Concepedia

Juan Carlos Escanciano

JC

40

Publications

2.3K

Citations

26

H-Index

2004

Active since

Affiliations

Indiana University Bloomington(Current)

Universidad Carlos III de Madrid

Indiana University

Emory University

Universidad de Navarra

Juan Carlos Escanciano is an author at Indiana University Bloomington specializing in statistics, engineering, and business.

Top concepts

StatisticsEngineeringBusinessEconomicsEconometricsStatistical InferenceEconomic AnalysisEstimation TheoryFinanceTime Series Econometrics

Publications per year

2004–2022

40

Publications

40

An automatic Portmanteau test for serial correlation

Juan Carlos Escanciano, Ignacio N. Lobato · Journal of Econometrics · 2009 · 276 citations

Engineering, Runtime Verification, Program Analysis +10

Generalized spectral tests for the martingale difference hypothesis

Juan Carlos Escanciano, Carlos Velasco · Journal of Econometrics · 2005 · 221 citations · Full text

Spectral Theory, Engineering, Spectral Tests +3

A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

Juan Carlos Escanciano · Econometric Theory · 2006 · 179 citations

Econometric Model, Economics, Bootstrap Test +12

Backtesting Expected Shortfall: Accounting for Tail Risk

Zaichao Du, Juan Carlos Escanciano · Management Science · 2016 · 168 citations

Empirical Finance, Financial Risk Management, Banking Supervision +20

Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models

Juan Carlos Escanciano · Journal of the American Statistical Association · 2006 · 115 citations

Econometric Model, Economics, Bootstrap Tests +15

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