 1 6 41
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 1 2 15 43
Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing 0 0 0 56 1 2 31 264
Uniform Rates for Kernel Estimators of Weakly Dependent Data 0 0 0 10 1 1 17 43
Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments 0 0 0 26 1 1 10 61
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 1 8 1 2 12 27
Total Working Papers 1 3 22 3,555 45 92 885 12,386

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 0 0 74 0 1 13 229
A Nonparametric Distribution-Free Test for Serial Independence of Errors 0 1 1 14 0 1 8 56
A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model 0 0 0 5 0 0 7 51
A simple and robust estimator for linear regression models with strictly exogenous instruments 0 0 0 1 0 1 7 27
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS 0 0 0 27 0 2 19 111
An automatic Portmanteau test for serial correlation 1 2 6 324 1 3 32 963
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications 0 0 0 123 0 1 8 454
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 0 1 13 88
Automatic portmanteau tests with applications to market risk management 0 0 0 15 0 0 8 71
Backtesting Parametric Value-at-Risk With Estimation Risk 0 0 2 131 2 3 17 336
Conditional Stochastic Dominance Testing 0 0 0 25 0 0 7 96
Data-driven smooth tests for the martingale difference hypothesis 0 0 0 14 0 0 13 111
Distribution-free tests of stochastic monotonicity 0 0 0 23 0 1 14 121
Generalized band spectrum estimation with an application to the New Keynesian Phillips curve 1 2 4 10 2 3 17 38
Generalized spectral tests for the martingale difference hypothesis 1 2 6 193 3 11 35 524
Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models 0 0 0 127 1 1 10 314
IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT 0 1 1 6 1 5 12 31
Identification and estimation of semiparametric two‐step models 0 0 0 12 0 0 16 82
Irregular identification of structural models with nonparametric unobserved heterogeneity 0 0 1 1 1 3 34 42
Joint and marginal specification tests for conditional mean and variance models 0 0 0 77 0 2 13 208
Locally Robust Semiparametric Estimation 1 2 2 19 3 80 109 164
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 0 1 1 11 0 1 15 44
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION 0 0 0 4 0 1 13 29
Nonparametric tests for conditional symmetry in dynamic models 0 0 0 57 0 1 12 152
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS 0 0 1 52 0 1 19 168
Optimal Linear Instrumental Variables Approximations 0 0 0 4 2 3 20 44
Pitfalls in backtesting Historical Simulation VaR models 0 0 0 72 0 1 20 364
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS 0 0 0 66 0 0 16 177
Quantile-Regression Inference With Adaptive Control of Size 0 0 0 2 0 0 7 29
Regression discontinuity design with multivalued treatments 0 0 0 8 1 2 25 45
Robust Backtesting Tests for Value-at-risk Models 0 0 1 68 0 0 20 211
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION 0 0 1 3 0 1 10 20
Semiparametric Estimation of Risk–Return Relationships 0 0 0 1 1 1 13 36
Semiparametric estimation of dynamic conditional expected shortfall models 0 0 0 41 0 1 9 141
Specification analysis of linear quantile models 0 0 0 52 0 0 5 185
Specification tests of parametric dynamic conditional quantiles 0 0 0 68 1 2 6 182
Testing for fundamental vector moving average representations 0 0 0 5 0 0 15 51
Testing single-index restrictions with a focus on average derivatives 0 0 0 30 0 0 9 166
Testing the martingale difference hypothesis using integrated regression functions 0 0 0 51 1 2 11 134
The case for CASE: Estimating heterogeneous systemic effects 0 0 1 3 0 1 10 16
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing 0 0 0 22 0 2 19 154
Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators 0 0 0 30 0 1 12 124
Weak convergence of non-stationary multivariate marked processes with applications to martingale testing 0 0 0 35 2 2 10 104
n-uniformly consistent density estimation in nonparametric regression models 0 0 1 57 0 0 10 183
Total Journal Articles 4 11 29 1,985 22 142 718 6,876
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 1 2 0 0 10 16
Testing the Martingale Hypothesis 0 0 0 2 0 1 13 32
Total Chapters 0 0 1 4 0 1 23 48

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 1 1 3 46 2 2 26 303
Total Software Items 1 1 3 46 2 2 26 303

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10