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Ignacio N. Lobato

Observed names: I. Lobato, I. N. Lobato, I.N. Lobato, Ignacio Lobato, Ignacio N Lobato, Lobato, Ignacio N.
ORCID: 0000-0001-7893-0564
Observed ORCID: 0000-0001-7893-0564
OpenAlex ID: A5049837856
Real and Spurious Long-Memory Properties of Stock-Market Data
1998 · I. N. Lobato, N. E. Savin · Journal of Business and Economic Statistics · 460
An automatic Portmanteau test for serial correlation
2009 · J. Carlos Escanciano, Ignacio N. Lobato · Journal of Econometrics · 269
Long Memory in Stock-Market Trading Volume
2000 · Ignacio N. Lobato, Carlos Velasco · Journal of Business and Economic Statistics · 224
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Testing That a Dependent Process Is Uncorrelated
2001 · Ignacio N Lobato · Journal of the American Statistical Association · 157
Consistent Estimation of Models Defined by Conditional Moment Restrictions
2004 · Manuel A. Dominguez, Ignacio N. Lobato · Econometrica · 146
A Nonparametric Test for I(0)
1998 · Ignacio N. Lobato, Peter M. Robinson · The Review of Economic Studies · 145
A semiparametric two-step estimator in a multivariate long memory model
1999 · Ignacio N. Lobato · Journal of Econometrics · 133
Averaged periodogram estimation of long memory
1996 · I. Lobato, P.M. Robinson · Journal of Econometrics · 127
Efficient Wald Tests for Fractional Unit Roots
2007 · Ignacio N Lobato, Carlos Velasco · Econometrica · 121
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Testing the Martingale Difference Hypothesis
2003 · Manuel A. Domínguez, Ignacio N. Lobato · Econometric Reviews · 105
Testing for Autocorrelation Using a Modified Box‐Pierce Q Test
2001 · Ignacio Lobato, John C. Nankervis, et al. · International Economic Review · 102
Testing for Zero Autocorrelation in the Presence of Statistical Dependence
2002 · I.N. Lobato, John C. Nankervis, et al. · Econometric Theory · 95
Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis
2003 · Sangeeta Pratap, Ignacio Lobato, et al. · Emerging Markets Review · 86
Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
2005 · Joel L. Horowitz, I.N. Lobato, et al. · Journal of Econometrics · 84
A Simple Test of Normality for Time Series
2004 · Ignacio N. Lobato, Carlos Velasco · Econometric Theory · 69
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Testing the Martingale Hypothesis
2009 · J. Carlos Escanciano, Ignacio N. Lobato · Palgrave Macmillan UK eBooks · 65
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Consistency of the Averaged Cross‐periodogram in Long Memory Series
1997 · Ignacio N. Lobato · Journal of Time Series Analysis · 60
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
2018 · Carlos Velasco, Ignacio N. Lobato · The Annals of Statistics · 31
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A Consistent Test for the Martingale Difference Hypothesis
2000 · Manuel A. Domínguez, Ignacio N. Lobato · RePEc: Research Papers in Economics · 22
Optimal Fractional Dickey–Fuller tests
2006 · Ignacio N. Lobato, Carlos Velasco · Econometrics Journal · 19
Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
2013 · Juan Carlos Escanciano, Ignacio N. Lobato, et al. · Journal of Business and Economic Statistics · 15
A simple and general test for white noise
2004 · Carlos Velasco, Ignacio N. Lobato · RePEc: Research Papers in Economics · 12
Testing for Predictability in Financial Returns Using Statistical Learning Procedures
2015 · Imanol Arrieta‐ibarra, Ignacio N. Lobato · Journal of Time Series Analysis · 10
A Simple Omnibus Overidentification Specification Test for Time Series Econometric Models
2014 · Manuel A. Domínguez, Ignacio N. Lobato · Econometric Theory · 10
Specification testing with estimated variables
2019 · Manuel A. Domínguez, Ignacio N. Lobato · Econometric Reviews · 9
Works count: 49
Citation count: 2,627
H-index: 19
I10-index: 24
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