E-LIB Suche - Ergebnisse für: Escanciano, Juan Carlos

1

The case for CASE: Estimating heterogeneous systemic effect:

Du, Zaichao ; Escanciano, Juan Carlos ; Zhu, Guangwei
Journal of Banking & Finance. 157 (2023) - p. 107022 , 2023

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

2

Irregular identification of structural models with nonparam..:

Escanciano, Juan Carlos
Journal of Econometrics. 234 (2023) 1 - p. 106-127 , 2023

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

3

Generalized band spectrum estimation with an application to..:

Choi, Jinho ; Escanciano, Juan Carlos ; Guo, Junjie
Journal of Applied Econometrics. 37 (2022) 5 - p. 1055-1078 , 2022

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

4

Locally Robust Semiparametric Estimation:

Chernozhukov, Victor ; Escanciano, Juan Carlos ; Ichimura, Hidehiko..
Econometrica. 90 (2022) 4 - p. 1501-1535 , 2022

Link: https://doi.org/10.3982/..

5

Optimal Linear Instrumental Variables Approximations:

Escanciano, Juan Carlos ; Li, Wei
Journal of Econometrics. 221 (2021) 1 - p. 223-246 , 2021

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

6

SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION:

Escanciano, Juan Carlos
Econometric Theory. 38 (2021) 2 - p. 301-338 , 2021

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

7

NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION:

Escanciano, Juan Carlos ; Hoderlein, Stefan ; Lewbel, Arthur..
Econometric Theory. 37 (2020) 5 - p. 851-891 , 2020

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

8

TWO-STEP SEMIPARAMETRIC EMPIRICAL LIKELIHOOD INFERENCE:

Bravo, Francesco ; Escanciano, Juan Carlos ; Van Keilegom, Ingrid
The Annals of Statistics. 48 (2020) 1 - p. 1-26 , 2020

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

9

IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUM..:

Caetano, Carolina ; Escanciano, Juan Carlos
Econometric Theory. 37 (2020) 3 - p. 464-494 , 2020

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

10

Measuring Asset Market Linkages: Nonlinear Dependence and T..:

Escanciano, Juan Carlos ; Hualde, Javier
Journal of Business & Economic Statistics. 39 (2019) 2 - p. 453-465 , 2019

Link: https://doi.org/10.1080/..

11

A simple and robust estimator for linear regression models ..:

Escanciano, Juan Carlos
The Econometrics Journal. 21 (2018) 1 - p. 36-54 , 2018

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

12

ASYMPTOTIC DISTRIBUTION-FREE TESTS FOR SEMIPARAMETRIC REGRE..:

Escanciano, Juan Carlos ; Pardo-Fernández, Juan Carlos ; Van Keilegom, Ingrid
The Annals of Statistics. 46 (2018) 3 - p. 1167-1196 , 2018

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

13

Automatic Portmanteau Tests with Applications to Market Ris..:

Zhu, Guangwei ; Du, Zaichao ; Escanciano, Juan Carlos
The Stata Journal: Promoting communications on statistics and Stata. 17 (2017) 4 - p. 901-915 , 2017

Link: https://doi.org/10.1177/..

14

Automatic Portmanteau Tests with Applications to Market Ris..:

Zhu, Guangwei ; Du, Zaichao ; Escanciano, Juan Carlos
The Stata Journal: Promoting communications on statistics and Stata. 17 (2017) 4 - p. 901-915 , 2017

Link: https://doi.org/10.1177/..

15

Semiparametric Estimation of Risk–Return Relationships:

Escanciano, Juan Carlos ; Pardo-Fernández, Juan Carlos ; Van Keilegom, Ingrid
Journal of Business & Economic Statistics. 35 (2017) 1 - p. 40-52 , 2017

Link: https://doi.org/10.1080/..