Access Statistics for Juan Carlos Escanciano

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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 2 294 0 0 3 1,197
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 0 175 0 0 14 431
A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments 0 0 0 33 0 0 0 46
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS 0 0 1 1 0 0 2 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 Locally Robust Estimation with Generated Regressors 0 0 0 20 1 2 2 13
Automatic Portmanteau Tests with Applications to Market Risk Management 0 0 0 38 0 0 2 94
Backtesting Expected Shortfall: Accounting for Tail Risk 0 1 5 301 3 7 25 785
Backtesting Parametric Value-at-Risk with Estimation Risk 0 1 3 151 0 1 7 432
Data-Driven Smooth Tests for the Martingale Difference Hypothesis 0 0 0 112 0 0 1 295
Estimation risk effects on backtesting for parametric value-at-risk models 0 0 0 233 0 1 2 738
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods 0 0 21 22 1 1 15 17
Goodness-of-fit Tests for Linear and Non-linear Time Series Models 0 0 0 703 0 1 3 2,629
Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve 0 0 0 42 1 1 2 89
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 0 0 370
Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications 0 0 0 47 0 0 0 169
Locally Robust Semiparametric Estimation 0 0 3 26 0 1 6 187
Locally robust semiparametric estimation 0 0 0 0 0 1 2 5
Locally robust semiparametric estimation 0 1 1 18 0 3 6 93
Locally robust semiparametric estimation 0 0 0 32 1 3 4 167
Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE 0 26 29 29 0 11 15 15
Machine Learning Inference on Inequality of Opportunity 1 2 8 24 4 6 20 53
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 0 0 0 22 0 1 1 126
Model Checks Using Residual Marked Empirical Processes 0 0 1 118 0 1 4 412
Nonparametric Euler Equation Identi?cation and Estimation 0 0 0 27 0 1 1 29
Nonparametric Euler Equation Identification and Estimation 0 0 0 51 0 0 1 176
Nonparametric Euler Equation Identification andEstimation 0 0 0 46 0 0 1 101
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 1 3 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 1 14 0 0 4 14
On the identification of structural linear functionals 0 0 0 16 0 0 0 60
On the identification of structural linear functionals 0 0 0 0 0 0 0 0
Optimal Linear Instrumental Variables Approximations 1 1 1 29 1 1 1 36
PERSISTENCE IN NONLINEAR TIME SERIES: A NONPARAMETRIC APPROACH 0 0 0 0 0 1 1 18
Pitfalls in Backtesting Historical Simulation VaR Models 0 0 1 16 0 0 5 73
Quantile-Regression Inference With Adaptive Control of Size 0 0 0 29 0 0 0 59
Regression Discontinuity Design with Multivalued Treatments 0 0 1 34 1 1 3 55
Robust Minimum Distance Inference in Structural Models 0 0 1 6 0 0 2 7
SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS 0 0 0 11 0 0 0 59
Semiparametric Estimation of Risk-return Relationships 0 0 0 1 0 0 0 4
Semiparametric Estimation of Risk-return Relationships 0 0 0 0 1 1 1 5
Set inferences and sensitivity analysis in semiparametric conditionally identified models 0 0 0 3 0 0 1 6
Set inferences and sensitivity analysis in semiparametric conditionally identified models 0 0 0 40 1 1 6 122
Specification Analysis of Structural Quantile Regression Models 0 0 3 79 1 1 4 215
Specification Tests of Parametric Dynamic Conditional Quantiles 0 0 0 3 0 1 2 16
Specification tests of parametric dynamic conditional quantiles 0 0 0 3 0 0 0 45
Testing for Fundamental Vector Moving Average Representations 0 0 0 57 0 1 2 107
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions 0 0 0 113 0 0 0 416
The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models 0 0 0 1 0 0 2 34
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 0 0 4 26
Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing 0 0 0 56 0 0 5 232
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 1 1 26 0 1 1 50
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 7 0 0 1 13
Total Working Papers 2 33 84 3,409 16 52 191 11,117
3 registered items for which data could not be found

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 5 69 0 0 6 205
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 4 0 0 1 43
A simple and robust estimator for linear regression models with strictly exogenous instruments 0 0 0 1 0 1 3 20
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS 0 0 0 27 0 0 0 90
An automatic Portmanteau test for serial correlation 2 4 11 314 3 6 23 919
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications 0 0 3 123 1 3 9 444
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 1 22 0 0 1 73
Automatic portmanteau tests with applications to market risk management 0 0 0 15 1 1 1 62
Backtesting Parametric Value-at-Risk With Estimation Risk 0 1 4 128 0 1 8 314
Conditional Stochastic Dominance Testing 0 0 1 25 1 1 9 89
Data-driven smooth tests for the martingale difference hypothesis 0 0 0 14 0 0 0 97
Distribution-free tests of stochastic monotonicity 0 0 0 23 0 0 3 104
Generalized band spectrum estimation with an application to the New Keynesian Phillips curve 0 0 2 5 0 1 4 17
Generalized spectral tests for the martingale difference hypothesis 0 1 10 185 1 2 21 482
Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models 0 0 0 126 0 0 3 302
IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT 1 1 3 5 1 1 4 17
Identification and estimation of semiparametric two‐step models 0 0 0 12 0 0 1 64
Irregular identification of structural models with nonparametric unobserved heterogeneity 0 0 0 0 0 0 1 6
Joint and marginal specification tests for conditional mean and variance models 1 1 3 76 1 3 8 190
Locally Robust Semiparametric Estimation 0 1 4 17 2 3 16 50
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 0 0 0 10 0 0 0 29
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION 0 0 0 3 0 0 3 13
Nonparametric tests for conditional symmetry in dynamic models 0 0 0 57 0 1 1 140
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS 0 0 0 51 2 2 2 148
Optimal Linear Instrumental Variables Approximations 0 0 0 4 0 0 1 23
Pitfalls in backtesting Historical Simulation VaR models 0 0 1 72 1 1 5 340
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS 0 0 0 66 2 3 4 157
Quantile-Regression Inference With Adaptive Control of Size 0 0 0 2 2 3 4 20
Regression discontinuity design with multivalued treatments 1 2 4 8 1 4 8 15
Robust Backtesting Tests for Value-at-risk Models 0 0 2 65 0 0 3 189
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION 0 0 0 2 0 0 1 10
Semiparametric Estimation of Risk–Return Relationships 0 0 0 1 0 0 1 22
Semiparametric estimation of dynamic conditional expected shortfall models 0 0 1 41 0 0 2 131
Specification analysis of linear quantile models 0 0 0 51 0 0 4 179
Specification tests of parametric dynamic conditional quantiles 0 0 2 67 0 0 3 172
Testing for fundamental vector moving average representations 0 0 0 5 0 0 2 34
Testing single-index restrictions with a focus on average derivatives 0 0 1 30 0 0 3 155
Testing the martingale difference hypothesis using integrated regression functions 0 0 0 51 1 1 2 123
The case for CASE: Estimating heterogeneous systemic effects 0 0 2 2 0 0 3 4
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing 0 0 1 21 0 0 2 133
Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators 0 0 0 30 0 1 2 111
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 2 172
Total Journal Articles 5 11 62 1,934 20 39 180 6,050
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 0 0 5
Testing the Martingale Hypothesis 0 0 1 2 0 0 4 16
Total Chapters 0 0 1 3 0 0 4 21

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 9 40 5 8 35 265
Total Software Items 1 1 9 40 5 8 35 265

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Statistics updated 2025-03-03