Ignacio N. Lobato
Names
| first: |
Ignacio |
| middle: |
N. |
| last: |
Lobato |
Identifer
Contact
Affiliations
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Instituto Tecnólogico Autónomo de México (ITAM)
/ Departamento Académico de Economía
/ Centro de Investigación Económica (CIE)
Research profile
author of:
- Testing That a Dependent Process Is Uncorrelated (RePEc:bes:jnlasa:v:96:y:2001:m:september:p:1066-1076)
by Lobato I. N. - Real and Spurious Long-Memory Properties of Stock-Market Data (RePEc:bes:jnlbes:v:16:y:1998:i:3:p:261-68)
by Lobato, Ignacio N & Savin, N E - Real and Spurious Long-Memory Properties of Stock-Market Data: Reply (RePEc:bes:jnlbes:v:16:y:1998:i:3:p:280-83)
by Lobato, Ignacio N & Savin, N E - Long Memory in Stock-Market Trading Volume (RePEc:bes:jnlbes:v:18:y:2000:i:4:p:410-27)
by Lobato, Ignacio N & Velasco, Carlos - Testing for Nonlinear Autoregression (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:164-73)
by Lobato, Ignacio N - Transformations of the state variable and learning dynamics (RePEc:bla:ijethy:v:6:y:2010:i:4:p:385-403)
by Shurojit Chatterji & Ignacio N. Lobato - Consistency Of The Averaged Cross‐Periodogram In Long Memory Series (RePEc:bla:jtsera:v:18:y:1997:i:2:p:137-155)
by Ignacio N. Lobato - Testing for Predictability in Financial Returns Using Statistical Learning Procedures (RePEc:bla:jtsera:v:36:y:2015:i:5:p:672-686)
by Neil Kellard & Denise Osborn & Jerry Coakley & Imanol Arrieta-ibarra & Ignacio N. Lobato - A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) (RePEc:cep:stiecm:342)
by Ignacio Lobato & Peter M Robinson - A Consistent Test for the Martingale Difference Hypothesis (RePEc:cie:wpaper:0101)
by Manuel A. Dominguez & Ignacio N. Lobato - Size Corrected Power for Bootstrap Tests (RePEc:cie:wpaper:0102)
by Manuel A. Dominguez & Ignacio N. Lobato - Optimal Fractional Dickey-Fuller Tests for Unit Roots (RePEc:cie:wpaper:0401)
by Ignacio N. Lobato & Carlos Velasco - Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis (RePEc:cie:wpaper:0405)
by Ignacio Lobato & Sangeeta Pratap & Alejandro Somuano - Transformations of the State Variable and Learning Dynamics (RePEc:cie:wpaper:0708)
by Shurojit Chatterji & Ignacio Lobato - Transformations of the State Variable and Learning Dynamics (RePEc:cie:wpaper:0902)
by Shurojit Chatterji & Ignacio Lobato - Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM (RePEc:cie:wpaper:1005)
by Manuel Dominguez & Ignacio Lobato - Efficient wald tests for fractional unit roots (RePEc:cte:werepe:we056935)
by Lobato, Ignacio N. & Velasco, Carlos - A consistent specification test for models defined by conditional moment restrictions (RePEc:cte:werepe:we064111)
by Domínguez, Manuel A. & Lobato, Ignacio N. - Testing For Zero Autocorrelation In The Presence Of Statistical Dependence (RePEc:cup:etheor:v:18:y:2002:i:03:p:730-743_18)
by Lobato, I.N. & Nankervis, John C. & Savin, N.E. - A Simple Test Of Normality For Time Series (RePEc:cup:etheor:v:20:y:2004:i:04:p:671-689_20)
by Lobato, Ignacio N. & Velasco, Carlos - A Simple Omnibus Overidentification Specification Test For Time Series Econometric Models (RePEc:cup:etheor:v:31:y:2015:i:04:p:891-910_00)
by Domínguez, Manuel A. & Lobato, Ignacio N. - Consistent Estimation of Models Defined by Conditional Moment Restrictions (RePEc:ecm:emetrp:v:72:y:2004:i:5:p:1601-1615)
by Manuel A. Domínguez & Ignacio N. Lobato - Efficient Wald Tests for Fractional Unit Roots (RePEc:ecm:emetrp:v:75:y:2007:i:2:p:575-589)
by Ignacio N Lobato & Carlos Velasco - A simple and general test for white noise (RePEc:ecm:latm04:112)
by Carlos Velasco & Ignacio N. Lobato - A Consistent Test for the Martingale Difference Assumption (RePEc:ecm:wc2000:0278)
by Ignacio N. Lobato - Optimal Fractional Dickey-Fuller tests (RePEc:ect:emjrnl:v:9:y:2006:i:3:p:492-510)
by Ignacio N. Lobato & Carlos Velasco - Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (RePEc:eee:ecolet:v:162:y:2018:i:c:p:150-152)
by Lobato, Ignacio N. & Velasco, Carlos - Power comparison among tests for fractional unit roots (RePEc:eee:ecolet:v:99:y:2008:i:1:p:152-154)
by Lobato, Ignacio N. & Velasco, Carlos - Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness (RePEc:eee:econom:v:133:y:2006:i:2:p:841-862)
by Horowitz, Joel L. & Lobato, I.N. & Nankervis, John C. & Savin, N.E. - An automatic Portmanteau test for serial correlation (RePEc:eee:econom:v:151:y:2009:i:2:p:140-149)
by Escanciano, J. Carlos & Lobato, Ignacio N. - Averaged periodogram estimation of long memory (RePEc:eee:econom:v:73:y:1996:i:1:p:303-324)
by Lobato, I. & Robinson, P. M. - A semiparametric two-step estimator in a multivariate long memory model (RePEc:eee:econom:v:90:y:1999:i:1:p:129-153)
by Lobato, Ignacio N. - Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis (RePEc:eee:ememar:v:4:y:2003:i:4:p:450-471)
by Pratap, Sangeeta & Lobato, Ignacio & Somuano, Alejandro - On divergent dynamics with ordinary least squares learning (RePEc:eee:jeborg:v:109:y:2015:i:c:p:1-9)
by Chatterji, Shurojit & Lobato, Ignacio N. - Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates (RePEc:iec:inveco:v:21:y:1997:i:2:p:273-296)
by Ignacio N. Lobato - Testing for Autocorrelation Using a Modified Box-Pierce Q Test (RePEc:ier:iecrev:v:42:y:2001:i:1:p:187-205)
by Lobato, Ignacio & Nankervis, John C & Savin, N E - Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
[Non-fundamentalness in structural econometric models: A review] (RePEc:oup:emjrnl:v:25:y:2022:i:2:p:455-476.)
by Ignacio N Lobato & Carlos Velasco - A Nonparametric Test for I(0) (RePEc:oup:restud:v:65:y:1998:i:3:p:475-495.)
by Ignacio N. Lobato & Peter M. Robinson - Testing the Martingale Hypothesis (RePEc:pal:palchp:978-0-230-24440-5_20)
by J. Carlos Escanciano & Ignacio N. Lobato - Evidence of non-fundamentalness in OECD capital stocks (RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02564-5)
by Antonio Aguirre & Ignacio N. Lobato - Testing the Martingale Difference Hypothesis (RePEc:taf:emetrv:v:22:y:2003:i:4:p:351-377)
by Manuel Dominguez & Ignacio Lobato - Specification testing with estimated variables (RePEc:taf:emetrv:v:39:y:2020:i:5:p:476-494)
by Manuel A. Domínguez & Ignacio N. Lobato - Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models (RePEc:taf:jnlbes:v:31:y:2013:i:4:p:426-437)
by Juan Carlos Escanciano & Ignacio N. Lobato & Lin Zhu - Cartel Stability and the Joint Executive Committee, 1880-1886 (RePEc:tcd:tcduet:941)
by Ignacio N. Lobato & Patrick P. Walsh - Real and Spurious Long Memory Properties of Stock Market Data (RePEc:uia:iowaec:96-07)
by Lobato, I.N. & Savin, N.E. - Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test (RePEc:uia:iowaec:97-14)
by Nankervis, J.C. & Savin, N.E. & Lobato, I. - A Robust Test For Autocorrelation in the Presence of Statistical Dependence (RePEc:uia:iowaec:99-07)
by Lobato, I.N. & Nankervis, John C. & Savin, N.E. - Real and Spurious Long Memory Properties of Stock Market Data (RePEc:wpa:wuwpem:9605004)
by I.N. Lobato & N.E. Savin