//--> //--> //-->
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
~subject:"Statistischer Test"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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
Statistischer Test
Estimation theory
35
Schätztheorie
35
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Estimation
13
Schätzung
13
Regression analysis
11
Regressionsanalyse
11
Statistical test
10
Risikomaß
8
Risk measure
8
IV-Schätzung
7
Instrumental variables
7
Nichtlineare Regression
7
Nonlinear regression
7
Theorie
7
Theory
7
Method of moments
6
Momentenmethode
6
Risikomanagement
6
Risk management
6
Time series analysis
6
Zeitreihenanalyse
6
GMM
5
Local robustness
5
Risiko
5
Risk
5
bias
5
double robustness
5
semiparametric estimation
5
Börsenkurs
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Weak instruments
4
Euler equations
3
Financial crisis
3
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
7
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Working Paper
Aufsatz in Zeitschrift
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
10
Author
All
Escanciano, Juan Carlos
10
Delgado, Miguel A.
2
Du, Zaichao
2
Pei, Pei
2
Jacho-Chávez, David T.
1
Lewbel, Arthur
1
Li, Wei
1
Lobato, Ignacio N.
1
Song, Kyungchul
1
Zhu, Lin
1
more ...
less ...
Published in...
All
Journal of econometrics
4
CAEPR working papers
2
Econometric reviews
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal linear instrumental variables approximations
Escanciano, Juan Carlos
;
Li, Wei
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 223-246
Persistent link: https://www.econbiz.de/10012618821
Saved in:
2
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
Saved in:
3
Pitfalls in backtesting historical simulation VaR Models
Escanciano, Juan Carlos
;
Pei, Pei
-
2012
Persistent link: https://www.econbiz.de/10009562976
Saved in:
4
Testing conditional monotonicity in the absence of smoothness
Delgado, Miguel A.
;
Escanciano, Juan Carlos
-
2010
Persistent link: https://www.econbiz.de/10009525650
Saved in:
5
A nonparametric distribution-free test for serial independence of errors
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
Saved in:
6
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Escanciano, Juan Carlos
;
Jacho-Chávez, David T.
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 426-443
Persistent link: https://www.econbiz.de/10010256201
Saved in:
7
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
8
Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.
;
Escanciano, Juan Carlos
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10009673150
Saved in:
9
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
Saved in:
10
Testing single-index restrictions with a focus on average derivatives
Escanciano, Juan Carlos
;
Song, Kyungchul
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 377-391
Persistent link: https://www.econbiz.de/10008648805
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->