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
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
Testing for fundamental vector moving average representations
- Escanciano Reyero, Juan Carlos
- Chen, Bin
- Choi, Jinho
Quantitative Economics (p. 149-180) - 3/2017
https://doi.org/10.3982/qe393 View at source
- EISSN 1759-7331
- ISSN 1759-7323
Identification and estimation of semiparametric two-step models
- Escanciano Reyero, Juan Carlos
- Jacho-chavez, David
- Lewbel, Arthur
Quantitative Economics (p. 561-589) - 7/2016
https://doi.org/10.3982/qe328 View at source
- EISSN 1759-7331
- ISSN 1759-7323
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
Distribution-free tests of conditional moment inequalities
- Delgado Gonzalez, Miguel Angel
- Escanciano Reyero, Juan Carlos
Journal of Statistical Planning and Inference (p. 99-108) - 6/2016
https://doi.org/10.1016/j.jspi.2015.12.005 View at source
- EISSN 1873-1171
- ISSN 0378-3758
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
Distribution-free tests of stochastic monotonicity
- Delgado Gonzalez, Miguel Angel
- Escanciano Reyero, Juan Carlos
Journal of Econometrics (p. 68-75) - 9/2012
https://doi.org/10.1016/j.jeconom.2012.02.005 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Testing single-index restrictions with a focus on average derivatives
- Escanciano Reyero, Juan Carlos
- Song, Kyungchul
Journal of Econometrics - 1/2010
https://doi.org/10.1016/j.jeconom.2009.11.007 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Specification Tests of Parametric Dynamic Conditional Quantiles
- Escanciano Reyero, Juan Carlos
- Velasco Gomez, Carlos
Journal of Econometrics (p. 209-221) - 11/2010
https://doi.org/10.1016/j.jeconom.2010.06.003 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Joint and marginal specification tests for conditional mean and variance models
- Escanciano Reyero, Juan Carlos
Journal of Econometrics - 1/2008
https://doi.org/10.1016/j.jeconom.2007.08.010 View at source
- EISSN 1872-6895
- ISSN 0304-4076
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
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
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
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
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
Estimation of split points in misspecified decision trees
- Escanciano Reyero, Juan Carlos
2020
Testing Conditional Monotonicity in the Absence of Smoothness
- Delgado Gonzalez, Miguel Angel
- Escanciano Reyero, Juan Carlos
2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
Regression Discontinuity Design with Multivalued Treatments
- Escanciano Reyero, Juan Carlos
- Caetano, Carolina
- Caetano, Gregorio
2020
Editor: CORNELL UNIVERSITY
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
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
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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