Juan Carlos Escanciano : Citation Profile


Are you Juan Carlos Escanciano?

Universidad Carlos III de Madrid

18

H index

24

i10 index

937

Citations

RESEARCH PRODUCTION:

37

Articles

50

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 52
   Journals where Juan Carlos Escanciano has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 40 (4.09 %)

EXPERT IN:

   Instrumental Variables (IV) Estimation
   Model Construction and Estimation
   Price Level; Inflation; Deflation

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pes22
   Updated: 2024-01-16    RAS profile: 2022-02-09    
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Relations with other researchers


Works with:

LINTON, OLIVER (3)

Srisuma, Sorawoot (3)

Lewbel, Arthur (3)

hoderlein, stefan (3)

Goh, Chuan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Carlos Escanciano.

Is cited by:

Sant'Anna, Pedro (28)

Darné, Olivier (26)

Chernozhukov, Victor (24)

Kim, Jae (24)

Zhu, Ke (24)

Zakoian, Jean-Michel (15)

Francq, Christian (15)

Newey, Whitney (13)

CHARLES, Amelie (13)

Lyócsa, Štefan (13)

Hansen, Christian (11)

Cites to:

Chen, Xiaohong (53)

Bierens, Herman (31)

LINTON, OLIVER (29)

Newey, Whitney (27)

Van Keilegom, Ingrid (24)

Hong, Yongmiao (20)

Li, Qi (20)

Velasco, Carlos (19)

Powell, James (18)

Chernozhukov, Victor (18)

Andrews, Donald (15)

Main data


Where Juan Carlos Escanciano has published?


Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory6
Journal of Business & Economic Statistics4
Computational Statistics & Data Analysis3
Quantitative Economics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington16
Papers / arXiv.org6
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies5
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)2
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía2
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Juan Carlos Escanciano (2024 and 2023)


YearTitle of citing document
2023Orthogonal Statistical Learning. (2019). Syrgkanis, Vasilis ; Foster, Dylan J. In: Papers. RePEc:arx:papers:1901.09036.

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2023Specification tests for generalized propensity scores using double projections. (2020). Song, Xiaojun. In: Papers. RePEc:arx:papers:2003.13803.

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2023Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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2023Better Lee Bounds. (2020). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720.

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2023Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315.

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2023Semiparametric Estimation of Long-Term Treatment Effects. (2021). Ritzwoller, David M ; Chen, Jiafeng. In: Papers. RePEc:arx:papers:2107.14405.

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2023Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

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2023Kernel Methods for Multistage Causal Inference: Mediation Analysis and Dynamic Treatment Effects. (2021). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2111.03950.

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2023Omitted Variable Bias in Machine Learned Causal Models. (2021). Chernozhukov, Victor ; Newey, Whitney ; Cinelli, Carlos ; Syrgkanis, Vasilis ; Sharma, Amit. In: Papers. RePEc:arx:papers:2112.13398.

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2023Multinomial Backtesting of Distortion Risk Measures. (2022). Kim, Sojung ; Bettels, Soren ; Weber, Stefan. In: Papers. RePEc:arx:papers:2201.06319.

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2023Tail-GAN: Nonparametric Scenario Generation for Tail Risk Estimation. (2022). Cont, Rama ; Zhang, Chao ; Xu, Renyuan ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2203.01664.

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2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2023Debiased Semiparametric U-Statistics: Machine Learning Inference on Inequality of Opportunity. (2022). Terschuur, Joel Robert ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2206.05235.

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2023Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291.

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2023Safe Policy Learning under Regression Discontinuity Designs. (2022). Imai, Kosuke ; Ben-Michael, Eli ; Zhang, YI. In: Papers. RePEc:arx:papers:2208.13323.

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2023E-backtesting. (2022). Ziegel, Johanna ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2209.00991.

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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Automatic Locally Robust Estimation with Generated Regressors. (2023). , Telmo ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2301.10643.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404.

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2023Post-Episodic Reinforcement Learning Inference. (2023). Zhan, Ruohan ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.08854.

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2023Endogenous Linear Regressions with Included Instrumental Variables. (2023). Wang, Rui ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2304.00626.

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2023Robust inference for the treatment effect variance in experiments using machine learning. (2023). Sanchez-Becerra, Alejandro. In: Papers. RePEc:arx:papers:2306.03363.

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2023Matrix GARCH Model: Inference and Application. (2023). Zhu, KE ; Jiang, Feiyu ; Li, Dong ; Yu, Cheng. In: Papers. RePEc:arx:papers:2306.05169.

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2023A maximal inequality for local empirical processes under weak dependence. (2023). Pinto, Cristine ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2307.01328.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Identification and Estimation in a Class of Potential Outcomes Models. (2023). Santos, Andres ; Pinto, Rodrigo ; Navjeevan, Manu. In: Papers. RePEc:arx:papers:2310.05311.

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2023Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190.

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2023Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1.

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2023Estimating the Impact of the Age of Criminal Majority: Decomposing Multiple Treatments in a Regression Discontinuity Framework. (2023). Walker, Caroline ; Pyle, Benjamin ; Mueller-Smith, Michael. In: Working Papers. RePEc:cen:wpaper:23-01.

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2023Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555.

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2023Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797.

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2023Relaxing conditional independence in an endogenous binary response model. (2023). Carlson, Alyssa. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:490-500.

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2023Irregular identification of structural models with nonparametric unobserved heterogeneity. (2023). Escanciano, Juan Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:106-127.

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2023PELVE: Probability Equivalent Level of VaR and ES. (2023). Wang, Ruodu ; Li, Hengxin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:353-370.

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2023Estimation and inference for policy relevant treatment effects. (2023). Sasaki, Yuya ; Ura, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:394-450.

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2023Identification-robust nonparametric inference in a linear IV model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:1-24.

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2023Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42.

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2023Debiased machine learning of set-identified linear models. (2023). Semenova, Vira. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1725-1746.

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2023Partial identification and inference in moment models with incomplete data. (2023). Tao, Jing ; Shi, Xuetao ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:418-443.

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2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Non-fungible token artworks: More crypto than art?. (2023). Petrella, Giovanni ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006493.

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2023Forecasting expected shortfall: Should we use a multivariate model for stock market factors?. (2023). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:314-331.

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2023Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357.

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2023Competition in online land lease auctions in Ukraine: Reduced-form estimation. (2023). Myrna, Olena. In: Land Use Policy. RePEc:eee:lauspo:v:125:y:2023:i:c:s0264837722005087.

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2023Life-cycle consumption and life insurance: Empirical evidence from Italian Survey. (2023). Striani, Fabrizio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002741.

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2023A lack-of-fit test for quantile regression process models. (2023). Wang, Caixing ; Liu, Qiaochu ; Feng, Xingdong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001936.

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2023Identification-Robust Nonparametric Inference in a Linear IV Model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Post-Print. RePEc:hal:journl:hal-04141433.

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2023Monitoring Value-at-Risk and Expected Shortfall Forecasts. (2023). Demetrescu, Matei ; Hoga, Yannick. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2954-2971.

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2023Treatment Effect Risk: Bounds and Inference. (2023). Kallus, Nathan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4579-4590.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Assessing the contribution of South African Insurance Firms to Systemic Risk. (2023). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Zulu, Thulani. In: MPRA Paper. RePEc:pra:mprapa:116815.

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2023Identifying Preferences when Households are Financially Constrained. (). Tryphonides, Andreas. In: Review of Economic Dynamics. RePEc:red:issued:21-242.

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2023Causal Machine Learning and its use for public policy. (2023). Lechner, Michael. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00113-y.

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2023Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach. (2023). Zhu, Xuehu ; Yu, Luoyao ; Liu, Junmin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00833-y.

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2023The adaptive market hypothesis and the return predictability in the cryptocurrency markets. (2023). Jacek, Karasiski. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:1:p:94-118:n:2.

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2023Regression discontinuity design with multivalued treatments. (2023). Caetano, Gregorio ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:840-856.

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2023Efficient estimation of regression models with user-specified parametric model for heteroskedasticty. (2023). Renault, Eric ; Chaudhuri, Saraswata. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1473.

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2023Is rapid recovery always the best recovery? - Developing a machine learning approach for optimal assignment rules under capacity constraints for knee replacement patients. (2023). Vogel, J ; Geissler, A ; Steinbeck, V ; Salvi, I ; Cordier, J. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:23/08.

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2023Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities. (2023). Kräussl, Roman ; Tugnetti, Alessandro ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:693.

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Juan Carlos Escanciano is editor of


Journal
Advances in Econometrics

Works by Juan Carlos Escanciano:


YearTitleTypeCited
2013Semiparametric Estimation of Risk-return Relationships In: LIDAM Discussion Papers ISBA.
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2017Semiparametric Estimation of Risk-return Relationships.(2017) In: LIDAM Reprints ISBA.
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2013SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS.(2013) In: CAEPR Working Papers.
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2017Semiparametric Estimation of Risk–Return Relationships.(2017) In: Journal of Business & Economic Statistics.
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2015Asymptotic distribution-free tests for semiparametric regressions In: LIDAM Discussion Papers ISBA.
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2018Asymptotic distribution-free tests for semiparametric regressions with dependent data In: LIDAM Reprints ISBA.
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2020Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Reprints ISBA.
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2020Locally Robust Semiparametric Estimation In: Papers.
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2018Locally robust semiparametric estimation.(2018) In: CeMMAP working papers.
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2016Locally robust semiparametric estimation.(2016) In: CeMMAP working papers.
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2020Optimal Linear Instrumental Variables Approximations In: Papers.
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2021Optimal Linear Instrumental Variables Approximations.(2021) In: Journal of Econometrics.
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2019Quantile-Regression Inference With Adaptive Control of Size In: Papers.
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2019Quantile-Regression Inference With Adaptive Control of Size.(2019) In: Journal of the American Statistical Association.
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2020Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity In: Papers.
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2020Uniform Rates for Kernel Estimators of Weakly Dependent Data In: Papers.
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2020Regression Discontinuity Design with Multivalued Treatments In: Papers.
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2006Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models In: Journal of the American Statistical Association.
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2005Goodness-of-fit Tests for Linear and Non-linear Time Series Models.(2005) In: Faculty Working Papers.
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2010Backtesting Parametric Value-at-Risk With Estimation Risk In: Journal of Business & Economic Statistics.
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2008Backtesting Parametric Value-at-Risk with Estimation Risk.(2008) In: CAEPR Working Papers.
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2012Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing In: Boston College Working Papers in Economics.
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2014Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing.(2014) In: Journal of Econometrics.
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2020Nonparametric Euler Equation Identification and Estimation In: Boston College Working Papers in Economics.
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2015Nonparametric Euler Equation Identification andEstimation.(2015) In: Cambridge Working Papers in Economics.
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2020Nonparametric Euler Equation Identi?cation and Estimation.(2020) In: Cambridge Working Papers in Economics.
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2021NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION.(2021) In: Econometric Theory.
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2015Nonparametric Euler equation identification and estimation.(2015) In: CeMMAP working papers.
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2010Testing conditional monotonicity in the absence of smoothness In: UC3M Working papers. Economics.
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2011Conditional stochastic dominance testing In: UC3M Working papers. Economics.
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2013Conditional Stochastic Dominance Testing.(2013) In: Journal of Business & Economic Statistics.
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2003Generalized spectral tests for the martingale difference hypothesis In: DES - Working Papers. Statistics and Econometrics. WS.
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2006Generalized spectral tests for the martingale difference hypothesis.(2006) In: Journal of Econometrics.
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2006A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS In: Econometric Theory.
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2005A Consistent Diagnostic Test for Regression Models Using Projections.(2005) In: Faculty Working Papers.
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2009ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS In: Econometric Theory.
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2009QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS In: Econometric Theory.
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2010ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS In: Econometric Theory.
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2009ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS.(2009) In: CAEPR Working Papers.
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2021IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT In: Econometric Theory.
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2011A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers.
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2009Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators In: Economics Bulletin.
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2006Testing the martingale difference hypothesis using integrated regression functions In: Computational Statistics & Data Analysis.
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2006Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.(2006) In: Faculty Working Papers.
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2010Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications In: Computational Statistics & Data Analysis.
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