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Ignacio N. Lobato

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Personal Details

First Name:Ignacio
Middle Name:N.
Last Name:Lobato
Suffix:
RePEc Short-ID:plo172
[This author has chosen not to make the email address public]
http://cie.itam.mx/investigacion/cie_invest.html#lobato
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  1. Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.
  2. Shurojit Chatterji & Ignacio Lobato, 2007. "Transformations of the State Variable and Learning Dynamics," Working Papers 0708, Centro de Investigacion Economica, ITAM.
  3. Lobato, Ignacio N. & Domínguez, Manuel A., 2006. "A consistent specification test for models defined by conditional moment restrictions," UC3M Working papers. Economics we064111, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Lobato, Ignacio N. & Velasco, Carlos, 2005. "Efficient wald tests for fractional unit roots," UC3M Working papers. Economics we056935, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Carlos Velasco & Ignacio N. Lobato, 2004. "A simple and general test for white noise," Econometric Society 2004 Latin American Meetings 112, Econometric Society.
  6. Ignacio Lobato & Sangeeta Pratap & Alejandro Somuano, 2004. "Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis," Working Papers 0405, Centro de Investigacion Economica, ITAM.
  7. Ignacio N. Lobato & Carlos Velasco, 2004. "Optimal Fractional Dickey-Fuller Tests for Unit Roots," Working Papers 0401, Centro de Investigacion Economica, ITAM.
  8. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM.
  9. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "Size Corrected Power for Bootstrap Tests," Working Papers 0102, Centro de Investigacion Economica, ITAM.
  10. Ignacio N. Lobato, 2000. "A Consistent Test for the Martingale Difference Assumption," Econometric Society World Congress 2000 Contributed Papers 0278, Econometric Society.
  11. Lobato, I.N. & Nankervis, John C. & Savin, N.E., 1999. "A Robust Test For Autocorrelation in the Presence of Statistical Dependence," Working Papers 99-07, University of Iowa, Department of Economics.
  12. Nankervis, J.C. & Savin, N.E. & Lobato, I., 1997. "Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test," Working Papers 97-14, University of Iowa, Department of Economics.
  13. Ignacio Lobato & Peter M Robinson, 1997. "A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.)," STICERD - Econometrics Paper Series 342, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  14. Lobato, I.N. & Savin, N.E., 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Working Papers 96-07, University of Iowa, Department of Economics.
  15. Ignacio N. Lobato & Patrick P. Walsh, 1994. "Cartel Stability and the Joint Executive Committee, 1880-1886," Economics Technical Papers 941, Trinity College Dublin, Department of Economics.
  1. Domínguez, Manuel A. & Lobato, Ignacio N., 2015. "A Simple Omnibus Overidentification Specification Test For Time Series Econometric Models," Econometric Theory, Cambridge University Press, vol. 31(04), pages 891-910, August.
  2. Chatterji, Shurojit & Lobato, Ignacio N., 2015. "On divergent dynamics with ordinary least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 109(C), pages 1-9.
  3. Juan Carlos Escanciano & Ignacio N. Lobato & Lin Zhu, 2013. "Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 426-437, October.
  4. Shurojit Chatterji & Ignacio N. Lobato, 2010. "Transformations of the state variable and learning dynamics," International Journal of Economic Theory, The International Society for Economic Theory, vol. 6(4), pages 385-403.
  5. Escanciano, J. Carlos & Lobato, Ignacio N., 2009. "An automatic Portmanteau test for serial correlation," Journal of Econometrics, Elsevier, vol. 151(2), pages 140-149, August.
  6. Lobato, Ignacio N. & Velasco, Carlos, 2008. "Power comparison among tests for fractional unit roots," Economics Letters, Elsevier, vol. 99(1), pages 152-154, April.
  7. Ignacio N Lobato & Carlos Velasco, 2007. "Efficient Wald Tests for Fractional Unit Roots," Econometrica, Econometric Society, vol. 75(2), pages 575-589, 03.
  8. Horowitz, Joel L. & Lobato, I.N. & Nankervis, John C. & Savin, N.E., 2006. "Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness," Journal of Econometrics, Elsevier, vol. 133(2), pages 841-862, August.
  9. Ignacio N. Lobato & Carlos Velasco, 2006. "Optimal Fractional Dickey-Fuller tests," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 492-510, November.
  10. Manuel A. Domínguez & Ignacio N. Lobato, 2004. "Consistent Estimation of Models Defined by Conditional Moment Restrictions," Econometrica, Econometric Society, vol. 72(5), pages 1601-1615, 09.
  11. Lobato, Ignacio N. & Velasco, Carlos, 2004. "A Simple Test Of Normality For Time Series," Econometric Theory, Cambridge University Press, vol. 20(04), pages 671-689, August.
  12. Pratap, Sangeeta & Lobato, Ignacio & Somuano, Alejandro, 2003. "Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis," Emerging Markets Review, Elsevier, vol. 4(4), pages 450-471, December.
  13. Manuel Dominguez & Ignacio Lobato, 2003. "Testing the Martingale Difference Hypothesis," Econometric Reviews, Taylor & Francis Journals, vol. 22(4), pages 351-377.
  14. Lobato, Ignacio N, 2003. "Testing for Nonlinear Autoregression," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 164-73, January.
  15. Lobato, I.N. & Nankervis, John C. & Savin, N.E., 2002. "Testing For Zero Autocorrelation In The Presence Of Statistical Dependence," Econometric Theory, Cambridge University Press, vol. 18(03), pages 730-743, June.
  16. Lobato I. N., 2001. "Testing That a Dependent Process Is Uncorrelated," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1066-1076, September.
  17. Lobato, Ignacio & Nankervis, John C & Savin, N E, 2001. "Testing for Autocorrelation Using a Modified Box-Pierce Q Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 187-205, February.
  18. Lobato, Ignacio N & Velasco, Carlos, 2000. "Long Memory in Stock-Market Trading Volume," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 410-27, October.
  19. Lobato, Ignacio N., 1999. "A semiparametric two-step estimator in a multivariate long memory model," Journal of Econometrics, Elsevier, vol. 90(1), pages 129-153, May.
  20. Lobato, Ignacio N & Savin, N E, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 280-83, July.
  21. Lobato, Ignacio N & Savin, N E, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 261-68, July.
  22. Ignacio N. Lobato, 1997. "Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 273-296, May.
  23. Lobato, I. & Robinson, P. M., 1996. "Averaged periodogram estimation of long memory," Journal of Econometrics, Elsevier, vol. 73(1), pages 303-324, July.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2004-10-30 2006-01-24 2006-07-09. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2004-10-30 2006-01-24. Author is listed
  3. NEP-SEA: South East Asia (1) 2009-03-14
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