Juan Carlos Escanciano is Full Professor in Universidad Carlos III de Madrid. He obtained his P.hD in Economics in Universidad Carlos III de Madrid in 2004,from sinde he has obtained positions in Universidad de Navarra (2004-2006), Indiana University (2006-2018), and visiting positions in Yale University, Cornell, Rochester and MIT. His research and teaching are foucsed in Econometrics Theory, including identification, estimation and contrast of especification, financial econometrics, and financial risk.
Juan Carlos is Fellow of Journal of Econometrics. He has published papers in Journals of International prestige, for example, Journal of American Statistical Association, Journal of Econometrics, Econometric Theory, Quantitative Economics, Management Science, and Annals of Statistics. He is associate editor of Series, Econometric Theory, Econometric Reviews, Journal of Business and Economic Statistics, and Co-Editor senior de Advances in Econometrics.
Escanciano, J.C., and Goh, C.. “Quantile-Regression Inference With Adaptive Control of Size”, Journal of the American Statistical Association, forthcoming.
Escanciano, J.C., Pardo-Fernandez J.C., and Van Keilegom, I. “Asymptotic distribution-free tests for semiparametric regressions with dependent data”, The Annals of Statistics, 46, 1167-1196, 2018.
Du, Z. and Escanciano, J.C. “Backtesting Expected Shortfall: Accounting for Tail Risk” Management Science, 63, 940-958, 2017.
Escanciano, J.C. “A Consistent Diagnostic Test for Regression Models Using Projections”, Econometric Theory, 22, 1030-1051, 2006.
Escanciano, J.C. “Goodness-of-fit Tests for Linear and Nonlinear Time Series Models”, Journal of the American Statistical Association, 101, 531-541, 2006.
Escanciano, J.C. “Semiparametric Identification and Fisher Information” 2018.
Chernozhukov, V., Escanciano, J.C., Newey, W.K., H. Ichimura and J. Robins. “Locally Robust Semiparametric Estimation”, 2018.
Bravo, F., Escanciano, J.C., and I. Van Keilegom. “Two-Step Semiparametric Empirical Likelihood Inference” 2018.
Escanciano, J.C., and J. Hualde. “Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk” 2018.
Escanciano, J.C., and W. Li. “Optimal Linear Instrumental Variables Approximations” 2018.
Econometrics I (Master Análisis Económico)