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Time series analysis
Zeitreihenanalyse
41
Theorie
40
Theory
39
Estimation theory
34
Schätztheorie
34
Statistical test
27
Statistischer Test
27
Estimation
20
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United States
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5
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English
40
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Velasco, Carlos
28
Lobato, Ignacio N.
14
Delgado, Miguel A.
6
Escanciano, Juan Carlos
4
Robinson, Peter M.
4
Savin, N. Eugene
3
Avarucci, Marco
2
Dolado, Juan J.
2
Hassler, Uwe
2
Hidalgo, Javier
2
Mármol, Francesc
2
Nankervis, John C.
2
Rachinger, Heiko
2
Aguirre, Antonio
1
Arteche, Josu
1
Dominguez, Manuel A.
1
Domínguez, Manuel A.
1
Ergemen, Yunus Emre
1
Hualde, Javier
1
Laguna-Müggenburg, Eduardo
1
Marmol, Francese
1
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1
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Journal of econometrics
10
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The econometrics journal
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
CAEPR Working Paper
1
CAEPR working papers
1
Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt
1
Darmstadt discussion papers in economics : applied research in economics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers / CEPR
1
Econometric reviews
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Gaceta de economía
1
International economic review
1
Investigaciones económicas
1
LSE STICERD Research Paper
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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1
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
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2
A simple test of normality for time series
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometric theory
20
(
2004
)
4
,
pp. 671-689
Persistent link: https://www.econbiz.de/10002163046
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3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
A nonparametric test for I(0)
Lobato, Ignacio N.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10001244372
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7
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
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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
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9
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:
10
Testing the martingale difference hypothesis
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
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