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 2 14 184 2 7 47 620
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 0 0 2 893
A consistent specification test for models defined by conditional moment restrictions 0 1 1 130 1 3 6 303
A simple and general test for white noise 0 0 10 1,140 0 0 17 3,907
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 0 3 13 623
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 1 1 3 35 1 2 5 103
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 176 0 0 2 872
Efficient wald tests for fractional unit roots 0 1 1 151 0 1 3 335
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 0 265
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 1 471 0 0 2 1,484
Size Corrected Power for Bootstrap Tests 0 1 4 254 0 2 9 527
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 0 1 4 1,313
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 0 0 125
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 0 1 185
Total Working Papers 2 6 34 2,928 4 19 114 12,777


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 1 2 115
A semiparametric two-step estimator in a multivariate long memory model 0 0 0 84 0 1 1 191
An automatic Portmanteau test for serial correlation 0 3 17 278 3 11 39 847
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 2 21 0 0 3 71
Averaged periodogram estimation of long memory 0 0 0 81 0 1 1 264
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 91 0 0 1 369
Consistent Estimation of Models Defined by Conditional Moment Restrictions 2 4 11 181 4 9 22 533
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 2 91 0 0 4 385
Efficient Wald Tests for Fractional Unit Roots 0 0 1 144 0 1 2 430
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 0 4 1,195
On divergent dynamics with ordinary least squares learning 0 0 0 13 0 0 1 53
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 0 0 426
Power comparison among tests for fractional unit roots 0 0 0 30 1 1 2 73
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 1 3 366
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 0 0 0 123
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 0 1 118
Testing That a Dependent Process Is Uncorrelated 1 1 4 79 1 1 6 175
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 9 3,402
Testing for Nonlinear Autoregression 0 0 0 0 0 0 0 319
Testing the Martingale Difference Hypothesis 0 1 5 83 0 1 10 264
Transformations of the state variable and learning dynamics 0 0 0 13 0 0 1 52
Total Journal Articles 3 9 42 1,746 9 29 112 9,863


Statistics updated 2022-11-05