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 2 2 3 584
A Consistent Test for the Martingale Difference Hypothesis 0 0 0 191 3 5 10 658
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) 0 0 0 0 1 2 3 15
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 2 2 3 308
A simple and general test for white noise 0 0 0 1,152 1 1 2 3,930
Cartel Stability and the Joint Executive Committee, 1880-1886 0 0 0 5 1 5 16 662
Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM 1 1 2 38 1 1 4 111
Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis 0 0 0 180 0 1 2 883
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 1 2 638
Real and Spurious Long Memory Properties of Stock Market Data 0 0 1 474 0 2 4 1,495
Size Corrected Power for Bootstrap Tests 0 0 3 265 2 3 7 554
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 44 2 3 4 189
Transformations of the State Variable and Learning Dynamics 0 0 0 30 0 0 0 126
Total Working Papers 1 1 6 2,971 15 28 62 12,970

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 0 4 356
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS 0 0 0 7 1 1 2 42
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 1 1 1 86 2 3 4 198
An automatic Portmanteau test for serial correlation 1 1 9 319 4 8 26 939
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models 0 0 0 22 0 1 3 76
Averaged periodogram estimation of long memory 0 0 1 83 1 1 4 270
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness 0 0 1 97 0 0 4 378
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES 0 0 0 4 0 0 3 12
Consistent Estimation of Models Defined by Conditional Moment Restrictions 0 0 3 197 4 5 16 591
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis 0 0 0 95 1 5 5 401
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 1 2 5 30
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 2 2 3 442
Evidence of non-fundamentalness in OECD capital stocks 0 1 1 2 0 1 4 6
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 2 8 1,213
On divergent dynamics with ordinary least squares learning 0 0 1 15 1 1 5 62
Optimal Fractional Dickey-Fuller tests 0 0 0 86 3 3 4 432
Power comparison among tests for fractional unit roots 0 0 0 30 0 1 2 76
Real and Spurious Long-Memory Properties of Stock-Market Data 0 0 0 0 1 2 4 377
Real and Spurious Long-Memory Properties of Stock-Market Data: Reply 0 0 0 0 1 3 6 131
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 0 3 5 9
Specification testing with estimated variables 0 0 3 8 2 4 10 28
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE 0 0 0 34 1 1 4 130
Testing That a Dependent Process Is Uncorrelated 0 0 2 91 0 1 4 193
Testing for Autocorrelation Using a Modified Box-Pierce Q Test 0 0 0 374 0 1 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 0 2 14 0 0 2 42
Testing the Martingale Difference Hypothesis 0 0 3 95 0 2 9 288
Transformations of the state variable and learning dynamics 0 0 0 14 1 3 4 57
Total Journal Articles 2 3 30 2,007 26 57 160 10,740

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 6 22
Total Chapters 0 0 0 2 1 3 6 22

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Statistics updated 2025-12-06