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 3 7 588
A Consistent Test for the Martingale Difference Hypothesis 1 1 1 192 2 8 37 686
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 3 11 23
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 1 2 10 906
A consistent specification test for models defined by conditional moment restrictions 0 0 0 131 0 2 10 316
A simple and general test for white noise 0 1 2 1,154 1 5 14 3,942
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 0 4 14 670
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 1 38 1 2 6 115
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 1 5 13 894
Efficient wald tests for fractional unit roots 0 0 0 151 1 3 11 347
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 1 3 269
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 474 1 10 17 1,510
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 1 3 6 643
Size Corrected Power for Bootstrap Tests 0 0 1 265 0 3 10 560
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 1 2 8 1,326
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 3 8 134
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 3 9 195
Total Working Papers 1 2 5 2,974 10 62 194 13,124

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 2 6 15 368
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 0 3 10 50
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 1 1 5 126
A semiparametric two-step estimator in a multivariate long memory model 0 1 3 88 0 6 15 209
An automatic Portmanteau test for serial correlation 1 1 6 322 3 5 34 960
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 0 3 14 87
Averaged periodogram estimation of long memory 0 0 1 83 0 0 5 272
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 97 0 4 12 387
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 1 3 8 19
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 1 197 0 0 12 595
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 1 96 0 2 16 412
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 1 6 10 36
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 3 9 448
Evidence of non-fundamentalness in OECD capital stocks 0 0 1 2 5 11 24 27
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 3 13 1,223
On divergent dynamics with ordinary least squares learning 0 0 1 15 0 3 8 68
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 8 17 446
Power comparison among tests for fractional unit roots 0 0 0 30 0 3 8 83
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 5 14 388
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 0 1 10 137
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 1 4 7 99
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 1 2 4 1 2 14 19
Specification testing with estimated variables 0 0 0 8 0 0 11 32
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 1 1 1 35 1 6 11 140
Testing That a Dependent Process Is Uncorrelated 2 2 3 93 5 9 19 210
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 2 6 3,426
Testing for Nonlinear Autoregression 0 0 0 0 0 0 4 326
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 0 1 14 1 3 11 52
Testing the Martingale Difference Hypothesis 0 0 1 96 0 2 12 296
Transformations of the state variable and learning dynamics 0 0 0 14 0 4 11 64
Total Journal Articles 4 6 23 2,018 22 108 365 11,005

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 2 13 31
Total Chapters 0 0 0 2 0 2 13 31

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Statistics updated 2026-06-04