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 2 207 0 0 3 581
A Consistent Test for the Martingale Difference Hypothesis 0 0 3 191 0 0 5 648
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 0 1 12
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 0 0 1 896
A consistent specification test for models defined by conditional moment restrictions 0 0 0 131 0 1 1 306
A simple and general test for white noise 0 0 1 1,152 0 0 4 3,928
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 2 7 648
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 0 36 1 1 3 108
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 1 180 0 0 3 881
Efficient wald tests for fractional unit roots 0 0 0 151 0 0 0 336
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 1 266
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 1 1 1 637
Real and Spurious Long Memory Properties of Stock Market Data 0 0 1 473 0 0 4 1,491
Size Corrected Power for Bootstrap Tests 0 2 7 264 0 2 16 549
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 0 0 1 1,317
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 0 0 185
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 0 0 126
Total Working Papers 0 2 15 2,967 3 7 51 12,915

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 1 43 0 0 2 120
A semiparametric two-step estimator in a multivariate long memory model 0 0 0 85 0 0 1 194
An automatic Portmanteau test for serial correlation 2 4 11 314 3 6 23 919
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 1 22 0 0 1 73
Averaged periodogram estimation of long memory 0 0 0 82 0 1 1 267
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 1 3 97 0 1 3 375
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 2 7 196 2 7 16 582
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 3 95 0 0 6 396
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 0 4 439
Long Memory in Stock-Market Trading Volume 0 0 0 0 1 2 4 1,207
On divergent dynamics with ordinary least squares learning 0 0 0 14 0 3 4 60
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 1 3 429
Power comparison among tests for fractional unit roots 0 0 0 30 1 1 2 75
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 0 3 373
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 2 2 3 127
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 1 34 0 1 2 127
Testing That a Dependent Process Is Uncorrelated 0 1 6 90 1 2 8 191
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 1 3,419
Testing for Nonlinear Autoregression 0 0 0 0 1 1 1 322
Testing the Martingale Difference Hypothesis 1 2 4 94 1 3 5 282
Transformations of the state variable and learning dynamics 0 0 0 14 0 0 0 53
Total Journal Articles 3 10 37 1,841 12 32 93 10,122

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Statistics updated 2025-03-03