Juan Carlos Escanciano

Institution: Universidad Carlos III de Madrid

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2006

Most Recent: 2023

RePEc ID: pes22 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total	Percentile
Last 5 Years	1.61	8.07	5.45	15.14	98%
Last 10 Years	1.61	9.42	7.80	18.84	97%
All Time	1.61	34.31	16.89	52.81	98%

Publication Statistics

Raw Publications 31

Coauthorship-Adjusted Count 34.46

Publications (31)

Year	Article	Journal	Tier	Authors
2023	The case for CASE: Estimating heterogeneous systemic effects	Journal of Banking & Finance	B	3
2023	Irregular identification of structural models with nonparametric unobserved heterogeneity	Journal of Econometrics	A	1
2023	Regression discontinuity design with multivalued treatments	Journal of Applied Econometrics	B	3
2022	Generalized band spectrum estimation with an application to the New Keynesian Phillips curve	Journal of Applied Econometrics	B	3
2022	Locally Robust Semiparametric Estimation	Econometrica	S	5
2022	SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION	Econometric Theory	B	1
2021	IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT	Econometric Theory	B	2
2021	NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION	Econometric Theory	B	5
2021	Optimal Linear Instrumental Variables Approximations	Journal of Econometrics	A	2
2021	Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk	Journal of Business & Economic Statistics	A	2
2019	Quantile-Regression Inference With Adaptive Control of Size	Journal of the American Statistical Association	B	2
2017	Testing for fundamental vector moving average representations	Quantitative Economics	B	3
2017	Semiparametric Estimation of Risk–Return Relationships	Journal of Business & Economic Statistics	A	3
2016	Identification and estimation of semiparametric two‐step models	Quantitative Economics	B	3
2014	Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing	Journal of Econometrics	A	3
2014	Specification analysis of linear quantile models	Journal of Econometrics	A	2
2013	Conditional Stochastic Dominance Testing	Journal of Business & Economic Statistics	A	2
2013	Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models	Journal of Business & Economic Statistics	A	3
2012	Distribution-free tests of stochastic monotonicity	Journal of Econometrics	A	2
2012	n-uniformly consistent density estimation in nonparametric regression models	Journal of Econometrics	A	2
2012	Pitfalls in backtesting Historical Simulation VaR models	Journal of Banking & Finance	B	2
2010	ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS	Econometric Theory	B	1
2010	Testing single-index restrictions with a focus on average derivatives	Journal of Econometrics	A	2
2010	Specification tests of parametric dynamic conditional quantiles	Journal of Econometrics	A	2
2009	ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS	Econometric Theory	B	1
2009	QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS	Econometric Theory	B	1
2009	An automatic Portmanteau test for serial correlation	Journal of Econometrics	A	2
2008	Joint and marginal specification tests for conditional mean and variance models	Journal of Econometrics	A	1
2007	Nonparametric tests for conditional symmetry in dynamic models	Journal of Econometrics	A	2
2006	A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS	Econometric Theory	B	1
2006	Generalized spectral tests for the martingale difference hypothesis	Journal of Econometrics	A	2