The following pages link to Juan Carlos Escanciano (Q254928):
Displaying 36 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Distribution-free tests of conditional moment inequalities (Q254929) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- (Q996975) (redirect page) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
- Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Irregular identification of structural models with nonparametric unobserved heterogeneity (Q2697977) (← links)
- Backtesting Parametric Value-at-Risk With Estimation Risk (Q3160930) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- Identification and estimation of semiparametric two-step models (Q4586268) (← links)
- Testing for fundamental vector moving average representations (Q4586305) (← links)
- On the Asymptotic Efficiency of Directional Models Checks for Regression (Q4609013) (← links)
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION (Q5071686) (← links)
- A simple and robust estimator for linear regression models with strictly exogenous instruments (Q5093973) (← links)
- A Simple Test for Identification in GMM under Conditional Moment Restrictions (Q5133591) (← links)
- Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions (Q5167881) (← links)
- (Q5434013) (← links)
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models (Q5754963) (← links)
- A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model (Q5863561) (← links)
- A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570) (← links)
- Locally Robust Semiparametric Estimation (Q6181688) (← links)