Juan Carlos Escanciano : Citation Profile

Universidad Carlos III de Madrid

18

H index

28

i10 index

1118

Citations

RESEARCH PRODUCTION:

45

Articles

62

Papers

2

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 50
   Journals where Juan Carlos Escanciano has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 52 (4.44 %)

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: 2025-12-20    RAS profile: 2024-12-10    
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Relations with other researchers

Works with:

Srisuma, Sorawoot (3)

LINTON, OLIVER (3)

Lewbel, Arthur (3)

hoderlein, stefan (3)

Chernozhukov, Victor (2)

Ichimura, Hidehiko (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)

Kim, Jae (26)

Zhu, Ke (24)

Chernozhukov, Victor (22)

Francq, Christian (19)

Lyócsa, Štefan (17)

Hurlin, Christophe (15)

Zakoian, Jean-Michel (15)

Newey, Whitney (14)

LINTON, OLIVER (14)

Cites to:

Chen, Xiaohong (62)

Van Keilegom, Ingrid (39)

Newey, Whitney (38)

LINTON, OLIVER (37)

Bierens, Herman (33)

Powell, James (27)

Chernozhukov, Victor (22)

Velasco, Carlos (21)

Li, Qi (21)

Andrews, Donald (20)

Hong, Yongmiao (20)

Main data

Where Juan Carlos Escanciano has published?

Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory7
Journal of Business & Economic Statistics4
Computational Statistics & Data Analysis3
Econometric Reviews2
Quantitative Economics2
Journal of Banking & Finance2
Journal of Applied Econometrics2

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.org12
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies5
CeMMAP working papers / Institute for Fiscal Studies4
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
LIDAM Reprints ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Boston College Working Papers in Economics / Boston College Department of Economics2
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía2

Recent works citing Juan Carlos Escanciano (2025 and 2024)

YearTitle of citing document
2025Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity. (2025). Lee, Myoung-jae ; Han, Chirok. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361264.

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2024A penalised bootstrap estimation procedure for the explained Gini coefficient. (2024). Pircalabelu, Eugen ; Heuchenne, Cedric ; Jacquemain, Alexandre. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024005.

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2024The effect of stock splits on liquidity in a dynamic model. (2024). LINTON, OLIVER ; Wang, Linqi ; Hafner, Christian. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024007.

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2024Double/Debiased Machine Learning for Treatment and Causal Parameters. (2024). Newey, Whitney ; Hansen, Christian ; Chernozhukov, Victor ; Demirer, Mert ; Robins, James ; Duflo, Esther ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2025Minimax Semiparametric Learning With Approximate Sparsity. (2022). Zhu, Yinchu ; Newey, Whitney ; Chernozhukov, Victor ; Bradic, Jelena. In: Papers. RePEc:arx:papers:1912.12213.

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2025Generalized Lee Bounds. (2023). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720.

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2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Adversarial Estimation of Riesz Representers. (2024). Newey, Whitney ; Chernozhukov, Victor ; Syrgkanis, Vasilis ; Singh, Rahul. In: Papers. RePEc:arx:papers:2101.00009.

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2024Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension. (2024). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2024Automatic Debiased Machine Learning via Riesz Regression. (2024). Newey, Whitney ; Chernozhukov, Victor ; Quintas-Martinez, Victor ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2104.14737.

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2024Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2024). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780.

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2024Multiway empirical likelihood. (2024). Matsushita, Yukitoshi ; Otsu, Taisuke ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

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2025Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves. (2025). Singh, Rahul ; Xu, Liyuan ; Gretton, Arthur. In: Papers. RePEc:arx:papers:2111.03950.

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2024Robustness, Heterogeneous Treatment Effects and Covariate Shifts. (2024). Spini, Pietro Emilio. In: Papers. RePEc:arx:papers:2112.09259.

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2024Long Story Short: Omitted Variable Bias in Causal Machine Learning. (2024). Cinelli, Carlos ; Chernozhukov, Victor ; Newey, Whitney ; Syrgkanis, Vasilis ; Sharma, Amit. In: Papers. RePEc:arx:papers:2112.13398.

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2025Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects. (2024). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2024Multinomial Backtesting of Distortion Risk Measures. (2024). Weber, Stefan ; Bettels, Soren ; Kim, Sojung. In: Papers. RePEc:arx:papers:2201.06319.

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2025Tail-GAN: Learning to Simulate Tail Risk Scenarios. (2023). Xu, Renyuan ; Cont, Rama ; Cucuringu, Mihai ; Zhang, Chao. In: Papers. RePEc:arx:papers:2203.01664.

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2025Isotonic propensity score matching. (2025). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2024Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs. (2024). Zhang, YI ; Imai, Kosuke ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:2208.13323.

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2024A Consistent ICM-based $\chi^2$ Specification Test. (2024). Tsyawo, Emmanuel ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2208.13370.

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2024E-backtesting. (2024). Wang, Ruodu ; Ziegel, Johanna. In: Papers. RePEc:arx:papers:2209.00991.

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2025Post Reinforcement Learning Inference. (2024). Syrgkanis, Vasilis ; Zhan, Ruohan. In: Papers. RePEc:arx:papers:2302.08854.

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2024Marginal treatment effects in the absence of instrumental variables. (2024). Pan, Zhewen ; Wang, Zhengxin ; Zhou, Yahong ; Zhang, Junsen. In: Papers. RePEc:arx:papers:2401.17595.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030.

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2025Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation. (2024). Syrgkanis, Vasilis ; Jin, Jikai. In: Papers. RePEc:arx:papers:2402.14264.

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2025Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection. (2024). Yuhao, LI ; Rui, Cui. In: Papers. RePEc:arx:papers:2403.10352.

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2025Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2025). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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2025Statistical Inference of Optimal Allocations I: Regularities and their Implications. (2024). Feng, Kai ; Hong, Han. In: Papers. RePEc:arx:papers:2403.18248.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024Simultaneous Inference for Local Structural Parameters with Random Forests. (2024). Syrgkanis, Vasilis ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2405.07860.

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2024Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction. (2024). Oka, Tatsushi ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2407.16037.

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2024Identification and inference of outcome conditioned partial effects of general interventions. (2024). Zhang, Zhengyu ; Jin, Zequn ; Lin, Lihua. In: Papers. RePEc:arx:papers:2407.16950.

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2025Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics. (2025). Chen, Xingyu ; Mukherjee, Rajarshi ; Liu, Lin. In: Papers. RePEc:arx:papers:2408.06103.

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2025The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661.

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2024Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters. (2024). Kasiviswanathan, Shiva ; Blobaum, Patrick ; Dalal, Abhinandan ; Ramdas, Aaditya. In: Papers. RePEc:arx:papers:2408.09598.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

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2024Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208.

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2024Treatment Evaluation at the Intensive and Extensive Margins. (2024). Veliyev, Bezirgen ; Heiler, Phillip ; Kaufmann, Asbjorn. In: Papers. RePEc:arx:papers:2412.11179.

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2025Gradients can train reward models: An Empirical Risk Minimization Approach for Offline Inverse RL and Dynamic Discrete Choice Model. (2025). Kang, Enoch H ; Yoganarasimhan, Hema ; Jain, Lalit. In: Papers. RePEc:arx:papers:2502.14131.

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2025Testing Conditional Stochastic Dominance at Target Points. (2025). Kim, Deborah ; Canay, Ivan A ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2503.14747.

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2025A Nonparametric Test of Slutsky Symmetry. (2025). Sithole, Lonjezo ; Gunsilius, Florian. In: Papers. RePEc:arx:papers:2505.05603.

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2025Heterogeneity Analysis with Heterogeneous Treatments. (2025). Knaus, Michael ; Heiler, Phillip. In: Papers. RePEc:arx:papers:2507.01517.

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2025Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks. (2025). Oka, Tatsushi ; Uto, Shingo ; Yasui, Shota ; Byambadalai, Undral ; Hirata, Tomu. In: Papers. RePEc:arx:papers:2507.07738.

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2025Policy Learning under Unobserved Confounding: A Robust and Efficient Approach. (2025). Jin, Zequn ; Xu, Gaoqian ; Zheng, XI ; Zhou, Yahong. In: Papers. RePEc:arx:papers:2507.20550.

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2025Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619.

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2025Beyond the Average: Distributional Causal Inference under Imperfect Compliance. (2025). Byambadalai, Undral ; Hirata, Tomu ; Oka, Tatsushi ; Yasui, Shota. In: Papers. RePEc:arx:papers:2509.15594.

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2025Robust Semiparametric Inference for Bayesian Additive Regression Trees. (2025). Liu, Ruixuan ; Breunig, Christoph ; Yu, Zhengfei. In: Papers. RePEc:arx:papers:2509.24634.

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2025Specification tests for regression models with measurement errors. (2025). Song, Xiaojun ; Yuan, Jichao. In: Papers. RePEc:arx:papers:2511.04127.

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2025Standard and comparative e-backtests for general risk measures. (2025). Wang, Qiuqi ; Jiao, Zhanyi ; Zhao, Yimiao. In: Papers. RePEc:arx:papers:2511.05840.

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2025Learning bounds for doubly-robust covariate shift adaptation. (2025). Ma, Cong ; Lee, Jeonghwan. In: Papers. RePEc:arx:papers:2511.11003.

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2025Empirical Likelihood for Random Forests and Ensembles. (2025). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2511.13934.

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2024Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic. (2024). Lee, Sokbae (Simon) ; Chen, Xiaohong ; Seo, Myung Hwan ; Song, Myunghyun. In: CeMMAP working papers. RePEc:azt:cemmap:26/24.

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2024Biases in inequality of opportunity estimates: measures and solutions.. (2024). Salas-Rojo, Pedro ; Brunori, Paolo ; Moramarco, Domenico. In: SERIES. RePEc:bai:series:series_wp_02-2024.

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2024The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model. (2024). LINTON, OLIVER ; Wang, L ; Hafner, C M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2410.

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2024The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model. (2024). LINTON, OLIVER ; Wang, L ; Hafner, C M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2404.

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2025Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623.

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2024Empirical likelihood in a partially linear single-index model with censored response data. (2024). Xue, Liugen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002232.

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2024Goodness–of–fit tests based on the min–characteristic function. (2024). Meintanis, S G ; Jimenezgamero, M D ; Miloevi, B. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000720.

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2025Unified specification tests in partially linear time series models. (2025). Sun, Shuang ; Song, Xiaojun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001580.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2025Identification of quantile regression models with endogeneity. (2025). Wang, Qian. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002368.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Identification of multi-valued treatment effects with unobserved heterogeneity. (2024). Fusejima, Koki. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002798.

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2024Matching points: Supplementing instruments with covariates in triangular models. (2024). Feng, Junlong. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002956.

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2024Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice. (2024). Meango, Romuald ; Henry, Marc ; Mourifie, Ismael. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002877.

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2024Estimation of complier expected shortfall treatment effects with a binary instrumental variable. (2024). He, Xuming ; Tan, Kean Ming ; Wei, BO. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002889.

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2024Testing specification of distribution in stochastic frontier analysis. (2024). Zhang, Xibin ; Wang, Shouxia ; Cheng, Ming-Yen ; Xia, Lucy. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000677.

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2024A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhou, Yeqing ; Zhang, Yaowu ; Zhu, Liping. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

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2024Local regression distribution estimators. (2024). Jansson, Michael ; Cattaneo, Matias ; Ma, Xinwei. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000427.

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2024Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators. (2024). Mukherjee, Rajarshi ; Liu, Lin ; Robins, James M. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623002166.

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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2024Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment. (2024). Xie, Haitian. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001301.

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2024A Correlated Random Coefficient panel model with time-varying endogeneity. (2024). Laage, Louise. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001507.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

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2025Multiway empirical likelihood. (2025). Matsushita, Yukitoshi ; Chiang, Harold D ; Otsu, Taisuke. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002069.

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2025An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83.

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2024Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Lyu, Yongjian ; Ke, Rui ; Yang, MO ; Chang, Jianing ; Qin, Fanshu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

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2024Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2024Risk quantification and validation for green energy markets: New insight from a credibility theory approach. (2024). Syuhada, Khreshna ; Hakim, Arief. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001703.

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2024The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk. (2024). Galan, Jorge E. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301340.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Fritzsch, Simon ; Timphus, Maike ; Weiss, Gregor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2025A conditional distribution function-based measure for independence and K-sample tests in multivariate data. (2025). Zhou, Hongyi ; Wang, LI ; Yang, Ying ; Ma, Weidong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x2400085x.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Wei, YU ; Lyu, Yongjian ; Ke, Rui ; Kong, Mengzhen ; Qin, Fanshu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2025Exploring nonlinear tail dependencies: Cryptocurrencies, stablecoins, and commodity markets amid monetary shifts. (2025). Guven, Murat ; Atik, Zehra ; Calisir, Fethi ; Koksalmis, Gulsah Hancerliogullari ; Guloglu, Bulent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001308.

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2024Instrument-residual estimator for multi-valued instruments under full monotonicity. (2024). Lee, Myoung-jae ; Kim, Bora. In: Statistics & Probability Letters. RePEc:eee:stapro:v:213:y:2024:i:c:s0167715224001561.

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2025Unified specification tests in partially linear quantile regression models. (2025). Song, Xiaojun ; Yang, Zixin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002128.

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2025Consistent tests for semiparametric conditional independence. (2025). Dai, Shengtao ; Song, Xiaojun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220.

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2024Biases in inequality of opportunity estimates: measures and solutions. (2024). Rojo, Pedro Salas ; Brunori, Paolo ; Moramarco, Domenico. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125442.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: THEMA Working Papers. RePEc:ema:worpap:2024-01.

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2025Composition-Adjusted Wage Growth: A Robust Measure from Microdata. (2025). Hu, Luojia ; Honore, Bo E. In: Working Paper Series. RePEc:fip:fedhwp:101717.

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More than 100 citations found, this list is not complete...

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.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS.(2013) In: CAEPR Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2017Semiparametric Estimation of Risk–Return Relationships.(2017) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 2		article
2015Asymptotic distribution-free tests for semiparametric regressions In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper0
2015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper4
2018Asymptotic distribution-free tests for semiparametric regressions with dependent data In: LIDAM Reprints ISBA.
[Citation analysis]		paper7
2020Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Reprints ISBA.
[Citation analysis]		paper12
2020Locally Robust Semiparametric Estimation In: Papers.
[Full Text][Citation analysis]		paper119
2016Locally robust semiparametric estimation.(2016) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 119		paper
2018Locally robust semiparametric estimation.(2018) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 119		paper
2016Locally robust semiparametric estimation.(2016) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 119		paper
2022Locally Robust Semiparametric Estimation.(2022) In: Econometrica.
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This paper has nother version. Agregated cites: 119		article
2020Optimal Linear Instrumental Variables Approximations In: Papers.
[Full Text][Citation analysis]		paper2
2021Optimal Linear Instrumental Variables Approximations.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
2019Quantile-Regression Inference With Adaptive Control of Size In: Papers.
[Full Text][Citation analysis]		paper1
2019Quantile-Regression Inference With Adaptive Control of Size.(2019) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 1		article
2020Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity In: Papers.
[Full Text][Citation analysis]		paper0
2023Irregular identification of structural models with nonparametric unobserved heterogeneity.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 0		article
2020Uniform Rates for Kernel Estimators of Weakly Dependent Data In: Papers.
[Full Text][Citation analysis]		paper1
2020Regression Discontinuity Design with Multivalued Treatments In: Papers.
[Full Text][Citation analysis]		paper2
2023Regression discontinuity design with multivalued treatments.(2023) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2025Debiased Machine Learning U-statistics In: Papers.
[Full Text][Citation analysis]		paper4
2025Automatic Debiased Estimation with Machine Learning-Generated Regressors In: Papers.
[Full Text][Citation analysis]		paper0
2023On the Existence and Information of Orthogonal Moments In: Papers.
[Full Text][Citation analysis]		paper0
2023Robust Minimum Distance Inference in Structural Models In: Papers.
[Full Text][Citation analysis]		paper0
2025Extending the Scope of Inference About Predictive Ability to Machine Learning Methods In: Papers.
[Full Text][Citation analysis]		paper0
2024Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE In: Papers.
[Full Text][Citation analysis]		paper0
2013On the identification of structural linear functionals In: CeMMAP working papers.
[Full Text][Citation analysis]		paper1
2013On the identification of structural linear functionals.(2013) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Set inferences and sensitivity analysis in semiparametric conditionally identified models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper12
2013Set inferences and sensitivity analysis in semiparametric conditionally identified models.(2013) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2015Nonparametric Euler equation identification and estimation In: CeMMAP working papers.
[Full Text][Citation analysis]		paper18
2020Nonparametric Euler Equation Identification and Estimation.(2020) In: Boston College Working Papers in Economics.
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This paper has nother version. Agregated cites: 18		paper
2015Nonparametric Euler Equation Identification andEstimation.(2015) In: Cambridge Working Papers in Economics.
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This paper has nother version. Agregated cites: 18		paper
2020Nonparametric Euler Equation Identi?cation and Estimation.(2020) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION.(2021) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Nonparametric Euler equation identification and estimation.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2006Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article38
2005Goodness-of-fit Tests for Linear and Non-linear Time Series Models.(2005) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2010Backtesting Parametric Value-at-Risk With Estimation Risk In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article59
2008Backtesting Parametric Value-at-Risk with Estimation Risk.(2008) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2012Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper36
2014Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2010Testing conditional monotonicity in the absence of smoothness In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper2
2011Conditional stochastic dominance testing In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper14
2013Conditional Stochastic Dominance Testing.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2003Generalized spectral tests for the martingale difference hypothesis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper102
2006Generalized spectral tests for the martingale difference hypothesis.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		article
2007Estimation risk effects on backtesting for parametric value-at-risk models In: Working Papers.
[Full Text][Citation analysis]		paper8
2006A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article58
2005A Consistent Diagnostic Test for Regression Models Using Projections.(2005) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 58		paper
2009ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article17
2009QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article20
2010ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article11
2009ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS.(2009) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2021IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT In: Econometric Theory.
[Full Text][Citation analysis]		article3
2022SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION In: Econometric Theory.
[Full Text][Citation analysis]		article1
2011A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
2012A Simple Test for Identification in GMM under Conditional Moment Restrictions.(2012) In: Advances in Econometrics.
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This paper has nother version. Agregated cites: 6		chapter
2009Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2006Testing the martingale difference hypothesis using integrated regression functions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2006Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.(2006) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2010Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2010Data-driven smooth tests for the martingale difference hypothesis In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2007Data-Driven Smooth Tests for the Martingale Difference Hypothesis.(2007) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2007Nonparametric tests for conditional symmetry in dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2008Joint and marginal specification tests for conditional mean and variance models In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2009An automatic Portmanteau test for serial correlation In: Journal of Econometrics.
[Full Text][Citation analysis]		article143
2010Testing single-index restrictions with a focus on average derivatives In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2010Specification tests of parametric dynamic conditional quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2010Specification tests of parametric dynamic conditional quantiles.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2008Specification Tests of Parametric Dynamic Conditional Quantiles.(2008) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2012n-uniformly consistent density estimation in nonparametric regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2012Distribution-free tests of stochastic monotonicity In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2014Specification analysis of linear quantile models In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2023The case for CASE: Estimating heterogeneous systemic effects In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2012Pitfalls in backtesting Historical Simulation VaR models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2012Pitfalls in Backtesting Historical Simulation VaR Models.(2012) In: CAEPR Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2007Weak convergence of non-stationary multivariate marked processes with applications to martingale testing In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article10
2008Semiparametric estimation of dynamic conditional expected shortfall models In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article2
2017Backtesting Expected Shortfall: Accounting for Tail Risk In: Management Science.
[Full Text][Citation analysis]		article70
2007Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper3
2009PERSISTENCE IN NONLINEAR TIME SERIES: A NONPARAMETRIC APPROACH In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper1
2010The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2015Backtesting Expected Shortfall: Accounting for Tail Risk In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper13
2015Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2015Testing for Fundamental Vector Moving Average Representations In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper15
2017Testing for fundamental vector moving average representations.(2017) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 15		article
2015Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2016A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper9
2018A simple and robust estimator for linear regression models with strictly exogenous instruments.(2018) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 9		article
2017Automatic Portmanteau Tests with Applications to Market Risk Management In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper2
2017Automatic portmanteau tests with applications to market risk management.(2017) In: Stata Journal.
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This paper has nother version. Agregated cites: 2		article
2017Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2017Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper2
2021Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk.(2021) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2011Robust Backtesting Tests for Value-at-risk Models In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article29
2009Testing the Martingale Hypothesis In: Palgrave Macmillan Books.
[Citation analysis]		chapter22
2007Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper1
2015A Nonparametric Distribution-Free Test for Serial Independence of Errors In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2015A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2013Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article8
2010Specification Analysis of Structural Quantile Regression Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2006Joint Diagnostic Tests for Conditional Mean and Variance Specifications In: Faculty Working Papers.
[Full Text][Citation analysis]		paper1
2005On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions In: Faculty Working Papers.
[Full Text][Citation analysis]		paper0
2004Model Checks Using Residual Marked Empirical Processes In: Faculty Working Papers.
[Full Text][Citation analysis]		paper8
2022Generalized band spectrum estimation with an application to the New Keynesian Phillips curve In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2
2016Identification and estimation of semiparametric two‐step models In: Quantitative Economics.
[Full Text][Citation analysis]		article22

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