| 1 |
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Specification tests of parametric dynamic conditional quantiles
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Escanciano, J. C.; Velasco, C.
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Elsevier Science B.V., Amsterdam.
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2010
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| 2 |
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Generalized spectral tests for the martingale difference hypothesis
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Escanciano, J. C.; Velasco, C.
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Elsevier Science B.V., Amsterdam.
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2006
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| 3 |
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n-uniformly consistent density estimation in nonparametric regression models
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Escanciano, J. C.; Jacho-Chavez, D. T.
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Elsevier Science B.V., Amsterdam.
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2012
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| 4 |
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An automatic Portmanteau test for serial correlation
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Escanciano, J. C.; Lobato, I. N.
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Elsevier Science B.V., Amsterdam.
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2009
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| 5 |
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Testing single-index restrictions with a focus on average derivatives
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Escanciano, J. C.; Song, K.
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Elsevier Science B.V., Amsterdam.
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2010
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| 6 |
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Semiparametric estimation of dynamic conditional expected shortfall models
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Escanciano, J.C.; Mayoral, S.
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Inderscience Publishers
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2008
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| 7 |
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Pitfalls in backtesting Historical Simulation VaR models
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Escanciano, J. C.; Pei, P.
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Elsevier Science B.V., Amsterdam.
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2012
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| 8 |
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Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
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Escanciano, J.C.; Lobato, I.N.; Zhu, L.
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American Statistical Association
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2013
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