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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Lobato, Ignacio N.
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Lobato, I.N.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
2
Testing for nonlinear autoregression
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 164-173
Persistent link: https://www.econbiz.de/10001728892
Saved in:
3
Long memory in stock-market trading volume
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 410-427
Persistent link: https://www.econbiz.de/10001521494
Saved in:
4
Real and spurious long-memory properties of stock-market data
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 261-268
Persistent link: https://www.econbiz.de/10001246513
Saved in:
5
Real and Spurious Long-Memory Properties of Stock-Market Data - Reply
Lobato, I.N.
;
Savin, N.E.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 280-283
Persistent link: https://www.econbiz.de/10008219126
Saved in:
6
Real and Spurious Long-Memory Properties of Stock-Market Data
Lobato, I.N.
;
Savin, N.E.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 261-267
Persistent link: https://www.econbiz.de/10008219132
Saved in:
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