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 2 3 584
A Consistent Test for the Martingale Difference Hypothesis 0 0 0 191 2 6 12 660
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 1 3 4 16
A Robust Test For Autocorrelation in the Presence of Statistical Dependence 0 0 0 0 2 2 2 898
A consistent specification test for models defined by conditional moment restrictions 0 0 0 131 1 3 4 309
A simple and general test for white noise 1 1 1 1,153 2 3 4 3,932
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 4 16 663
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 0 1 2 38 1 2 5 112
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 1 2 3 884
Efficient wald tests for fractional unit roots 0 0 0 151 2 2 3 339
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 1 1 1 267
Real and Spurious Long Memory Properties of Stock Market Data 0 0 0 0 1 2 3 639
Real and Spurious Long Memory Properties of Stock Market Data 0 0 1 474 2 4 6 1,497
Size Corrected Power for Bootstrap Tests 0 0 2 265 2 5 8 556
Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test 0 0 0 0 1 1 2 1,319
Transformations of the State Variable and Learning Dynamics 0 0 0 44 0 3 4 189
Transformations of the State Variable and Learning Dynamics 0 0 0 30 2 2 2 128
Total Working Papers 1 2 6 2,972 22 47 82 12,992

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 1 1 5 357
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 1 2 3 43
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 0 43 0 0 3 123
A semiparametric two-step estimator in a multivariate long memory model 0 1 1 86 1 3 5 199
An automatic Portmanteau test for serial correlation 0 1 8 319 5 12 30 944
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 1 1 4 77
Averaged periodogram estimation of long memory 0 0 1 83 0 1 4 270
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 0 97 0 0 3 378
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 1 1 4 13
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 1 197 1 6 14 592
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 0 95 3 8 8 404
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 1 5 30
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 3 5 6 445
Evidence of non-fundamentalness in OECD capital stocks 0 1 1 2 3 4 6 9
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 2 7 1,213
On divergent dynamics with ordinary least squares learning 0 0 1 15 2 3 7 64
Optimal Fractional Dickey-Fuller tests 0 0 0 86 1 4 4 433
Power comparison among tests for fractional unit roots 0 0 0 30 2 3 4 78
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 1 3 5 378
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 2 4 8 133
Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates 0 0 0 26 0 1 2 94
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 1 3 2 3 7 11
Specification testing with estimated variables 0 0 3 8 1 5 11 29
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 34 1 2 5 131
Testing That a Dependent Process Is Uncorrelated 0 0 2 91 2 3 6 195
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 0 3 3,422
Testing for Nonlinear Autoregression 0 0 0 0 2 2 3 324
Testing for Predictability in Financial Returns Using Statistical Learning Procedures 0 0 2 14 1 1 3 43
Testing the Martingale Difference Hypothesis 1 1 3 96 3 3 10 291
Transformations of the state variable and learning dynamics 0 0 0 14 1 4 5 58
Total Journal Articles 1 4 26 2,008 41 88 190 10,781

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 3 7 23
Total Chapters 0 0 0 2 1 3 7 23

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Statistics updated 2026-01-09