The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Escanciano Reyero, Juan Carlos jescanci@eco.uc3m.es

Economía / Universidad Carlos III de Madrid

Publications

Regression discontinuity design with multivalued treatments

  • Caetano, Carolina
  • Caetano, Gregorio
  • Escanciano Reyero, Juan Carlos

JOURNAL OF APPLIED ECONOMETRICS (p. 799-985) - 9/2023

https://doi.org/10.1002/jae.2982 View at source

  • EISSN 1099-1255
  • ISSN 0883-7252

The case for CASE: Estimating heterogeneous systemic effects

  • Du, Zaichao
  • Escanciano Reyero, Juan Carlos
  • Zhu, Guangwei

Journal of Banking and Finance - 12/2023

https://doi.org/10.1016/j.jbankfin.2023.107022 View at source

Generalized band spectrum estimation with an application to the New Keynesian Phillips curve

  • Choi, Jinho
  • Escanciano Reyero, Juan Carlos
  • Guo, Junjie

JOURNAL OF APPLIED ECONOMETRICS (p. 1055-1078) - 8/2022

https://doi.org/10.1002/jae.2901 View at source

  • EISSN 1099-1255
  • ISSN 0883-7252
Open Access

Locally Robust Semiparametric Estimation

  • Escanciano Reyero, Juan Carlos

ECONOMETRICA (p. 1501-1535) - 7/2022

Editor: CORNELL UNIVERSITY

https://doi.org/10.3982/ecta16294 View at source

  • EISSN 1468-0262
  • ISSN 0012-9682
Open Access

Identifying Multiple Marginal Effects with a Single Instrument

  • Caetano, Carolina
  • Escanciano Reyero, Juan Carlos

ECONOMETRIC THEORY (p. 1-31) - 6/2021

https://doi.org/10.1017/s0266466620000213 View at source

  • EISSN 1469-4360
  • ISSN 0266-4666
Open Access

Nonparametric Euler Equation Identification and Estimation

  • Escanciano Reyero, Juan Carlos
  • Hoderlein, Stefan
  • Lewbel, Arthur
  • Linton, Oliver
  • Srisuma, Sorawoot

ECONOMETRIC THEORY (p. 851-891) - 9/2020

https://doi.org/10.1017/s0266466620000365 View at source

  • EISSN 1469-4360
  • ISSN 0266-4666
Open Access

Two-step semiparametric empirical likelihood inference

  • Escanciano Reyero, Juan Carlos
  • Bravo, Francesco
  • Van Keilegom, Ingrid

ANNALS OF STATISTICS (p. 1-26) - 2/2020

https://doi.org/10.1214/18-aos1788 View at source

  • EISSN 0003-4851
  • ISSN 0090-5364
Open Access

Quantile-Regression Inference With Adaptive Control of Size

  • Escanciano Reyero, Juan Carlos
  • Goh, Sze Chuan

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (p. 1382-1393) - 7/2019

https://doi.org/10.1080/01621459.2018.1505624 View at source

  • EISSN 1537-274X
  • ISSN 0162-1459
Open Access

Asymptotic distribution-free tests for semiparametric regressions with dependent data

  • Escanciano Reyero, Juan Carlos
  • Pardo-fernandez, Juan Carlos
  • Van Keilegom, Ingrid

ANNALS OF STATISTICS (p. 1167-1196) - 6/2018

https://doi.org/10.1214/17-aos1581 View at source

  • EISSN 0003-4851
  • ISSN 0090-5364
Open Access

A simple and robust estimator for linear regression models with strictly exogenous instruments

  • Escanciano Reyero, Juan Carlos

Econometrics Journal (p. 36-54) - 2/2018

https://doi.org/10.1111/ectj.12087 View at source

  • EISSN 1368-423X
  • ISSN 1368-4221

This researcher has no books.

On the asymptotic efficiency of directional model checks for regression. In: From Statistics to Mathematical Finance: Festscrift in Honour of Winfried Stute

  • Delgado Gonzalez, Miguel Angel
  • Escanciano Reyero, Juan Carlos

From Statistics to Mathematical Finance: Festscrift in Honour of Winfried Stute (p. 71-87) - 9/2017

Editor: SPRINGER NATURE LIMITED

https://doi.org/10.1007/978-3-319-50986-0_5 View at source

  • ISBN 9783319509853

Nonparametric distribution-free model checks for multivariate dynamic regressions. In: Contemporary Developments in Statistical Theory. A Festschrift for Hira Lal Koul

  • Escanciano Reyero, Juan Carlos
  • Delgado Gonzalez, Miguel Angel

Contemporary Developments in Statistical Theory. A Festschrift for Hira Lal Koul (p. 91-117) - 1/2014

Editor: SPRINGER

https://doi.org/10.1007/978-3-319-02651-0_7 View at source

  • ISBN 978-3-319-02651-0

Econometrics: Nonlinear Cointegration. In: Encyclopedia of Complexity and Systems Science

  • Escanciano Reyero, Juan Carlos
  • Escribano Saez, Alvaro

Encyclopedia of Complexity and Systems Science (p. 2757-2769) - 6/2009

Editor: SPRINGER

  • ISBN 978-0-387-75888-6
Open Access

Optimal Linear Instrumental Variables Approximations

  • Escanciano Reyero, Juan Carlos
  • Li, Wei

Seminars Tinbergen Instute - Online (p. 1-37) - 3/2020

Editor: ELSEVIER B.V.

https://doi.org/10.1016/j.jeconom.2020.05.002 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076
Open Access

Robust model checks with high-dimensional covariates

  • Escanciano Reyero, Juan Carlos

4th Workshop on goodness-of-fit, change-point and related problems - 2019

Editor: Universidad de Trento

Open Access

Measuring asset market linkages: nonlinear dependence and tail risk

  • Escanciano Reyero, Juan Carlos
  • Hualde, Javier

Workshop on Modelling Economic and Financial Time Series (p. 453-465) - 8/2019

https://doi.org/10.1080/07350015.2019.1668797 View at source

  • EISSN 1537-2707
  • ISSN 0735-0015

n-square uniformly consistent density estimation in nonparametric regression models

  • Escanciano Reyero, Juan Carlos
  • Jacho Chavez, David T.

Journal of Econometrics - 2012

https://doi.org/10.1016/j.jeconom.2011.09.017 View at source

A simple test for identification in GMM under conditional moment restrictions

  • Escanciano Reyero, Juan Carlos
  • Bravo, Franceesco
  • Otsu, Tai

Advances in Econometrics (p. 455-477) - 12/2012

https://doi.org/10.1108/s0731-9053(2012)0000029020 View at source

  • ISSN 0731-9053
Open Access

Estimation of split points in misspecified decision trees

  • Escanciano Reyero, Juan Carlos

2020

https://doi.org/10.2139/ssrn.3591411 View at source

Open Access

Regression Discontinuity Design with Multivalued Treatments

  • Escanciano Reyero, Juan Carlos
  • Caetano, Carolina
  • Caetano, Gregorio

2020

Editor: CORNELL UNIVERSITY

Open Access

Irregular identification of structural models with nonparametric unobserved heterogeneity

  • Escanciano Reyero, Juan Carlos

Journal of Econometrics (p. 1-22) - 1/2020

https://doi.org/10.1016/j.jeconom.2021.11.016 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076
Open Access

Semiparametric Identification and Fisher Information

  • Escanciano Reyero, Juan Carlos

ECONOMETRIC THEORY (p. 1-38) - 4/2018

Editor: ELSEVIER

https://doi.org/10.1017/s0266466621000116 View at source

  • EISSN 1469-4360
  • ISSN 0266-4666
Open Access

Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve

  • Escanciano Reyero, Juan Carlos
  • Choi, Jinho
  • Guo, Junjie

2017

Editor: CAEPR. Universidad de Indiana

Open Access

Conditional stochastic dominance testing

  • Delgado Gonzalez, Miguel Angel
  • Escanciano Reyero, Juan Carlos

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (p. 16-28) - 1/2012

Editor: Universidad Carlos III de Madrid. Departamento de Economía

https://doi.org/10.1080/07350015.2012.723556 View at source

  • EISSN 1537-2707
  • ISSN 0735-0015

Testing Conditional Monotonicity in the Absence of Smoothness

  • Delgado Gonzalez, Miguel Angel
  • Escanciano Reyero, Juan Carlos

2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

CEX2021-001181-M - Unidad de Excelencia Mª de Maeztu - Dpto. Economía UC3M

  • Cabrales Goitia, Antonio
  • Escanciano Reyero, Juan Carlos
  • Dolado Lobregad, Juan Jose
  • Delgado Gonzalez, Miguel Angel
  • Fabra Portela, Natalia
  • Pappa, Paraskevi
  • Rees, Daniel Ira
... View more Collapse

Period: 01-01-2023 - 31-12-2026

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

PGC2018-096732-B-I00 - Inferencias en Modelos Econométricos de Alta Dimensión

  • Escanciano Reyero, Juan Carlos
  • Crawford, Alan Richard

Period: 01-01-2019 - 30-09-2022

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

SEJ2007-62908 - Contrastes de Especificación de Modelos Econométricos.

  • Delgado Gonzalez, Miguel Angel
  • Ibañez Rodriguez, Alfredo
  • Velasco Gomez, Carlos
  • Escanciano Reyero, Juan Carlos
  • Dominguez Toribio, Manuel Angel
  • Robinson, Peter Michael
  • Lobato García-miján ., Ignacio
  • Hidalgo Moreno, Francisco Javier
  • Lasak ., Katarzyna Aleksandra
  • Wagner, Ulrich J
  • Kredler, Matthias
  • Kheifets, Igor
  • Rachinger, Heiko
  • Wang, Xuexin
  • Mukhopadhyay, Abhiroop
  • Risi, Francesco
... View more Collapse

Period: 01-10-2007 - 31-12-2012

Type of funding: National

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA SEC. DE ESTADO DE UNIVERSIDADES E INVEST.

Essays on Semiparametric Identification and Estimation

  • Escanciano Reyero, Juan Carlos
  • Perez Izquierdo, Telmo Juan

Reading date: 26-04-2023

This researcher has no patents or software licenses.

Last data update: 8/27/24 2:36 PM