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~subject:"Autokorrelation"
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Search: "Lobato, Ignacio N."
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Lobato, Ignacio N.
9
Savin, N. Eugene
3
Velasco, Carlos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
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
Saved in:
2
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
Saved in:
3
Power comparison among tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
99
(
2008
)
1
,
pp. 152-154
Persistent link: https://www.econbiz.de/10003723285
Saved in:
4
Efficient Wald tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 575-589
Persistent link: https://www.econbiz.de/10003462417
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Real and spurious long-memory properties of stock-market data
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 261-268
Persistent link: https://www.econbiz.de/10001246513
Saved in:
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