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 0 1 581
A Consistent Test for the Martingale Difference Hypothesis 0 0 2 191 0 0 4 649
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 1 1 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 1 1,152 0 0 3 3,928
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 6 13 657
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 1 1 37 0 1 2 109
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 1 180 0 0 1 881
Efficient wald tests for fractional unit roots 0 0 0 151 1 1 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 1 1 474 0 2 3 1,493
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 0 0 1 637
Size Corrected Power for Bootstrap Tests 1 1 7 265 1 2 12 551
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 0 1 2 1,318
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 1 1 186
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 0 0 126
Total Working Papers 1 3 14 2,970 4 15 47 12,934


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) 1 1 2 114 1 1 3 354
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 0 0 1 40
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 1 43 1 1 4 122
A semiparametric two-step estimator in a multivariate long memory model 0 0 0 85 0 0 1 194
An automatic Portmanteau test for serial correlation 1 2 9 317 2 8 20 928
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 1 1 1 74
Averaged periodogram estimation of long memory 0 0 0 82 0 0 1 267
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 1 97 1 1 2 376
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 0 0 2 11
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 5 196 0 1 11 583
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 2 95 0 0 4 396
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 0 1 26
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 0 3 439
Evidence of non-fundamentalness in OECD capital stocks 0 0 1 1 2 2 5 5
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 3 6 1,210
On divergent dynamics with ordinary least squares learning 0 0 0 14 0 0 3 60
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 0 2 429
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 2 374
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 1 1 3 128
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 0 0 92
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 1 2 0 1 2 5
Specification testing with estimated variables 0 1 4 8 0 1 4 21
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 34 0 2 3 129
Testing That a Dependent Process Is Uncorrelated 1 1 2 91 1 1 3 192
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 2 3,420
Testing for Nonlinear Autoregression 0 0 0 0 0 0 1 322
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 1 1 13 0 1 1 41
Testing the Martingale Difference Hypothesis 0 0 4 95 0 1 6 284
Transformations of the state variable and learning dynamics 0 0 0 14 0 0 0 53
Total Journal Articles 3 6 33 1,998 10 28 99 10,650


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 1 2 0 1 6 18
Total Chapters 0 0 1 2 0 1 6 18


Statistics updated 2025-07-04