Narrow search
Showing 1 - 9 of 9
Cover Image
A consistent specification test for models defined by conditional moment restrictions
Domínguez, Manuel A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003423882
Cover Image
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
Cover Image
Semiparametric estimation of seasonal long memory models : theory and an application to the modeling of exchange rates
Lobato, Ignacio N. - In: Investigaciones económicas 21 (1997) 2, pp. 273-295
Persistent link: https://www.econbiz.de/10001234521
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
New inference methods for quantile regression based on resampling
Aguirre, Víctor M.; Domínguez, Manuel A. - In: The econometrics journal 16 (2013) 2, pp. 278-283
Persistent link: https://www.econbiz.de/10009783330
Cover Image
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N. - In: Journal of econometrics 90 (1999) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001353790