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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04