Ignacio N. Lobato

Available identifiers

zbMath Open lobato.ignacio-nMaRDI QIDQ1305665

List of research outcomes

Publication	Date of Publication	Type
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models	2025-01-20	Paper
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	2022-12-06	Paper
Specification testing with estimated variables	2022-03-04	Paper
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models	2018-10-05	Paper
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models	2018-05-18	Paper
An automatic portmanteau test for serial correlation	2016-07-18	Paper
Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness	2016-04-25	Paper
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS	2015-11-03	Paper
Testing for Predictability in Financial Returns Using Statistical Learning Procedures	2015-10-12	Paper
Power comparison among tests for fractional unit roots	2013-01-29	Paper
Efficient Wald Tests for Fractional Unit Roots	2008-01-28	Paper
Optimal Fractional Dickey–Fuller tests	2007-02-13	Paper
Consistent Estimation of Models Defined by Conditional Moment Restrictions	2006-06-16	Paper
A SIMPLE TEST OF NORMALITY FOR TIME SERIES	2006-01-17	Paper
Testing That a Dependent Process Is Uncorrelated	2004-06-10	Paper
Testing the Martingale Difference Hypothesis	2003-11-06	Paper
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE	2003-05-18	Paper
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES	2000-06-13	Paper
A semiparametric two-step estimator in a multivariate long memory model	1999-05-01	Paper
A Nonparametric Test for I(0)	1999-04-19	Paper
A semiparametric two-step estimator in a multivariate long memory model	1999-01-01	Paper
Averaged periodogram estimation of long memory	1997-01-19	Paper

Research outcomes over time

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