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 1 205 0 0 2 575
A Consistent Test for the Martingale Difference Hypothesis 0 2 6 162 0 4 17 534
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 0 5 9
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 0 0 4 888
A consistent specification test for models defined by conditional moment restrictions 0 0 0 128 1 1 7 290
A simple and general test for white noise 1 4 16 1,117 4 8 50 3,856
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 4 28 589
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 1 32 0 0 11 93
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 8 173 1 3 20 858
Efficient wald tests for fractional unit roots 0 1 2 150 1 4 11 327
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 2 264
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 0 7 625
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 469 3 3 11 1,476
Size Corrected Power for Bootstrap Tests 0 0 2 245 2 6 15 506
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 0 0 4 1,306
Transformations of the State Variable and Learning Dynamics 0 0 0 44 1 2 6 183
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 1 8 122
Total Working Papers 1 7 36 2,863 14 36 208 12,501

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 40 0 1 3 109
A semiparametric two-step estimator in a multivariate long memory model 0 1 5 82 0 1 9 184
An automatic Portmanteau test for serial correlation 1 1 14 232 6 11 56 726
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 17 0 1 3 64
Averaged periodogram estimation of long memory 0 0 2 81 0 1 8 263
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 1 2 91 0 2 10 362
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 0 170 1 2 9 505
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 2 86 1 2 10 365
Efficient Wald Tests for Fractional Unit Roots 0 0 3 143 1 2 9 421
Long Memory in Stock-Market Trading Volume 0 0 0 0 1 5 12 1,171
On divergent dynamics with ordinary least squares learning 1 1 2 10 1 1 4 47
Optimal Fractional Dickey-Fuller tests 0 0 1 86 0 2 6 425
Power comparison among tests for fractional unit roots 0 0 0 30 0 0 3 70
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 1 2 11 347
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 1 2 8 118
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 1 3 92
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 1 1 29 0 2 5 109
Testing That a Dependent Process Is Uncorrelated 0 0 0 69 0 1 4 155
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 3 8 21 3,355
Testing for Nonlinear Autoregression 0 0 0 0 0 0 2 317
Testing the Martingale Difference Hypothesis 0 2 2 75 0 3 4 242
Transformations of the state variable and learning dynamics 0 0 0 13 0 1 6 50
Total Journal Articles 2 7 35 1,654 16 51 206 9,497

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Statistics updated 2020-09-04