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Juan Carlos Escanciano

Juan Carlos Escanciano

Universidad Carlos III de Madrid - Getafe / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 1125279
Carlos III University of Madrid
person_outline Juan Carlos Escanciano's MOST POPULAR ARTICLES
1-) Locally robust semiparametric estimation Econometrica, 90, 1501–1535, 2022
2-) An automatic portmanteau test for serial correlation Journal of Econometrics 151 (2), 140-149, 2009
3-) Backtesting expected shortfall: accounting for tail risk Management Science 63 (4), 940-958, 2017
4-) Generalized spectral tests for the martingale difference hypothesis Journal of Econometrics 134 (1), 151-185, 2006
5-) A consistent diagnostic test for regression models using projections Econometric Theory 22 (6), 1030-1051, 2006