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 1 4 585
A Consistent Test for the Martingale Difference Hypothesis 0 0 0 191 0 20 30 678
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 2 5 8 20
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 2 8 8 904
A consistent specification test for models defined by conditional moment restrictions 0 0 0 131 2 6 8 314
A simple and general test for white noise 0 1 1 1,153 2 7 9 3,937
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 4 18 666
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 2 38 0 2 5 113
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 0 6 8 889
Efficient wald tests for fractional unit roots 0 0 0 151 1 7 8 344
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 2 2 268
Real and Spurious Long Memory Properties of Stock Market Data 0 0 1 474 0 5 9 1,500
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 1 2 3 640
Size Corrected Power for Bootstrap Tests 0 0 1 265 1 3 8 557
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 1 6 7 1,324
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 5 5 131
Transformations of the State Variable and Learning Dynamics 0 0 0 44 2 3 7 192
Total Working Papers 0 1 5 2,972 15 92 147 13,062

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 0 1 114 1 6 9 362
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 1 5 7 47
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 1 2 5 125
A semiparametric two-step estimator in a multivariate long memory model 0 1 2 87 0 5 9 203
An automatic Portmanteau test for serial correlation 1 2 7 321 3 16 36 955
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 1 8 11 84
Averaged periodogram estimation of long memory 0 0 1 83 1 2 5 272
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 97 1 5 8 383
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 2 4 5 16
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 1 197 1 4 13 595
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 1 1 96 1 9 14 410
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 0 4 30
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 3 6 445
Evidence of non-fundamentalness in OECD capital stocks 0 0 1 2 1 10 13 16
Long Memory in Stock-Market Trading Volume 0 0 0 0 2 7 13 1,220
On divergent dynamics with ordinary least squares learning 0 0 1 15 0 3 5 65
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 6 9 438
Power comparison among tests for fractional unit roots 0 0 0 30 0 4 5 80
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 1 6 10 383
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 2 5 9 136
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 1 3 95
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 1 3 2 8 13 17
Specification testing with estimated variables 0 0 1 8 0 4 12 32
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 34 1 4 7 134
Testing That a Dependent Process Is Uncorrelated 0 0 1 91 3 8 10 201
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 2 5 3,424
Testing for Nonlinear Autoregression 0 0 0 0 1 4 4 326
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 0 2 14 0 7 9 49
Testing the Martingale Difference Hypothesis 0 1 2 96 1 6 12 294
Transformations of the state variable and learning dynamics 0 0 0 14 0 3 7 60
Total Journal Articles 1 5 22 2,012 27 157 278 10,897

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 7 13 29
Total Chapters 0 0 0 2 0 7 13 29

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Statistics updated 2026-03-04