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Escanciano, Juan Carlos

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Author ID: escanciano.juan-carlos Recent zbMATH articles by "Escanciano, Juan Carlos"
Published as: Escanciano, J. C.; Escanciano, J. Carlos; Escanciano, Juan Carlos
External Links: MGP
Documents Indexed: 32 Publications since 2006, including 1 Book

Publications by Year

Citations contained in zbMATH

27 Publications have been cited 317 times in 216 Documents Cited by Year
A consistent diagnostic test for regression models using projections. Zbl 1170.62318
Escanciano, J. Carlos
45
2006
Goodness-of-fit tests for linear and nonlinear time series models. Zbl 1119.62359
Escanciano, J. Carlos
27
2006
Generalized spectral tests for the martingale difference hypothesis. Zbl 1418.62320
Escanciano, J. Carlos; Velasco, Carlos
24
2006
On the lack of power of omnibus specification tests. Zbl 1231.62079
Escanciano, J. Carlos
21
2009
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing. Zbl 1293.62106
Escanciano, Juan Carlos; Jacho-Chávez, David T.; Lewbel, Arthur
18
2014
An automatic portmanteau test for serial correlation. Zbl 1431.62365
Escanciano, J. Carlos; Lobato, Ignacio N.
18
2009
Nonparametric tests for conditional symmetry in dynamic models. Zbl 1418.62192
Delgado, Miguel A.; Escanciano, J. Carlos
18
2007
Model checks using residual marked empirical processes. Zbl 1145.62071
Escanciano, J. Carlos
18
2007
Distribution-free tests of stochastic monotonicity. Zbl 1443.62117
Delgado, Miguel A.; Escanciano, Juan Carlos
14
2012
Specification tests of parametric dynamic conditional quantiles. Zbl 1431.62186
Escanciano, Juan Carlos; Velasco, Carlos
13
2010
Quasi-maximum likelihood estimation of semi-strong GARCH models. Zbl 1279.62182
Escanciano, Juan Carlos
12
2009
Testing the martingale difference hypothesis using integrated regression functions. Zbl 1157.62488
Escanciano, J. Carlos; Velasco, Carlos
12
2006
\(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models. Zbl 1441.62676
Escanciano, Juan Carlos; Jacho-Chávez, David T.
11
2012
Joint and marginal specification tests for conditional mean and variance models. Zbl 1418.62319
Escanciano, J. Carlos
9
2008
Weak convergence of non-stationary multivariate marked processes with applications to martingale testing. Zbl 1116.62084
Escanciano, J. Carlos
9
2007
Backtesting parametric value-at-risk with estimation risk. Zbl 1197.91111
Escanciano, J. Carlos; Olmo, Jose
7
2010
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models. Zbl 1191.62085
Escanciano, J. Carlos
7
2010
Identification and estimation of semiparametric two-step models. Zbl 1398.62090
Escanciano, Juan Carlos; Jacho-chávez, David; Lewbel, Arthur
6
2016
Specification analysis of linear quantile models. Zbl 1293.62097
Escanciano, J. C.; Goh, S. C.
6
2014
Data-driven smooth tests for the martingale difference hypothesis. Zbl 1284.62549
Escanciano, Juan Carlos; Mayoral, Silvia
5
2010
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. Zbl 05689618
Escanciano, Juan Carlos; Jacho-Chávez, David T.
5
2010
Distribution-free tests of conditional moment inequalities. Zbl 1334.62078
Delgado, Miguel A.; Escanciano, Juan Carlos
3
2016
Testing single-index restrictions with a focus on average derivatives. Zbl 1431.62610
Escanciano, Juan Carlos; Song, Kyungchul
3
2010
Asymptotic distribution-free tests for semiparametric regressions with dependent data. Zbl 1392.62130
Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; Van Keilegom, Ingrid
2
2018
Testing for fundamental vector moving average representations. Zbl 1398.62224
Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos
2
2017
Two-step semiparametric empirical likelihood inference. Zbl 1439.62188
Bravo, Francesco; Escanciano, Juan Carlos; van Keilegom, Ingrid
1
2020
On the asymptotic efficiency of directional models checks for regression. Zbl 1383.62128
Delgado, Miguel A.; Escanciano, Juan Carlos
1
2017
Two-step semiparametric empirical likelihood inference. Zbl 1439.62188
Bravo, Francesco; Escanciano, Juan Carlos; van Keilegom, Ingrid
1
2020
Asymptotic distribution-free tests for semiparametric regressions with dependent data. Zbl 1392.62130
Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; Van Keilegom, Ingrid
2
2018
Testing for fundamental vector moving average representations. Zbl 1398.62224
Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos
2
2017
On the asymptotic efficiency of directional models checks for regression. Zbl 1383.62128
Delgado, Miguel A.; Escanciano, Juan Carlos
1
2017
Identification and estimation of semiparametric two-step models. Zbl 1398.62090
Escanciano, Juan Carlos; Jacho-chávez, David; Lewbel, Arthur
6
2016
Distribution-free tests of conditional moment inequalities. Zbl 1334.62078
Delgado, Miguel A.; Escanciano, Juan Carlos
3
2016
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing. Zbl 1293.62106
Escanciano, Juan Carlos; Jacho-Chávez, David T.; Lewbel, Arthur
18
2014
Specification analysis of linear quantile models. Zbl 1293.62097
Escanciano, J. C.; Goh, S. C.
6
2014
Distribution-free tests of stochastic monotonicity. Zbl 1443.62117
Delgado, Miguel A.; Escanciano, Juan Carlos
14
2012
\(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models. Zbl 1441.62676
Escanciano, Juan Carlos; Jacho-Chávez, David T.
11
2012
Specification tests of parametric dynamic conditional quantiles. Zbl 1431.62186
Escanciano, Juan Carlos; Velasco, Carlos
13
2010
Backtesting parametric value-at-risk with estimation risk. Zbl 1197.91111
Escanciano, J. Carlos; Olmo, Jose
7
2010
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models. Zbl 1191.62085
Escanciano, J. Carlos
7
2010
Data-driven smooth tests for the martingale difference hypothesis. Zbl 1284.62549
Escanciano, Juan Carlos; Mayoral, Silvia
5
2010
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. Zbl 05689618
Escanciano, Juan Carlos; Jacho-Chávez, David T.
5
2010
Testing single-index restrictions with a focus on average derivatives. Zbl 1431.62610
Escanciano, Juan Carlos; Song, Kyungchul
3
2010
On the lack of power of omnibus specification tests. Zbl 1231.62079
Escanciano, J. Carlos
21
2009
An automatic portmanteau test for serial correlation. Zbl 1431.62365
Escanciano, J. Carlos; Lobato, Ignacio N.
18
2009
Quasi-maximum likelihood estimation of semi-strong GARCH models. Zbl 1279.62182
Escanciano, Juan Carlos
12
2009
Joint and marginal specification tests for conditional mean and variance models. Zbl 1418.62319
Escanciano, J. Carlos
9
2008
Nonparametric tests for conditional symmetry in dynamic models. Zbl 1418.62192
Delgado, Miguel A.; Escanciano, J. Carlos
18
2007
Model checks using residual marked empirical processes. Zbl 1145.62071
Escanciano, J. Carlos
18
2007
Weak convergence of non-stationary multivariate marked processes with applications to martingale testing. Zbl 1116.62084
Escanciano, J. Carlos
9
2007
A consistent diagnostic test for regression models using projections. Zbl 1170.62318
Escanciano, J. Carlos
45
2006
Goodness-of-fit tests for linear and nonlinear time series models. Zbl 1119.62359
Escanciano, J. Carlos
27
2006
Generalized spectral tests for the martingale difference hypothesis. Zbl 1418.62320
Escanciano, J. Carlos; Velasco, Carlos
24
2006
Testing the martingale difference hypothesis using integrated regression functions. Zbl 1157.62488
Escanciano, J. Carlos; Velasco, Carlos
12
2006
all top 5

Cited by 334 Authors

20 Escanciano, Juan Carlos
10 Zhang, Jun
9 Zhu, Lixing
8 Meintanis, Simos G.
7 Francq, Christian
7 Van Keilegom, Ingrid
6 González-Manteiga, Wenceslao
6 Jiménez-Gamero, María Dolores
6 Zakoïan, Jean-Michel
5 Bravo, Francesco
5 Jacho-Chávez, David Tomás
5 Velasco, Carlos I. Hoyos
5 Zhu, Ke
4 Delgado, Miguel Ángel
4 Guo, Xu
4 Hong, Yongmiao
4 Neumann, Michael H.
4 Rothe, Christoph
4 Song, Kyungchul
4 Sun, Zhihua
3 Gourieroux, Christian
3 Leucht, Anne
3 Shang, Han Lin
3 Silvapulle, Mervyn Joseph
3 White, Halbert Lynn jun.
2 Bera, Anil K.
2 Bücher, Axel
2 Chen, Bin
2 Chen, Feifei
2 Chen, Tao
2 Colling, Benjamin
2 Cui, Xia
2 Feng, Zhenghui
2 Galvao, Antonio F. jun.
2 García-Portugués, Eduardo
2 Goh, Seung-Cheol
2 Harel, Michel
2 Henderson, Daniel J.
2 Hoderlein, Stefan G. N.
2 Kim, Jae-Hean
2 Koul, Hira Lal
2 Landajo, Manuel
2 Lavergne, Pascal
2 Lee, Sangyeol
2 Lee, Sokbae
2 Lewbel, Arthur
2 Li, Gaorong
2 Liang, Hua
2 Lin, Jinguan
2 Lobato, Ignacio Norberto
2 Mammen, Enno
2 Müller, Ursula U.
2 Neumeyer, Natalie
2 Ngatchou Wandji, Joseph
2 Nishiyama, Yoichi
2 Niu, Cuizhen
2 Olmo, Jose
2 Pardo-Fernández, Juan Carlos
2 Patilea, Valentin
2 Perera, Indeewara
2 Presno, María José
2 Psaradakis, Zacharias
2 Sánchez-Sellero, César
2 Schick, Anton
2 Schienle, Melanie
2 Song, Xiaojun
2 Tripathi, Gautam
2 Tu, Yundong
2 Vávra, Marián
2 Wefelmeyer, Wolfgang
2 Whang, Yoon-Jae
2 Xie, Chuanlong
2 Ye, Xue
2 Zhou, Bu
2 Zhou, Xingcai
1 Alba-Fernández, M. Virtudes
1 Álvarez-Liébana, Javier
1 Álvarez-Pérez, Gonzalo
1 Amengual, Dante
1 Balakrishnan, Sivaraman
1 Beare, Brendan K.
1 Beckers, Benjamin
1 Berghaus, Betina Hedwig
1 Bierens, Herman J.
1 Birr, Stefan
1 Blake, Andrew Peter
1 Breunig, Christoph
1 Brou, Jean Marcelin Bosson
1 Cabaña, Alejandra
1 Cabaña, Enrique M.
1 Cao, Ricardo
1 Carrasco, Marine
1 Cattaneo, Matias D.
1 Cerovecki, Clément
1 Chan, Ngai Hang
1 Charles, Amélie
1 Chen, Bin
1 Chen, Fangxue
1 Chen, Min
1 Chen, Qian
...and 234 more Authors
all top 5

Cited in 44 Serials

54 Journal of Econometrics
29 Econometric Theory
17 Computational Statistics and Data Analysis
10 Annals of the Institute of Statistical Mathematics
9 Journal of Statistical Planning and Inference
9 Journal of Time Series Analysis
8 Test
7 The Annals of Statistics
7 Journal of Multivariate Analysis
6 Electronic Journal of Statistics
5 Economics Letters
4 Journal of Statistical Computation and Simulation
4 Journal of Nonparametric Statistics
3 Statistics & Probability Letters
3 Bernoulli
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Communications in Statistics. Theory and Methods
2 Statistical Papers
2 Brazilian Journal of Probability and Statistics
2 Quantitative Finance
2 Statistics and Computing
2 Journal of Econometric Methods
1 Metrika
1 International Economic Review
1 Mathematics and Computers in Simulation
1 Statistics
1 Econometric Reviews
1 Journal of Economic Dynamics & Control
1 Neural Computation
1 Computational Statistics
1 European Journal of Operational Research
1 Open Economies Review
1 Mathematical Communications
1 The Econometrics Journal
1 Statistical Inference for Stochastic Processes
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Journal of Systems Science and Complexity
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Statistical Methodology
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics

Citations by Year