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Escanciano, J. Carlos
143  Ergebnisse:
Personensuche X
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1

Backtesting parametric value-at-risk with estimation risk:

, In: Journal of business & economic statistics
Escanciano, J. Carlos. (2010)  1 - p. 36-51
Exemplare: Zentrale;
 
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2

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..
 
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3

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..
 
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4

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/..
 
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5

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/..
 
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6

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..
 
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7

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/..
 
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8

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/..
 
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9

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/..
 
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10

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/..
 
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11

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..
 
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12

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/..
 
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13

Weak convergence of non-stationary multivariate marked proc..:

Escanciano, J. Carlos
Journal of Multivariate Analysis.  98 (2007)  7 - p. 1321-1336 , 2007
Link: https://doi.org/10.1016/..
 
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14

Goodness-of-fit tests for linear and nonlinear time series ..:

, In: Journal of the American Statistical Association / ed. W. Allen Wallis
Escanciano, Carlos. (2006)  - p. 530-541
Exemplare: Zentrale;
 
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15

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..
 
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