E-LIB Suche - Ergebnisse für: Carlos Escanciano, J.

1

Joint and marginal specification tests for conditional mean..:

Carlos Escanciano, J.
Journal of Econometrics. 143 (2008) 1 - p. 74-87 , 2008

Link: https://doi.org/10.1016/..

2

Nonparametric tests for conditional symmetry in dynamic mod..:

Delgado, Miguel A. ; Carlos Escanciano, J.
Journal of Econometrics. 141 (2007) 2 - p. 652-682 , 2007

Link: https://doi.org/10.1016/..

3

A Consistent Diagnostic Test for Regression Models Using Pr..:

J. Carlos Escanciano
Econometric Theory. 22 (2006) 6 - p. 1030-1051 , 2006

Link: https://www.jstor.org/st..

4

Regression discontinuity design with multivalued treatments:

Caetano, Carolina ; Caetano, Gregorio ; Carlos Escanciano, Juan
Journal of Applied Econometrics. 38 (2023) 6 - p. 840-856 , 2023

Link: https://doi.org/10.1002/..

5

A Simple Test for Identification in GMM under Conditional M..:

, In: Essays in Honor of Jerry Hausman; Advances in Econometrics,

Bravo, Francesco ; Carlos Escanciano, Juan ; Otsu, Taisuke - p. 455-477 , 2012

Link: https://doi.org/10.1108/..

6

Backtesting parametric value-at-risk with estimation risk:

, In: Journal of business & economic statistics

Escanciano, J. Carlos. (2010) 1 - p. 36-51

Exemplare: Zentrale;

7

ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKE..:

Escanciano, J. Carlos
Econometric Theory. 26 (2010) 3 - p. 744-773 , 2010

Link: https://www.jstor.org/st..

8

Backtesting Parametric Value-at-Risk With Estimation Risk:

Escanciano, J. Carlos ; Olmo, Jose
Journal of Business & Economic Statistics. 28 (2010) 1 - p. 36-51 , 2010

Link: https://www.jstor.org/st..

9

Backtesting Parametric Value-at-Risk With Estimation Risk:

Escanciano, J. Carlos ; Olmo, Jose
Journal of Business & Economic Statistics. 28 (2010) 1 - p. 36-51 , 2010

Link: https://doi.org/10.1198/..

10

Testing the Martingale Hypothesis:

, In: Palgrave Handbook of Econometrics,

Escanciano, J. Carlos ; Lobato, Ignacio N. - p. 972-1003 , 2009

Link: https://doi.org/10.1057/..

11

On the Lack of Power of Omnibus Specification Tests:

Escanciano, J. Carlos
Econometric Theory. 25 (2009) 1 - p. 162-194 , 2009

Link: https://www.jstor.org/st..

12

ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKE..:

Escanciano, J. Carlos
Econometric Theory. 26 (2009) 3 - p. 744-773 , 2009

Link: https://doi.org/10.1017/..

13

ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS:

Escanciano, J. Carlos
Econometric Theory. 25 (2009) 1 - p. 162-194 , 2009

Link: https://doi.org/10.1017/..

14

An automatic Portmanteau test for serial correlation:

Escanciano, J. Carlos ; Lobato, Ignacio N.
Journal of Econometrics. 151 (2009) 2 - p. 140-149 , 2009

Link: https://doi.org/10.1016/..

15

MODEL CHECKS USING RESIDUAL MARKED EMPIRICAL PROCESSES:

Escanciano, J. Carlos
Statistica Sinica. 17 (2007) 1 - p. 115-138 , 2007

Link: https://www.jstor.org/st..