Access Statistics for Ignacio N. Lobato

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Test for the Martingale Difference Assumption 0 0 0 205 0 0 1 577
A Consistent Test for the Martingale Difference Hypothesis 1 7 14 179 4 20 54 605
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 0 0 11
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 1 1 2 893
A consistent specification test for models defined by conditional moment restrictions 0 0 0 129 0 1 5 300
A simple and general test for white noise 2 3 9 1,138 2 4 21 3,905
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 0 5 16 620
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 1 33 0 0 5 100
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 176 0 0 4 872
Efficient wald tests for fractional unit roots 0 0 0 150 0 0 4 334
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 1 265
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 0 2 634
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 470 0 0 0 1,482
Size Corrected Power for Bootstrap Tests 1 1 3 252 1 2 8 523
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 1 1 3 1,311
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 0 1 184
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 0 2 125
Total Working Papers 4 11 27 2,914 9 34 129 12,741


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 40 0 0 1 114
A semiparametric two-step estimator in a multivariate long memory model 0 0 1 84 0 0 3 190
An automatic Portmanteau test for serial correlation 3 7 23 272 5 11 53 830
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 1 1 20 0 1 4 70
Averaged periodogram estimation of long memory 0 0 0 81 0 0 0 263
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 91 1 1 3 369
Consistent Estimation of Models Defined by Conditional Moment Restrictions 1 2 4 174 3 7 12 520
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 1 3 91 0 2 8 384
Efficient Wald Tests for Fractional Unit Roots 0 1 1 144 0 1 3 429
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 0 9 1,194
On divergent dynamics with ordinary least squares learning 0 0 1 13 0 0 3 53
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 0 1 426
Power comparison among tests for fractional unit roots 0 0 0 30 0 0 2 72
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 0 6 364
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 0 0 3 123
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 0 0 92
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 31 0 1 3 118
Testing That a Dependent Process Is Uncorrelated 0 0 4 78 0 0 10 174
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 19 3,400
Testing for Nonlinear Autoregression 0 0 0 0 0 0 0 319
Testing the Martingale Difference Hypothesis 2 2 4 81 3 3 12 262
Transformations of the state variable and learning dynamics 0 0 0 13 0 0 2 52
Total Journal Articles 6 14 42 1,729 12 28 157 9,818


Statistics updated 2022-06-07