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Escanciano, Juan Carlos
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Choi, Jinho
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ECONIS (ZBW)
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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:
2
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:
3
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
-
2017
Persistent link: https://www.econbiz.de/10011763135
Saved in:
4
Uniformly consistent estimation of linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos
-
2016
Persistent link: https://www.econbiz.de/10011449926
Saved in:
5
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:
6
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:
7
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
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
Pitfalls in backtesting historical simulation VaR Models
Escanciano, Juan Carlos
;
Pei, Pei
-
2012
Persistent link: https://www.econbiz.de/10009562976
Saved in:
10
The integrated instrumental variables estimator : exploiting nonlinearities for identification of linear models
Escanciano, Juan Carlos
-
2010
Persistent link: https://www.econbiz.de/10008857850
Saved in:
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