The following pages link to Ignacio N. Lobato (Q1305665):
Displaying 21 items.
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- (Q275266) (redirect page) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models (Q1750279) (← links)
- Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (Q1787254) (← links)
- Averaged periodogram estimation of long memory (Q1922368) (← links)
- Power comparison among tests for fractional unit roots (Q1934727) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
- A Nonparametric Test for I(0) (Q4219773) (← links)
- CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES (Q4221794) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- Testing That a Dependent Process Is Uncorrelated (Q4468311) (← links)
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Q4807308) (← links)
- Single step estimation of ARMA roots for nonfundamental nonstationary fractional models (Q5053115) (← links)
- Efficient Wald Tests for Fractional Unit Roots (Q5437904) (← links)
- Consistent Estimation of Models Defined by Conditional Moment Restrictions (Q5475056) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
