All Stories

  1. Automatic Portmanteau Tests with Applications to Market Risk Management

    Article • The Stata Journal Promoting communications on statistics and Stata, January 2018, SAGE Publications

    Juan Carlos Escanciano

  2. Backtesting Expected Shortfall

    Article • Management Science, April 2017, INFORMS

    Juan Carlos Escanciano

  3. Automatic Portmanteau Tests with Applications to Market Risk Management

    Article • January 2017, SAGE Publications

    Juan Carlos Escanciano

  4. A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model

    Article • Econometric Reviews, December 2014, Taylor & Francis

    Juan Carlos Escanciano

  5. A Nonparametric Distribution-Free Test for Serial Independence of Errors

    Article • Econometric Reviews, December 2014, Taylor & Francis

    Juan Carlos Escanciano