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 1 3 4 585
A Consistent Test for the Martingale Difference Hypothesis 0 0 0 191 18 23 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 4 6 18
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 4 6 6 902
A consistent specification test for models defined by conditional moment restrictions 0 0 0 131 3 6 6 312
A simple and general test for white noise 0 1 1 1,153 3 6 7 3,935
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 2 4 18 665
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 1 2 38 1 3 6 113
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 5 6 8 889
Efficient wald tests for fractional unit roots 0 0 0 151 4 6 7 343
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 1 2 2 268
Real and Spurious Long Memory Properties of Stock Market Data 0 0 1 474 3 5 9 1,500
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 1 3 639
Size Corrected Power for Bootstrap Tests 0 0 1 265 0 4 7 556
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 4 5 6 1,323
Transformations of the State Variable and Learning Dynamics 0 0 0 44 1 3 5 190
Transformations of the State Variable and Learning Dynamics 0 0 0 30 3 5 5 131
Total Working Papers 0 2 5 2,972 55 92 135 13,047

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 2 114 4 5 9 361
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 3 5 6 46
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 1 1 4 124
A semiparametric two-step estimator in a multivariate long memory model 1 2 2 87 4 7 9 203
An automatic Portmanteau test for serial correlation 1 2 8 320 8 17 36 952
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 6 7 10 83
Averaged periodogram estimation of long memory 0 0 1 83 1 2 4 271
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 97 4 4 7 382
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 1 2 5 14
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 1 197 2 7 14 594
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 1 1 1 96 5 9 13 409
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 1 4 30
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 5 6 445
Evidence of non-fundamentalness in OECD capital stocks 0 0 1 2 6 9 12 15
Long Memory in Stock-Market Trading Volume 0 0 0 0 5 5 12 1,218
On divergent dynamics with ordinary least squares learning 0 0 1 15 1 4 5 65
Optimal Fractional Dickey-Fuller tests 0 0 0 86 5 9 9 438
Power comparison among tests for fractional unit roots 0 0 0 30 2 4 6 80
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 4 6 9 382
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 1 4 9 134
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 1 1 3 95
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 1 3 4 6 11 15
Specification testing with estimated variables 0 0 2 8 3 6 13 32
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 34 2 4 6 133
Testing That a Dependent Process Is Uncorrelated 0 0 1 91 3 5 8 198
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 2 2 5 3,424
Testing for Nonlinear Autoregression 0 0 0 0 1 3 4 325
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 0 2 14 6 7 9 49
Testing the Martingale Difference Hypothesis 0 1 3 96 2 5 12 293
Transformations of the state variable and learning dynamics 0 0 0 14 2 4 7 60
Total Journal Articles 3 6 26 2,011 89 156 267 10,870

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 6 8 13 29
Total Chapters 0 0 0 2 6 8 13 29

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Statistics updated 2026-02-12