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Optimal fractional Dickey-Fuller tests
Lobato, Ignacio N.; Velasco, Carlos - In: The econometrics journal 9 (2006) 3, pp. 492-510
Persistent link: https://www.econbiz.de/10003390169
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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
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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
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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
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Semiparametric estimation of seasonal long memory models : theory and an application to the modeling of exchange rates
Lobato, Ignacio N. - In: Investigaciones económicas 21 (1997) 2, pp. 273-295
Persistent link: https://www.econbiz.de/10001234521
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A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N. - In: Journal of econometrics 90 (1999) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
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A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039
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Testing the martingale difference hypothesis
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 22 (2003) 4, pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
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A nonparametric test for I(0)
Lobato, Ignacio N. - In: The review of economic studies 65 (1998) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10001244372
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Cartel stability and the Joint Executive Committee : (1880 - 1886)
Lobato, Ignacio N.; Walsh, Patrick Paul - 1994
Persistent link: https://www.econbiz.de/10000930382