Juan-Carlos Escanciano

Statistics and Probability · 2004–2021

A researcher in the Science corpus: 14 papers; trusts 117 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 205 citations into it; #1,306 of 12,932 by trust here, #2,477 by citations
• Economics and Econometrics — 94 citations into it; #1,139 of 23,481 by trust here, #3,935 by citations
• Finance — 79 citations into it; #663 of 10,518 by trust here, #1,800 by citations
• Management Science and Operations Research — 30 citations into it
• Artificial Intelligence — 23 citations into it
• Statistical Learning Theory — 22 citations into it
• Causal Inference & Discovery — 11 citations into it
• Education — 11 citations into it

Whom Juan-Carlos Escanciano trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yongmiao Hong
2. Efstathios Paparoditis
3. Rohit S. Deo
4. Hira L. Koul
5. Ken West
6. M. Carrasco
7. Whitney K. Newey
8. Michael W. McCracken
9. Xiaohong Chen
10. Jürgen Franke

Who trusts Juan-Carlos Escanciano overall

1. Carlos Escanciano
2. Wenceslao González-Manteiga
3. Victor Troster
4. Pedro H. C. Sant’Anna
5. Christian Francq
6. Rosa M. Crujeiras
7. M. Nieto
8. Brantly Callaway
9. Saralees Nadarajah
10. Anne Leucht

Papers from Juan-Carlos Escanciano's perspective

Ordered by how strongly the researchers Juan-Carlos Escanciano trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
5. Regression Shrinkage and Selection via the Lasso
6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
7. Efficient estimation of average treatment effects using the estimated propensity score
8. Local polynomial modelling and its applications
9. On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
10. Estimating the Dimension of a Model

Their papers

• Locally Robust Semiparametric Estimation (2016) — 243 citations
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (2006) — 187 citations
• ROBUST BACKTESTING TESTS FOR VALUE-AT-RISK MODELS (2011) — 51 citations
• An Automatic Portmanteau Test for Serial Correlation (2009) — 256 citations
• Generalized spectral tests for the martingale difference hypothesis (2006) — 201 citations
• QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (2009) — 60 citations
• Identification and estimation of semiparametric two‐step models (2016) — 64 citations
• Backtesting Parametric Value-at-Risk With Estimation Risk (2010) — 144 citations
• Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models (2006) — 95 citations
• Nonparametric tests for conditional symmetry in dynamic models (2007) — 50 citations
• Specification Tests of Parametric Dynamic Conditional Quantiles (2010) — 58 citations
• Regression Discontinuity Designs (2021) — 221 citations
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (2014) — 70 citations
• Model Checks Using Residual Marked Empirical Processes (2004) — 62 citations