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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
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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
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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
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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 consistent specification test for models defined by conditional moment restrictions
Domínguez, Manuel A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003423882
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On divergent dynamics with ordinary least squares learning
Chatterji, Shurojit; Lobato, Ignacio N. - In: Journal of economic behavior & organization : JEBO 109 (2015), pp. 1-9
Persistent link: https://www.econbiz.de/10011396628
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A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.; Lobato, Ignacio N. - In: Econometric theory 31 (2015) 4, pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
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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
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Transformations of the state variable and learning dynamics
Chatterji, Shurojit; Lobato, Ignacio N. - In: International journal of economic theory 6 (2010) 4, pp. 385-403
Persistent link: https://www.econbiz.de/10008772082