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Information about:
Juan Carlos Escanciano

Personal Details | Affiliation | Lists | Works
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Personal Details

First Name: Juan Carlos
Middle Name:
Last Name: Escanciano
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RePEc Short-ID: pes22

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Homepage: http://mypage.iu.edu/~jescanci/
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Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Universidad Carlos III de Madrid Economics PhD Alumnni

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," Caepr Working Papers 2008-021, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]

  2. Juan Carlos Escanciano, 2007. "Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications," Caepr Working Papers 2007-009, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]

  3. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]

  4. Juan Carlos Escanciano, 2005. "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers 02/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Published as:

  5. Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]

  6. Juan Carlos Escanciano, 2005. "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers 09/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Published as:

  7. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]

  8. J. Carlos Escanciano & Carlos Velasco, 2003. "Generalized Spectral Tests For The Martingale Difference Hypothesis," Statistics and Econometrics Working Papers ws035212, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    Published as:

  9. Juan Carlos Escanciano & Silvia Mayoral, . "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]

  10. Juan Carlos Escanciano & Carlos Velasco, . "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers 06/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Published as:

Articles

  1. Carlos Escanciano, J., 2008. "Joint and marginal specification tests for conditional mean and variance models," Journal of Econometrics, Elsevier, vol. 143(1), pages 74-87, March. [Downloadable!] (restricted)

  2. Delgado, Miguel A. & Carlos Escanciano, J., 2007. "Nonparametric tests for conditional symmetry in dynamic models," Journal of Econometrics, Elsevier, vol. 141(2), pages 652-682, December. [Downloadable!] (restricted)

  3. Escanciano, J. Carlos, 2006. "Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 531-541, June. [Downloadable!] (restricted)
    Other versions:

  4. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Testing the martingale difference hypothesis using integrated regression functions," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2278-2294, December. [Downloadable!] (restricted)
    Other versions:

  5. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September. [Downloadable!] (restricted)
    Other versions:

  6. Escanciano, J. Carlos, 2006. "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1030-1051, November. [Downloadable!]
    Other versions:

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (9) 2003-10-28 2004-10-18 2005-03-06 2005-06-05 2005-07-03 2006-07-02 2007-02-10 2007-02-10 2007-06-18 Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2003-10-28 2005-03-06 2005-06-05 2006-07-02 2007-02-10 2007-06-18 Author is listed
  3. NEP-RMG: Risk Management (1) 2003-10-28
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This page was last updated on 2008-8-20.

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