Juan Carlos Escanciano : Citation Profile

Universidad Carlos III de Madrid

18

H index

27

i10 index

1056

Citations

RESEARCH PRODUCTION:

45

Articles

62

Papers

2

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 50
   Journals where Juan Carlos Escanciano has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 52 (4.69 %)

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: 2025-03-22    RAS profile: 2024-12-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Srisuma, Sorawoot (3)

LINTON, OLIVER (3)

hoderlein, stefan (3)

Lewbel, Arthur (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)

Kim, Jae (26)

Darné, Olivier (26)

Zhu, Ke (24)

Chernozhukov, Victor (22)

Hurlin, Christophe (15)

Francq, Christian (15)

Zakoian, Jean-Michel (15)

LINTON, OLIVER (14)

Newey, Whitney (14)

Lyócsa, Štefan (14)

Cites to:

Chen, Xiaohong (65)

Van Keilegom, Ingrid (39)

Newey, Whitney (38)

Bierens, Herman (37)

LINTON, OLIVER (37)

Powell, James (27)

Li, Qi (23)

Chernozhukov, Victor (22)

Hong, Yongmiao (22)

Velasco, Carlos (21)

Andrews, Donald (20)

Main data

Production by document typepaperchapterarticle2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 18Most cited documents1234567891011121314151617181920050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

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
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Adversarial Estimation of Riesz Representers. (2020). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2101.00009.

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2024Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2024Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression. (2021). Chernozhukov, Victor ; Syrgkanis, Vasilis ; Quintas-Martinez, Victor ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2104.14737.

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2024Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2021). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780.

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2024Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

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2024Robustness, Heterogeneous Treatment Effects and Covariate Shifts. (2021). Spini, Pietro Emilio. In: Papers. RePEc:arx:papers:2112.09259.

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2024Omitted 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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2024A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2024Multinomial Backtesting of Distortion Risk Measures. (2022). Kim, Sojung ; Bettels, Soren ; Weber, Stefan. In: Papers. RePEc:arx:papers:2201.06319.

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2025Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2024Safe 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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2024A Consistent ICM-based $\chi^2$ Specification Test. (2022). Tsyawo, Emmanuel Selorm ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2208.13370.

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2024E-backtesting. (2022). Ziegel, Johanna ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2209.00991.

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2024Post-Episodic Reinforcement Learning Inference. (2023). Zhan, Ruohan ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.08854.

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2024Structure-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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2024Goodness-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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2024Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2024). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. 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). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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2024Uniform Inference for Subsampled Moment Regression. (2024). Syrgkanis, Vasilis ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2405.07860.

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

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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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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). Mourifie, Ismael ; Meango, Romuald ; Henry, Marc. 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 ; Xia, Lucy ; Wang, Shouxia ; Cheng, Ming-Yen. 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). Zhu, Liping ; Zhou, Yeqing ; Zhang, Yaowu. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

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2024Local regression distribution estimators. (2024). Ma, Xinwei ; Jansson, Michael ; Cattaneo, Matias D. 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). Robins, James M ; Mukherjee, Rajarshi ; Liu, Lin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623002166.

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

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2024Risk quantification and validation for green energy markets: New insight from a credibility theory approach. (2024). Hakim, Arief ; Syuhada, Khreshna. 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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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). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. 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 ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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

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2024Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study. (2024). Lalon, Raad ; Abedin, Mohammad Zoynul ; Mozumder, Sharif ; Hossain, Amjad. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10545-6.

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2024Modeling the tail risk of crude oil futures using a quantum approach. (2024). Jeong, Minhyuk ; Ahn, Kwangwon. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04221-9.

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2024Herausforderungen des finanziellen Risikomanagements: Eine empirische Untersuchung des Value at Risk-Ansatzes in Stresssituationen. (2024). Barz, Till ; Nastansky, Andreas. In: Statistische Diskussionsbeiträge. RePEc:pot:statdp:57.

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2024Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596.

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2024Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620.

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2025Omnibus diagnostic procedures for vector multiplicative errors models. (2025). Ngatchou-Wandji, Joseph ; Meintanis, Simos G ; Hudecov, Rka. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01653-y.

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2024Partly linear instrumental variables regressions without smoothing on the instruments. (2024). Lapenta, Elia ; Florens, Jean-Pierre. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00931-z.

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2024Specifications tests for count time series models with covariates. (2024). Hukov, Marie ; Hudecov, Rka ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2024Identifying factors via automatic debiased machine learning. (2024). Wang, Zhuo ; Maasoumi, Esfandiar ; Wu, KE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:438-461.

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Juan Carlos Escanciano is editor of

Journal  ↓  ↓
Advances in Econometrics

Works by Juan Carlos Escanciano:

Year  ↓Title  ↓Type  ↓Cited  ↓
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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2015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 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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2022Locally Robust Semiparametric Estimation.(2022) In: Econometrica.
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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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2023Irregular identification of structural models with nonparametric unobserved heterogeneity.(2023) In: Journal of Econometrics.
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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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2023Regression discontinuity design with multivalued treatments.(2023) In: Journal of Applied Econometrics.
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2023Machine Learning Inference on Inequality of Opportunity In: Papers.
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2023Automatic Locally Robust Estimation with Generated Regressors In: Papers.
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2023On the Existence and Information of Orthogonal Moments In: Papers.
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2023Robust Minimum Distance Inference in Structural Models In: Papers.
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2024Extending the Scope of Inference About Predictive Ability to Machine Learning Methods In: Papers.
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2024Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE In: Papers.
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2013On the identification of structural linear functionals.(2013) In: CeMMAP working papers.
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2013Set inferences and sensitivity analysis in semiparametric conditionally identified models.(2013) In: CeMMAP working papers.
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2020Nonparametric Euler Equation Identification and Estimation.(2020) 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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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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