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ECONIS (ZBW)
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Specification testing with estimated variables
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
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
Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness
Horowitz, Joel
;
Lobato, Ignacio N.
;
Nankervis, John C.
; …
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 841-862
Persistent link: https://www.econbiz.de/10003359657
Saved in:
4
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:
5
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/10002163046
Saved in:
6
A nonparametric test for I (0)
Lobato, Ignacio N.
;
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000978039
Saved in:
7
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
Saved in:
8
Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
International economic review
42
(
2001
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
Saved in:
9
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
Saved in:
10
Efficient Wald tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 575-589
Persistent link: https://www.econbiz.de/10003462417
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