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 0 6 588
A Consistent Test for the Martingale Difference Hypothesis 0 1 2 193 0 1 34 687
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 0 0 10 23
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 0 0 10 906
A consistent specification test for models defined by conditional moment restrictions 0 1 1 132 0 2 12 318
A simple and general test for white noise 0 0 2 1,154 1 1 14 3,943
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 2 15 672
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 2 2 3 40 5 5 10 120
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 0 0 12 894
Efficient wald tests for fractional unit roots 0 0 0 151 1 2 12 349
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 3 269
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 474 0 2 19 1,512
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 1 7 644
Size Corrected Power for Bootstrap Tests 0 2 2 267 0 3 12 563
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 0 1 9 1,327
Transformations of the State Variable and Learning Dynamics 0 0 0 44 1 1 10 196
Transformations of the State Variable and Learning Dynamics 0 0 0 30 1 2 10 136
Total Working Papers 2 6 10 2,980 10 23 205 13,147

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 2 2 116 0 3 15 371
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 1 1 1 8 2 2 11 52
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 0 0 3 126
A semiparametric two-step estimator in a multivariate long memory model 0 0 3 88 0 1 15 210
An automatic Portmanteau test for serial correlation 1 2 6 324 1 3 32 963
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 0 1 13 88
Averaged periodogram estimation of long memory 0 0 0 83 0 0 3 272
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 97 0 0 9 387
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 1 1 5 0 2 9 21
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 0 197 0 0 9 595
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 1 96 0 0 16 412
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 0 8 36
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 1 3 11 451
Evidence of non-fundamentalness in OECD capital stocks 1 1 2 3 1 1 23 28
Long Memory in Stock-Market Trading Volume 0 0 0 0 3 5 17 1,228
On divergent dynamics with ordinary least squares learning 0 0 0 15 0 1 8 69
Optimal Fractional Dickey-Fuller tests 0 0 0 86 1 2 19 448
Power comparison among tests for fractional unit roots 0 0 0 30 0 2 10 85
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 0 0 13 388
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 1 1 10 138
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 0 6 99
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 1 4 0 1 14 20
Specification testing with estimated variables 0 0 0 8 0 0 8 32
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 1 2 36 0 1 12 141
Testing That a Dependent Process Is Uncorrelated 0 0 2 93 0 0 18 210
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 6 3,427
Testing for Nonlinear Autoregression 0 0 0 0 0 1 5 327
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 0 0 14 0 0 10 52
Testing the Martingale Difference Hypothesis 0 1 2 97 1 3 13 299
Transformations of the state variable and learning dynamics 0 0 0 14 1 2 12 66
Total Journal Articles 3 9 23 2,027 12 36 358 11,041

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 1 13 32
Total Chapters 0 0 0 2 0 1 13 32

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Statistics updated 2026-09-10