Juan Carlos Escanciano - Publications, H-index & Citations

Juan Carlos Escanciano

Universidad Carlos III de Madrid

27H指数

148论文数

2.6K被引数

收录论文 23

发表时间

Extending the Scope of Inference About Predictive Ability to Machine Learning Methods 将关于预测能力的推断范围扩展至机器学习方法

JOURNAL OF BUSINESS & ECONOMIC STATISTICS

IF2.5

2026-01-01

PREAI

Escanciano, Juan Carlos; Parra, Ricardo

A GAUSSIAN PROCESS APPROACH TO MODEL CHECKS

ANNALS OF STATISTICS

IF3.7

2024-10-01

PREAI

Escanciano, Juan Carlos

The case for CASE: Estimating heterogeneous systemic effects

JOURNAL OF BANKING & FINANCE

IF3.8

2023-12-01

PREAI

Du, Zaichao; Escanciano, Juan Carlos; Zhu, Guangwei

Irregular identification of structural models with nonparametric unobserved heterogeneity 具有非参数未观察到的异质性的结构模型的不规则识别

JOURNAL OF ECONOMETRICS

IF4

2023-05-01

OAAI

Escanciano, Juan Carlos

Locally Robust Semiparametric Estimation 局部稳健半参数估计

ECONOMETRICA

IF7.1

2022-01-01

OAAI

Chernozhukov, Victor; Carlos Escanciano, Juan; Ichimura, Hidehiko; Newey, Whitney K.; Robins, James M.

Optimal Linear Instrumental Variables Approximations

JOURNAL OF ECONOMETRICS

IF4

2021-03-01

OAAI

Escanciano, Juan Carlos; Li, Wei

TWO-STEP SEMIPARAMETRIC EMPIRICAL LIKELIHOOD INFERENCE 两步半参数经验似然推断

ANNALS OF STATISTICS

IF3.7

2020-02-01

OAAI

Bravo, Francesco; Carlos Escanciano, Juan; Van Keilegom, Ingrid

Automatic portmanteau tests with applications to market risk management

STATA JOURNAL

IF2.4

2018-11-19

OAAI

Zhu, Guangwei; Du, Zaichao; Escanciano, Juan Carlos

Quantile-Regression Inference With Adaptive Control of Size 具有大小自适应控制的分位数回归推理

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2018-10-29

OAAI

Escanciano, J. C.; Goh, S. C.

ASYMPTOTIC DISTRIBUTION-FREE TESTS FOR SEMIPARAMETRIC REGRESSIONS WITH DEPENDENT DATA

ANNALS OF STATISTICS

IF3.7

2018-06-01

OAAI

Escanciano, Juan Carlos; Carlos Pardo-Fernandez, Juan; Van Keilegom, Ingrid

A simple and robust estimator for linear regression models with strictly exogenous instruments 具有严格外生工具的线性回归模型的简单而稳健的估计量

ECONOMETRICS JOURNAL

IF7

2017-08-21

PREAI

Escanciano, Juan Carlos

Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing 用于估计和检验的非参数和半参数残差的加权和的一致收敛性

JOURNAL OF ECONOMETRICS

IF4

2014-01-01

OAAI

Escanciano, Juan Carlos; Jacho-Chavez, David T.; Lewbel, Arthur

Specification analysis of linear quantile models 线性分位数模型的规范分析

JOURNAL OF ECONOMETRICS

IF4

2014-01-01

PREAI

Escanciano, J. C.; Goh, S. C.

Distribution-free tests of stochastic monotonicity 随机单调性的无分布检验

JOURNAL OF ECONOMETRICS

IF4

2012-09-01

OAAI

Delgado, Miguel. A.; Escanciano, Juan Carlos

Pitfalls in backtesting Historical Simulation VaR models

JOURNAL OF BANKING & FINANCE

IF3.8

2012-08-01

PREAI

Escanciano, Juan Carlos; Pei, Pei

√n-uniformly consistent density estimation in nonparametric regression models √ 非参数回归模型中的n-一致一致密度估计

JOURNAL OF ECONOMETRICS

IF4

2012-04-01

PREAI

Escanciano, Juan Carlos; Jacho-Chavez, David T.

Goodness-of-fit tests for linear and nonlinear time series models

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2012-01-01

OAAI

Escanciano, J. Carlos

Specification tests of parametric dynamic conditional quantiles

JOURNAL OF ECONOMETRICS

IF4

2010-11-01

OAAI

Escanciano, Juan Carlos; Velasco, Carlos

Testing single-index restrictions with a focus on average derivatives

JOURNAL OF ECONOMETRICS

IF4

2010-06-01

PREAI

Escanciano, Juan Carlos; Song, Kyungchul

An automatic Portmanteau test for serial correlation

JOURNAL OF ECONOMETRICS

IF4

2009-08-01

175

PREAI

Escanciano, J. Carlos; Lobato, Ignacio N.

研究方向