//--> //--> //-->
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
~source:"econis"
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
A consistent diagnostic test f...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
5
Statistischer Test
5
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Modellierung
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Basel Accord
1
Basler Akkord
1
Correlation
1
Estimation
1
Korrelation
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Escanciano, J. Carlos
9
Olmo, Jose
2
Delgado, Miguel A.
1
Lobato, Ignacio N.
1
Velasco, Carlos
1
Published in...
All
Journal of econometrics
4
Econometric theory
2
CAEPR working papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
RePEc
16
OLC EcoSci
5
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Escanciano, J. Carlos
-
2009
Persistent link: https://www.econbiz.de/10003989601
Saved in:
2
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Escanciano, J. Carlos
- In:
Econometric theory
26
(
2010
)
3
,
pp. 744-773
Persistent link: https://www.econbiz.de/10003992428
Saved in:
3
Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
Saved in:
4
On the lack of power of omnibus specification tests
Escanciano, J. Carlos
- In:
Econometric theory
25
(
2009
)
1
,
pp. 162-194
Persistent link: https://www.econbiz.de/10003816221
Saved in:
5
Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
Saved in:
6
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.
;
Escanciano, J. Carlos
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
Saved in:
7
Generalized spectral tests for the martingale difference hypothesis
Escanciano, J. Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 151-185
Persistent link: https://www.econbiz.de/10003368420
Saved in:
8
Robust backtesting tests for value-at-risk models
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 132-161
Persistent link: https://www.econbiz.de/10009125151
Saved in:
9
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->