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  • Search: person:"Lobato, I."
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Year of publication
Subject
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Theorie 13 Theory 13 Time series analysis 13 Zeitreihenanalyse 13 Statistical test 11 Statistischer Test 11 Estimation theory 7 Schätztheorie 7 Autocorrelation 5 Autokorrelation 5 USA 4 United States 4 Estimation 3 Schätzung 3 1962-1994 2 ARMA model 2 ARMA-Modell 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Capital income 2 Correlation 2 Einheitswurzeltest 2 Exchange rate 2 Kapitaleinkommen 2 Korrelation 2 Modellierung 2 Scientific modelling 2 Unit root test 2 Wechselkurs 2 1880-1886 1 Aggregation 1 Akaike's AIC 1 Aktienindex 1 Aktienmarkt 1 Börsenkurs 1 Capital stock 1 Causality analysis 1 Detrending 1 Deutsche Mark 1 Deutschland 1
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Online availability
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Undetermined 7 Free 1
Type of publication
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Article 34 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 23 Aufsatz in Zeitschrift 23 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 25 Undetermined 15 Spanish 1
Author
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Lobato, Ignacio N. 26 Lobato, I.N. 11 Savin, N.E. 11 Nankervis, John C. 8 Velasco, Carlos 6 Savin, N. Eugene 4 Domínguez, Manuel A. 3 Lobato, I. 3 Chatterji, Shurojit 2 Horowitz, Joel L. 2 Robinson, P.M. 2 Robinson, Peter M. 2 Aguirre, Antonio 1 Amano, Noriko 1 Brockwell, P.J. 1 Davis, R. 1 Delgado, M.A. 1 Dominguez, Manuel A. 1 Escanciano, J. Carlos 1 Escanciano, Juan Carlos 1 Franses, P.H. 1 Hannan, E.J. 1 Harris, David 1 Hobijn, B. 1 Horowitz, Joel 1 Kwiatkowski, D. 1 Laguna-Müggenburg, Eduardo 1 Lee, D. 1 Leybourne, Stephen 1 Lobato I. N. 1 Mccabe, Brendan 1 Nankervis, J.C. 1 Ooms, M. 1 Phillips, P.C.B. 1 Robinson, P. M. 1 Schmidt, P. 1 Shin, Y. 1 Walsh, Patrick Paul 1 Zhu, Lin 1
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Institution
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Department of Economics, Tippie College of Business 3 EconWPA 1 Trinity College Dublin / Department of Economics 1
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Econometric theory 5 Journal of econometrics 4 Working Papers / Department of Economics, Tippie College of Business 3 Econometric reviews 2 Economics letters 2 Gaceta de economía 2 Journal of Econometrics 2 The econometrics journal 2 Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines 1 Econometric Theory 1 Econometrics 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 International economic review 1 International journal of economic theory 1 Investigaciones económicas 1 Journal of economic behavior & organization : JEBO 1 Journal of the American Statistical Association 1 Operations research, Management science : OR MS ; the international literature digest 1 Suntory and Toyota International Centres for Economics and Related Disciplines 1 The review of economic studies 1 Trinity economic papers / Technical paper 1 Working paper / Department of Economics, Universidad Carlos III de Madrid 1 Working papers / Department of Economics, Universidad Carlos III de Madrid 1
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Source
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ECONIS (ZBW) 26 RePEc 8 OLC EcoSci 7
Showing 1 - 10 of 41
Cover Image
Evidence of non-fundamentalness in OECD capital stocks
Aguirre, Antonio; Lobato, Ignacio N. - In: Empirical economics : a quarterly journal of the … 67 (2024) 2, pp. 761-772
Persistent link: https://www.econbiz.de/10015048818
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Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.; Velasco, Carlos - In: The econometrics journal 25 (2022) 2, pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
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Specification testing with estimated variables
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 39 (2020) 5, pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
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Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 162 (2018), pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
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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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A survey on the weak evidence of non-fundamentalness in economic applications
Laguna-Müggenburg, Eduardo; Lobato, Ignacio N. - In: Gaceta de economía 21 (2015) 34, pp. 41-52
Persistent link: https://www.econbiz.de/10011581350
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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 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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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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Inferencia en modelos econométricos condicionales no lineales
Amano, Noriko; Lobato, Ignacio N. - In: Gaceta de economía 17 (2011) 29, pp. 99-119
Persistent link: https://www.econbiz.de/10011581163
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