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~subject:"Aktienmarkt"
~subject:"Autocorrelation"
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Search: "Lobato, Ignacio N."
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Lobato, Ignacio N.
7
Nankervis, John C.
3
Savin, N. Eugene
3
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Escanciano, Juan Carlos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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
Saved in:
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
Saved in:
5
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:
6
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
Saved in:
7
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:
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