An automatic Portmanteau test for serial correlation von Escanciano, J. Carlos, Lobato, Ignacio N.

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Evidence of non-fundamentalness in OECD capital stocks von Aguirre, Antonio, Lobato, Ignacio N.

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FREQUENCY DOMAIN MINIMUM DISTANCE INFERENCE FOR POSSIBLY NONINVERTIBLE AND NONCAUSAL ARMA MODELS von Velasco, Carlos, Lobato, Ignacio N.

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Single step estimation of ARMA roots for nonfundamental nonstationary fractional models von Lobato, Ignacio N, Velasco, Carlos

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Consistent Estimation of Models Defined by Conditional Moment Restrictions von Domínguez, Manuel A., Lobato, Ignacio N.

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Efficiency improvements for minimum distance estimation of causal and invertible ARMA models von Lobato, Ignacio N., Velasco, Carlos

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Efficient Wald Tests for Fractional Unit Roots von Lobato, Ignacio N, Velasco, Carlos

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A semiparametric two-step estimator in a multivariate long memory model von Lobato, Ignacio N.

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Specification testing with estimated variables von Domínguez, Manuel A., Lobato, Ignacio N.

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On divergent dynamics with ordinary least squares learning von Chatterji, Shurojit, Lobato, Ignacio N.

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Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models von Escanciano, Juan Carlos, Lobato, Ignacio N., Zhu, Lin

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Testing for Predictability in Financial Returns Using Statistical Learning Procedures von Arrieta-ibarra, Imanol, Lobato, Ignacio N.

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Testing That a Dependent Process Is Uncorrelated von Lobato, Ignacio N

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A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS von Domínguez, Manuel A., Lobato, Ignacio N.

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Long Memory in Stock-Market Trading Volume von Lobato, Ignacio N., Velasco, Carlos

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Testing the Martingale Difference Hypothesis von Domínguez, Manuel A., Lobato, Ignacio N.

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A SIMPLE TEST OF NORMALITY FOR TIME SERIES von Lobato, Ignacio N., Velasco, Carlos

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Power comparison among tests for fractional unit roots von Lobato, Ignacio N., Velasco, Carlos

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CONSISTENCY OF THE AVERAGED CROSS-PERIODOGRAM IN LONG MEMORY SERIES von Lobato, Ignacio N.

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Transformations of the state variable and learning dynamics von Chatterji, Shurojit, Lobato, Ignacio N.

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