Narrow search
Showing 1 - 10 of 53
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
-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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Comment - "Artificial Neural Networks: An Econometric Perspective"
Lewbel, A. - In: Econometric reviews 13 (1994) 1, pp. 99-104
Persistent link: https://www.econbiz.de/10006945903
Cover Image
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E.; Hjort, N.L.; Hjort, N.L.; Jones, M.C.; … - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10007718233
Cover Image
Tax Reform and Welfare Measurement: Do We Need Demand System Estimation?
Banks, J.; Blundell, R.; Lewbel, A. - In: The economic journal : the journal of the Royal … 106 (1996) 438, pp. 1227-1241
Persistent link: https://www.econbiz.de/10007557167