The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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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.
Escanciano Reyero, Juan Carlos jescanci@eco.uc3m.es
Publications
- Articles 32
- Books 0
- Book chapters 3
- Conferences 5
- Working papers 7
- Technical reports 0
- Research projects 3
- Supervised theses 0
- Patent or software license 0
A Nonparametric Distribution-Free Test for Serial Independence of Errors
- Du, Zaichao
- Escanciano Reyero, Juan Carlos
Econometric Reviews (p. 1010-1033) - 9/2014
https://doi.org/10.1080/07474938.2014.956616 View at source
- ISSN 0747-4938
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
A simple data-driven estimator for the semiparametric sample selection model
- Escanciano Reyero, Juan Carlos
- Zhu, Lin
Econometric Reviews (p. 733-761) - 8/2016
https://doi.org/10.1080/07474938.2014.956577 View at source
- ISSN 0747-4938
An automatic Portmanteau test for serial correlation
- Escanciano Reyero, Juan Carlos
- Lobato, Ignacio N.
Journal of Econometrics - 1/2009
https://doi.org/10.1016/j.jeconom.2009.03.001 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Approximating the critical values of Cram¿-von Mises tests in general parametric conditional specifications
- Escanciano Reyero, Juan Carlos
- Jacho Chavez, David T.
Computational Statistics and Data Analysis - 1/2010
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
- Escanciano Reyero, Juan Carlos
ECONOMETRIC THEORY - 1/2010
https://doi.org/10.1017/s0266466609990090 View at source
- EISSN 1469-4360
- ISSN 0266-4666
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
Automatic Portmanteau Tests with Applications to Market Risk Management
- Escanciano Reyero, Juan Carlos
- Du, Zaichao
- Zhu, Guangwei
Stata Journal (p. 901-915) - 3/2017
https://doi.org/10.1177/1536867x1801700408 View at source
- ISSN 1536-867X
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
- Escanciano Reyero, Juan Carlos
- L Lobato, Ignacio
- Zhu, Lin
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (p. 426-437) - 10/2013
https://doi.org/10.1080/07350015.2013.803973 View at source
- EISSN 1537-2707
- ISSN 0735-0015
Backtesting expected shortfall: accounting for tail risk
- Escanciano Reyero, Juan Carlos
- Du, Zaichao
MANAGEMENT SCIENCE (p. 940-958) - 3/2016
https://doi.org/10.1287/mnsc.2015.2342 View at source
- EISSN 1526-5501
- ISSN 0025-1909
This researcher has no books.
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
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
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
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
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
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
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
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
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
Estimation of split points in misspecified decision trees
- Escanciano Reyero, Juan Carlos
2020
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
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
Regression Discontinuity Design with Multivalued Treatments
- Escanciano Reyero, Juan Carlos
- Caetano, Carolina
- Caetano, Gregorio
2020
Editor: CORNELL UNIVERSITY
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
This researcher has no technical reports.
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
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.
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)
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
Period: 01-01-2023 - 31-12-2026
Type of funding: National
Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)
This researcher has no supervised thesis.
This researcher has no patents or software licenses.
Research groups
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