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 1 207 0 1 2 582
A Consistent Test for the Martingale Difference Hypothesis 0 0 1 191 1 5 7 654
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 0 2 13
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 0 0 0 896
A consistent specification test for models defined by conditional moment restrictions 0 0 0 131 0 0 1 306
A simple and general test for white noise 0 0 0 1,152 0 1 2 3,929
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 2 2 14 659
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 0 1 37 0 1 3 110
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 1 180 0 1 2 882
Efficient wald tests for fractional unit roots 0 0 0 151 0 0 1 337
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 0 266
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 0 1 637
Real and Spurious Long Memory Properties of Stock Market Data 0 0 1 474 0 0 3 1,493
Size Corrected Power for Bootstrap Tests 0 0 4 265 0 0 6 551
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 0 0 1 1,318
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 0 0 126
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 0 1 186
Total Working Papers 0 0 9 2,970 3 11 46 12,945

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 0 2 5 356
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 0 1 2 41
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 0 1 3 123
A semiparametric two-step estimator in a multivariate long memory model 0 0 0 85 1 2 3 196
An automatic Portmanteau test for serial correlation 0 1 10 318 1 4 21 932
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 1 2 3 76
Averaged periodogram estimation of long memory 0 1 1 83 0 2 3 269
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 1 97 0 2 4 378
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 0 1 3 12
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 1 3 197 0 3 11 586
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 1 95 0 0 2 396
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 1 3 4 29
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 1 4 440
Evidence of non-fundamentalness in OECD capital stocks 0 0 1 1 0 0 4 5
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 1 6 1,211
On divergent dynamics with ordinary least squares learning 0 1 1 15 0 1 4 61
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 0 1 429
Power comparison among tests for fractional unit roots 0 0 0 30 0 0 2 75
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 1 2 375
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 1 1 4 129
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 1 1 93
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 1 2 3 2 3 5 8
Specification testing with estimated variables 0 0 3 8 0 3 6 24
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 34 0 0 3 129
Testing That a Dependent Process Is Uncorrelated 0 0 2 91 0 0 3 192
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 1 2 4 3,422
Testing for Nonlinear Autoregression 0 0 0 0 0 0 1 322
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 1 2 14 0 1 2 42
Testing the Martingale Difference Hypothesis 0 0 3 95 2 4 9 288
Transformations of the state variable and learning dynamics 0 0 0 14 0 1 1 54
Total Journal Articles 0 6 32 2,004 10 43 126 10,693

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 1 2 5 20
Total Chapters 0 0 0 2 1 2 5 20

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Statistics updated 2025-10-06