Juan Carlos Escanciano

Available identifiers

zbMath Open escanciano.juan-carlosWikidataQ102313217 ScholiaQ102313217MaRDI QIDQ254928

List of research outcomes

Publication	Date of Publication	Type
Locally Robust Semiparametric Estimation	2024-01-23	Paper
Irregular identification of structural models with nonparametric unobserved heterogeneity	2023-04-14	Paper
A simple and robust estimator for linear regression models with strictly exogenous instruments	2022-08-02	Paper
A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model	2022-06-03	Paper
A Nonparametric Distribution-Free Test for Serial Independence of Errors	2022-06-03	Paper
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION	2022-04-22	Paper
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION	2021-11-25	Paper
A Simple Test for Identification in GMM under Conditional Moment Restrictions	2020-11-10	Paper
Two-step semiparametric empirical likelihood inference	2020-05-05	Paper
Identification and estimation of semiparametric two-step models	2018-09-12	Paper
Testing for fundamental vector moving average representations	2018-09-12	Paper
Asymptotic distribution-free tests for semiparametric regressions with dependent data	2018-06-29	Paper
On the Asymptotic Efficiency of Directional Models Checks for Regression	2018-03-29	Paper
Distribution-free tests of stochastic monotonicity	2017-05-12	Paper
\(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models	2016-08-15	Paper
Specification tests of parametric dynamic conditional quantiles	2016-08-04	Paper
Testing single-index restrictions with a focus on average derivatives	2016-08-01	Paper
An automatic portmanteau test for serial correlation	2016-07-18	Paper
Joint and marginal specification tests for conditional mean and variance models	2016-06-06	Paper
Nonparametric tests for conditional symmetry in dynamic models	2016-05-27	Paper
Generalized spectral tests for the martingale difference hypothesis	2016-05-02	Paper
Distribution-free tests of conditional moment inequalities	2016-03-08	Paper
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing	2014-08-07	Paper
Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions	2014-07-02	Paper
Data-driven smooth tests for the martingale difference hypothesis	2014-04-14	Paper
Backtesting Parametric Value-at-Risk With Estimation Risk	2010-10-11	Paper
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS	2010-07-23	Paper
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS	2010-04-08	Paper
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications	2010-04-06	Paper
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS	2009-06-11	Paper
Testing the martingale difference hypothesis using integrated regression functions	2009-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q5434013	2008-01-09	Paper
Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models	2007-08-20	Paper
Weak convergence of non-stationary multivariate marked processes with applications to martingale testing	2007-07-19	Paper
A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS	2007-04-23	Paper
A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS	2006-11-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Juan Carlos Escanciano