//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Boston College Working Papers in Economics"
~isPartOf:"CAEPR working papers"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Escanciano, Juan Carlos"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
9
Schätztheorie
9
Estimation
6
Nichtlineare Regression
6
Nonlinear regression
6
Schätzung
6
IV-Schätzung
4
Instrumental variables
4
Regression analysis
4
Regressionsanalyse
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Nichtparametrisches Verfahren
3
Nonlinear dependence
3
Nonparametric statistics
3
Risiko
3
Risk
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Weak instruments
3
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Identification
2
Intertemporal elasticity of substitution
2
Kapitaleinkommen
2
Market crashes
2
more ...
less ...
Online availability
All
Free
13
Undetermined
2
Type of publication
All
Book / Working Paper
13
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
16
Undetermined
2
Author
All
Escanciano, Juan Carlos
18
Hualde, Javier
3
Choi, Jinho
2
Delgado, Miguel A.
2
Du, Zaichao
2
Caetano, Carolina
1
Chen, Bin
1
Guo, Junjie
1
Jacho-Chavez, David
1
Lewbel, Arthur
1
Lobato, Ignacio N.
1
Pardo-Fernández, Juan Carlos
1
Pei, Pei
1
Van Keilegom, Ingrid
1
Velasco, Carlos
1
Zhu, Guangwei
1
Zhu, Lin
1
more ...
less ...
Institution
All
Department of Economics, Boston College
1
Published in...
All
Boston College Working Papers in Economics
CAEPR working papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
10
Caepr Working Papers
9
CAEPR Working Paper
8
Faculty Working Papers
7
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Econometric theory
5
Journal of Econometrics
5
cemmap working paper
5
Quantitative economics : QE ; journal of the Econometric Society
4
Journal of banking & finance
3
Advances in econometrics : a research annual
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
CeMMAP working papers
2
Computational Statistics & Data Analysis
2
Econometric reviews
2
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
2
International Journal of Monetary Economics and Finance
2
International journal of monetary economics and finance
2
Journal of Business & Economic Statistics
2
Journal of applied econometrics
2
Quantitative Economics
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
2
Advances in econometrics
1
Boston College working papers in economics
1
CAEPR WORKING PAPER 2017-017
1
CAEPR Working Paper #2017-001
1
CAEPR Working Paper #2017-002
1
Center for Applied Economics and Policy Research Paper
1
Center for Applied Economics and Policy Research Working Paper
1
Cowles Foundation Discussion Paper
1
Cowles Foundation Discussion Papers
1
Cowles Foundation discussion paper
1
Econometric Theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Bulletin
1
Essays in honor of Jerry Hausman
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
2
Automatic Portmanteau tests with applications to market risk management
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
-
2017
Persistent link: https://www.econbiz.de/10011688357
Saved in:
3
Identification and generalized band spectrum estimation of the new Keynesian Phillips curve
Choi, Jinho
;
Escanciano, Juan Carlos
;
Guo, Junjie
-
2017
Persistent link: https://www.econbiz.de/10011763131
Saved in:
4
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
-
2017
Persistent link: https://www.econbiz.de/10011763135
Saved in:
5
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
6
Uniformly consistent estimation of linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos
-
2016
Persistent link: https://www.econbiz.de/10011449926
Saved in:
7
A simple and robust estimator for linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos
-
2016
Persistent link: https://www.econbiz.de/10011688345
Saved in:
8
Testing for fundamental vector moving average representations
Chen, Bin
;
Choi, Jinho
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10011449925
Saved in:
9
Identifying multiple marginal effects with a single binary instrument or by regression discontinuity
Caetano, Carolina
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532071
Saved in:
10
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->