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Velasco, Carlos
21
Lobato, Ignacio N.
11
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3
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3
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2
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1
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/10008217603
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2
A SIMPLE TEST OF NORMALITY FOR TIME SERIES
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometric theory
20
(
2004
)
4
,
pp. 671-689
Persistent link: https://www.econbiz.de/10006962883
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3
Power comparison among tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
99
(
2008
)
1
,
pp. 152-154
Persistent link: https://www.econbiz.de/10007988706
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4
Power comparison among tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
99
(
2008
)
1
,
pp. 152-155
Persistent link: https://www.econbiz.de/10008897651
Saved in:
5
Theory and Methods - Testing That a Dependent Process Is Uncorrelated
Lobato, Ignacio N.
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
455
,
pp. 1066-1076
Persistent link: https://www.econbiz.de/10006618353
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6
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129
Persistent link: https://www.econbiz.de/10006786591
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7
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/10008215773
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8
A nonparametric test for I(0)
Lobato, Ignacio N.
;
Robinson, Peter M.
- In:
The review of economic studies
65
(
1998
)
224
,
pp. 475-496
Persistent link: https://www.econbiz.de/10007693476
Saved in:
9
Consistent Estimation of Models Defined by Conditional Moment Restrictions
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1601-1616
Persistent link: https://www.econbiz.de/10007787982
Saved in:
10
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-150
Persistent link: https://www.econbiz.de/10008899324
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