Narrow search
Showing 1 - 10 of 12
Cover Image
Automatic Portmanteau tests with applications to market risk management
Du, Zaichao; Escanciano, Juan Carlos; Zhu, Guangwei - 2017
Persistent link: https://www.econbiz.de/10011688357
Cover Image
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - 2009
Persistent link: https://www.econbiz.de/10003989616
Cover Image
The integrated instrumental variables estimator : exploiting nonlinearities for identification of linear models
Escanciano, Juan Carlos - 2010
Persistent link: https://www.econbiz.de/10008857850
Cover Image
Pitfalls in backtesting historical simulation VaR Models
Escanciano, Juan Carlos; Pei, Pei - 2012
Persistent link: https://www.econbiz.de/10009562976
Cover Image
Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806845
Cover Image
Persistence in nonlinear time series : a nonparametric approach
Escanciano, Juan Carlos (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003806879
Cover Image
Testing for fundamental vector moving average representations
Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos - 2015
Persistent link: https://www.econbiz.de/10011449925
Cover Image
Uniformly consistent estimation of linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos - 2016
Persistent link: https://www.econbiz.de/10011449926
Cover Image
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
Cover Image
A simple and robust estimator for linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos - 2016
Persistent link: https://www.econbiz.de/10011688345