Escanciano, J.C. (Juan Carlos)
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- Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.(Elsevier, 2006) Escanciano, J.C. (Juan Carlos); Velasco, C. (Carlos)
- A Consistent Diagnostic Test for Regression Models Using Projections.(Cambridge University Press, 2006) Escanciano, J.C. (Juan Carlos)
- Joint Diagnostic Tests for Conditional Mean and Variance Specifications.(2006) Escanciano, J.C. (Juan Carlos)
- Goodness-of-fit Tests for Linear and Non-linear Time Series Models.(American Statistical Association, 2006) Escanciano, J.C. (Juan Carlos)
- Data-Driven Smooth Tests for the Martingale Difference Hypothesis.(2007) Escanciano, J.C. (Juan Carlos); Mayoral, S. (Silvia)
- Model Checks Using Residual Marked Empirical Processes.(Institute of Statistical Science, Academia Sinica, 2007) Escanciano, J.C. (Juan Carlos)
- On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric.(2005) Escanciano, J.C. (Juan Carlos)