Access Statistics for Ignacio N. Lobato

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A CONSISTENT SPECIFICATION TEST FOR MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS	2	6	31	70	6	16	57	132
A Consistent Test for the Martingale Difference Assumption	1	1	5	192	2	2	19	528
A Consistent Test for the Martingale Difference Hypothesis	2	6	29	69	12	21	112	213
A Nonparametric Test for I(0) - (Now published in Review of Economic Studies, 65 (1998), pp.475-495.)	0	0	0	0	2	4	8	108
A Robust Test For Autocorrelation in the Presence of Statistical Dependence	0	0	0	0	2	7	28	798
A simple and general test for white noise	18	38	196	737	76	153	652	2,350
Cartel Stability and the Joint Executive Committee, 1880-1886	0	0	0	5	3	7	41	383
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis	0	3	27	82	8	33	164	412
EFFICIENT WALD TESTS FOR FRACTIONAL UNIT ROOTS	0	2	14	109	2	7	36	201
Optimal Fractional Dickey-Fuller Tests for Unit Roots	3	4	19	73	3	10	43	141
Real and Spurious Long Memory Properties of Stock Market Data	3	10	51	378	11	23	97	1,225
Real and Spurious Long Memory Properties of Stock Market Data	0	0	0	0	4	6	28	506
Size Corrected Power for Bootstrap Tests	2	11	36	70	3	14	54	123
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test	0	0	0	0	6	16	77	1,115
Transformations of the State Variable and Learning Dynamics	1	2	12	15	2	3	36	48
Transformations of the State Variable and Learning Dynamics	0	0	2	2	1	3	11	11
Total Working Papers	32	83	422	1,802	143	325	1,463	8,294

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Nonparametric Test for I(0)	1	3	14	63	1	7	40	186
A SIMPLE TEST OF NORMALITY FOR TIME SERIES	2	4	18	20	4	8	31	32
A semiparametric two-step estimator in a multivariate long memory model	0	0	6	42	1	1	15	89
Averaged periodogram estimation of long memory	2	2	10	43	5	8	23	126
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness	1	3	17	55	3	10	53	209
Consistent Estimation of Models Defined by Conditional Moment Restrictions	4	10	36	93	8	17	62	297
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis	0	0	10	56	1	7	47	235
Efficient Wald Tests for Fractional Unit Roots	2	3	30	73	2	6	79	205
Long Memory in Stock-Market Trading Volume	0	0	0	0	4	14	122	909
Optimal Fractional Dickey-Fuller tests	1	3	22	63	5	10	108	280
Power comparison among tests for fractional unit roots	0	0	7	12	1	2	10	23
Real and Spurious Long-Memory Properties of Stock-Market Data	0	0	0	0	3	6	24	202
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply	0	0	0	0	2	2	7	70
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates	3	3	5	20	4	5	8	58
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE	1	1	7	7	3	6	13	13
Testing That a Dependent Process Is Uncorrelated	0	0	4	10	0	0	10	33
Testing for Autocorrelation Using a Modified Box-Pierce Q Test	0	0	0	374	16	31	261	2,768
Testing for Nonlinear Autoregression	0	0	0	0	0	0	7	276
Total Journal Articles	17	32	186	931	63	140	920	6,011

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Statistics updated 2009-11-04