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Velasco, Carlos
21
Escanciano, Juan Carlos
7
Delgado, Miguel A.
5
Lobato, Ignacio N.
4
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2
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2
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Journal of econometrics
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6
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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OLC EcoSci
ECONIS (ZBW)
176
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99
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9
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6
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2
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 209-222
Persistent link: https://www.econbiz.de/10008455127
Saved in:
2
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
Escanciano, Juan Carlos
- In:
Econometric theory
25
(
2009
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10008211988
Saved in:
3
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10009925157
Saved in:
4
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2245
Persistent link: https://www.econbiz.de/10009983747
Saved in:
5
-uniformly consistent density estimation in nonparametric regression models
Escanciano, Juan Carlos
;
Jacho-Chávez, David T.
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 305-317
Persistent link: https://www.econbiz.de/10009833970
Saved in:
6
Conditional Stochastic Dominance Testing
Delgado, Miguel A.
;
Escanciano, Juan Carlos
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 16-28
Persistent link: https://www.econbiz.de/10010070367
Saved in:
7
Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.
;
Escanciano, Juan Carlos
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 68-76
Persistent link: https://www.econbiz.de/10009996203
Saved in:
8
Theory and Methods - Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
Velasco, Carlos
;
Robinson, Peter M.
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
452
,
pp. 1229-1243
Persistent link: https://www.econbiz.de/10006622342
Saved in:
9
Sign tests for long-memory time series
Delgado, Miguel A.
;
Velasco, Carlos
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 215-252
Persistent link: https://www.econbiz.de/10006751077
Saved in:
10
Consistent Testing of Cointegrating Relationships
Marmol, Francesc
;
Velasco, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1809-1844
Persistent link: https://www.econbiz.de/10006754934
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