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 0 207 0 0 7 588
A Consistent Test for the Martingale Difference Hypothesis 1 2 2 193 1 3 35 687
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 0 10 23
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 0 1 10 906
A consistent specification test for models defined by conditional moment restrictions 0 1 1 132 1 2 12 318
A simple and general test for white noise 0 0 2 1,154 0 1 14 3,942
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 0 1 14 671
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 1 38 0 1 6 115
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 0 1 13 894
Efficient wald tests for fractional unit roots 0 0 0 151 0 2 11 348
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 3 269
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 2 7 644
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 474 0 3 19 1,512
Size Corrected Power for Bootstrap Tests 1 2 2 267 1 3 12 563
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 1 2 9 1,327
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 0 9 195
Transformations of the State Variable and Learning Dynamics 0 0 0 30 1 1 9 135
Total Working Papers 2 5 8 2,978 5 23 200 13,137

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Test for I(0) 0 2 2 116 1 5 15 371
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 0 0 10 50
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 0 1 3 126
A semiparametric two-step estimator in a multivariate long memory model 0 0 3 88 1 1 15 210
An automatic Portmanteau test for serial correlation 0 2 5 323 0 5 32 962
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 0 1 14 88
Averaged periodogram estimation of long memory 0 0 0 83 0 0 3 272
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 97 0 0 11 387
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 1 1 5 1 3 9 21
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 0 197 0 0 10 595
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 1 96 0 0 16 412
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 1 8 36
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 1 2 11 450
Evidence of non-fundamentalness in OECD capital stocks 0 0 1 2 0 5 22 27
Long Memory in Stock-Market Trading Volume 0 0 0 0 1 2 14 1,225
On divergent dynamics with ordinary least squares learning 0 0 0 15 1 1 8 69
Optimal Fractional Dickey-Fuller tests 0 0 0 86 1 1 18 447
Power comparison among tests for fractional unit roots 0 0 0 30 2 2 10 85
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 0 14 388
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 0 0 9 137
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 1 6 99
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 2 4 1 2 15 20
Specification testing with estimated variables 0 0 0 8 0 0 8 32
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 1 2 2 36 1 2 12 141
Testing That a Dependent Process Is Uncorrelated 0 2 2 93 0 5 18 210
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 7 3,427
Testing for Nonlinear Autoregression 0 0 0 0 1 1 5 327
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 0 0 14 0 1 10 52
Testing the Martingale Difference Hypothesis 1 1 2 97 2 2 14 298
Transformations of the state variable and learning dynamics 0 0 0 14 0 1 11 65
Total Journal Articles 2 10 21 2,024 14 46 358 11,029

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing the Martingale Hypothesis 0 0 0 2 0 1 14 32
Total Chapters 0 0 0 2 0 1 14 32

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Statistics updated 2026-08-07