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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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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/10002163046
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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
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4
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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5
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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6
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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7
A nonparametric test for I (0)
Lobato, Ignacio N.
;
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000978039
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8
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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9
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
Saved in:
10
Cartel stability and the Joint Executive Committee : (1880 - 1886)
Lobato, Ignacio N.
;
Walsh, Patrick Paul
-
1994
Persistent link: https://www.econbiz.de/10000930382
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