| Locally robust semiparametric estimation V Chernozhukov, JC Escanciano, H Ichimura, WK Newey, JM Robins Econometrica, 90, 1501–1535, 2022 | 587 | 2022 |
| An automatic portmanteau test for serial correlation JC Escanciano, IN Lobato Journal of Econometrics 151 (2), 140-149, 2009 | 367 | 2009 |
| Backtesting expected shortfall: accounting for tail risk Z Du, JC Escanciano Management Science 63 (4), 940-958, 2017 | 264 | 2017 |
| Generalized spectral tests for the martingale difference hypothesis JC Escanciano, C Velasco Journal of Econometrics 134 (1), 151-185, 2006 | 247 | 2006 |
| A consistent diagnostic test for regression models using projections JC Escanciano Econometric Theory 22 (6), 1030-1051, 2006 | 223 | 2006 |
| Backtesting parametric value-at-risk with estimation risk JC Escanciano, J Olmo Journal of Business & Economic Statistics 28 (1), 36-51, 2010 | 212* | 2010 |
| Goodness-of-fit tests for linear and nonlinear time series models JC Escanciano Journal of the American Statistical Association 101 (474), 531-541, 2006 | 107 | 2006 |
| Identification and estimation of semiparametric two step models JC Escanciano, D Jacho-Chávez, A Lewbel Quantitative Economics, 2010 | 98* | 2010 |
| Testing the martingale hypothesis JC Escanciano, IN Lobato Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 972-1003, 2009 | 93 | 2009 |
| Regression discontinuity designs: Theory and applications RC Hill, TB Fomby, JC Escanciano, E Hillebrand, I Jeliazkov Emerald Group Publishing, 2017 | 88 | 2017 |
| Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing JC Escanciano, DT Jacho-Chávez, A Lewbel Journal of Econometrics 178, 426-443, 2014 | 88 | 2014 |
| Robust backtesting tests for value-at-risk models JC Escanciano, J Olmo Journal of Financial Econometrics 9 (1), 132-161, 2011 | 87 | 2011 |
| Pitfalls in backtesting historical simulation VaR models JC Escanciano, P Pei Journal of Banking & Finance 36 (8), 2233-2244, 2012 | 81 | 2012 |
| Quasi-maximum likelihood estimation of semi-strong GARCH models JC Escanciano Econometric Theory 25 (2), 561-570, 2009 | 74 | 2009 |
| Specification tests of parametric dynamic conditional quantiles JC Escanciano, C Velasco Journal of Econometrics 159 (1), 209-221, 2010 | 72 | 2010 |
| On the lack of power of omnibus specification tests JC Escanciano Econometric Theory 25 (1), 162-194, 2009 | 72 | 2009 |
| Model checks using residual marked empirical processes JC Escanciano Statistica Sinica 17 (1), 115, 2007 | 62 | 2007 |
| Distribution-free tests of stochastic monotonicity MA Delgado, JC Escanciano Journal of Econometrics, 2012 | 57 | 2012 |
| Testing for fundamental vector moving average representations B Chen, J Choi, JC Escanciano Quantitative Economics 8 (1), 149-180, 2017 | 54 | 2017 |
| Nonparametric tests for conditional symmetry in dynamic models MA Delgado, JC Escanciano Journal of Econometrics 141 (2), 652-682, 2007 | 54 | 2007 |
Jose OlmoSenior Researcher, Agencia Aragonesa para la Investigación y el DesarrolloVerified email at unizar.es
