I. N. Lobato

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing for autocorrelation using a modified Box-Pierce {\(Q\)} test International Economic Review	2026-02-04	Paper
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models Journal of Business and Economic Statistics	2025-01-20	Paper
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models Econometrics Journal	2022-12-06	Paper
Specification testing with estimated variables Econometric Reviews	2022-03-04	Paper
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models Economics Letters	2018-10-05	Paper
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models The Annals of Statistics	2018-05-18	Paper
An automatic portmanteau test for serial correlation Journal of Econometrics	2016-07-18	Paper
Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness Journal of Econometrics	2016-04-25	Paper
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS Econometric Theory	2015-11-03	Paper
Testing for Predictability in Financial Returns Using Statistical Learning Procedures Journal of Time Series Analysis	2015-10-12	Paper
Power comparison among tests for fractional unit roots Economics Letters	2013-01-29	Paper
Efficient Wald Tests for Fractional Unit Roots Econometrica	2008-01-28	Paper
Optimal Fractional Dickey–Fuller tests Econometrics Journal	2007-02-13	Paper
Consistent Estimation of Models Defined by Conditional Moment Restrictions Econometrica	2006-06-16	Paper
A SIMPLE TEST OF NORMALITY FOR TIME SERIES Econometric Theory	2006-01-17	Paper
Testing That a Dependent Process Is Uncorrelated Journal of the American Statistical Association	2004-06-10	Paper
Testing the Martingale Difference Hypothesis Econometric Reviews	2003-11-06	Paper
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE Econometric Theory	2003-05-18	Paper
CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES Journal of Time Series Analysis	2000-06-13	Paper
A semiparametric two-step estimator in a multivariate long memory model Journal of Econometrics	1999-05-01	Paper
A Nonparametric Test for I(0) Review of Economic Studies	1999-04-19	Paper
A semiparametric two-step estimator in a multivariate long memory model Journal of Econometrics	1999-01-01	Paper
Averaged periodogram estimation of long memory Journal of Econometrics	1997-01-19	Paper

Research outcomes over time

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