E-LIB Suche - Ergebnisse für: Lobato, Ignacio N.

1

Evidence of non-fundamentalness in OECD capital stocks:

Aguirre, Antonio ; Lobato, Ignacio N.
Empirical Economics. , 2024

Link: https://doi.org/10.1007/..

2

Single step estimation of ARMA roots for nonfundamental non..:

Lobato, Ignacio N ; Velasco, Carlos
The Econometrics Journal. 25 (2022) 2 - p. 455-476 , 2022

Link: https://doi.org/10.1093/..

3

Specification testing with estimated variables:

Domínguez, Manuel A. ; Lobato, Ignacio N.
Econometric Reviews. 39 (2019) 5 - p. 476-494 , 2019

Link: https://doi.org/10.1080/..

4

FREQUENCY DOMAIN MINIMUM DISTANCE INFERENCE FOR POSSIBLY NO..:

Velasco, Carlos ; Lobato, Ignacio N.
The Annals of Statistics. 46 (2018) 2 - p. 555-579 , 2018

Link: https://www.jstor.org/st..

5

Efficiency improvements for minimum distance estimation of ..:

Lobato, Ignacio N. ; Velasco, Carlos
Economics Letters. 162 (2018) - p. 150-152 , 2018

Link: https://doi.org/10.1016/..

6

On divergent dynamics with ordinary least squares learning:

Chatterji, Shurojit ; Lobato, Ignacio N.
Journal of Economic Behavior & Organization. 109 (2015) - p. 1-9 , 2015

Link: https://doi.org/10.1016/..

7

A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR ..:

Domínguez, Manuel A. ; Lobato, Ignacio N.
Econometric Theory. 31 (2015) 4 - p. 891-910 , 2015

Link: http://www.jstor.org/sta..

8

Testing for Predictability in Financial Returns Using Stati..:

Arrieta‐ibarra, Imanol ; Lobato, Ignacio N.
Journal of Time Series Analysis. 36 (2015) 5 - p. 672-686 , 2015

Link: https://doi.org/10.1111/..

9

A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR ..:

Domínguez, Manuel A. ; Lobato, Ignacio N.
Econometric Theory. 31 (2014) 4 - p. 891-910 , 2014

Link: https://doi.org/10.1017/..

10

Automatic Specification Testing for Vector Autoregressions ..:

Escanciano, Juan Carlos ; Lobato, Ignacio N. ; Zhu, Lin
Journal of Business & Economic Statistics. 31 (2013) 4 - p. 426-437 , 2013

Link: https://doi.org/10.1080/..

11

Automatic Specification Testing for Vector Autoregressions ..:

Escanciano, Juan Carlos ; Lobato, Ignacio N. ; Zhu, Lin
Journal of Business & Economic Statistics. 31 (2013) 4 - p. 426-437 , 2013

Link: http://www.jstor.org/sta..

12

Transformations of the state variable and learning dynamics:

Chatterji, Shurojit ; Lobato, Ignacio N.
International Journal of Economic Theory. 6 (2010) 4 - p. 385-403 , 2010

Link: https://doi.org/10.1111/..

13

Testing the Martingale Hypothesis:

, In: Palgrave Handbook of Econometrics,

Escanciano, J. Carlos ; Lobato, Ignacio N. - p. 972-1003 , 2009

Link: https://doi.org/10.1057/..

14

An automatic Portmanteau test for serial correlation:

Escanciano, J. Carlos ; Lobato, Ignacio N.
Journal of Econometrics. 151 (2009) 2 - p. 140-149 , 2009

Link: https://doi.org/10.1016/..

15

Power comparison among tests for fractional unit roots:

Lobato, Ignacio N. ; Velasco, Carlos
Economics Letters. 99 (2008) 1 - p. 152-154 , 2008

Link: https://doi.org/10.1016/..