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Lobato, Ignacio Norberto

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Author ID: lobato.ignacio-n Recent zbMATH articles by "Lobato, Ignacio Norberto"
Published as: Lobato, I.; Lobato, I. N.; Lobato, Ignacio; Lobato, Ignacio N.
External Links: MGP
Documents Indexed: 18 Publications since 1996

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 298 times in 234 Documents Cited by Year
Averaged periodogram estimation of long memory. Zbl 0854.62088
Lobato, I.; Robinson, P. M.
39
1996
Testing that a dependent process is uncorrelated. Zbl 1072.62576
Lobato, Ignacio N.
37
2001
Consistent estimation of models defined by conditional moment restrictions. Zbl 1141.91635
Domínguez, Manuel A.; Lobato, Ignacio N.
35
2004
A semiparametric two-step estimator in a multivariate long memory model. Zbl 1070.62504
Lobato, Ignacio N.
33
1999
A nonparametric test for I\((0)\). Zbl 0910.90070
Lobato, Ignacio N.; Robinson, Peter M.
28
1998
Consistency of the averaged cross-periodogram in long memory series. Zbl 0938.62103
Lobato, Ignacio N.
24
1997
Testing for zero autocorrelation in the presence of statistical dependence. Zbl 1109.62341
Lobato, I. N.; Nankervis, John C.; Savin, N. E.
20
2002
An automatic portmanteau test for serial correlation. Zbl 1431.62365
Escanciano, J. Carlos; Lobato, Ignacio N.
19
2009
Efficient Wald test for fractional unit roots. Zbl 1132.91594
Lobato, Ignacio; Velasco, Carlos
19
2007
Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness. Zbl 1345.62072
Horowitz, Joel L.; Lobato, I. N.; Nankervis, John C.; Savin, N. E.
16
2006
Testing the martingale difference hypothesis. Zbl 1030.62066
Domínguez, Manuel A.; Lobato, Ignacio N.
16
2003
Optimal fractional Dickey-Fuller test. Zbl 1106.62098
Lobato, Ignacio N.; Velasco, Carlos
6
2006
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. Zbl 1401.62178
Velasco, Carlos; Lobato, Ignacio N.
3
2018
A simple test of normality for time series. Zbl 1081.62066
Lobato, Ignacio N.; Velasco, Carlos
3
2004
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. Zbl 1401.62178
Velasco, Carlos; Lobato, Ignacio N.
3
2018
An automatic portmanteau test for serial correlation. Zbl 1431.62365
Escanciano, J. Carlos; Lobato, Ignacio N.
19
2009
Efficient Wald test for fractional unit roots. Zbl 1132.91594
Lobato, Ignacio; Velasco, Carlos
19
2007
Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness. Zbl 1345.62072
Horowitz, Joel L.; Lobato, I. N.; Nankervis, John C.; Savin, N. E.
16
2006
Optimal fractional Dickey-Fuller test. Zbl 1106.62098
Lobato, Ignacio N.; Velasco, Carlos
6
2006
Consistent estimation of models defined by conditional moment restrictions. Zbl 1141.91635
Domínguez, Manuel A.; Lobato, Ignacio N.
35
2004
A simple test of normality for time series. Zbl 1081.62066
Lobato, Ignacio N.; Velasco, Carlos
3
2004
Testing the martingale difference hypothesis. Zbl 1030.62066
Domínguez, Manuel A.; Lobato, Ignacio N.
16
2003
Testing for zero autocorrelation in the presence of statistical dependence. Zbl 1109.62341
Lobato, I. N.; Nankervis, John C.; Savin, N. E.
20
2002
Testing that a dependent process is uncorrelated. Zbl 1072.62576
Lobato, Ignacio N.
37
2001
A semiparametric two-step estimator in a multivariate long memory model. Zbl 1070.62504
Lobato, Ignacio N.
33
1999
A nonparametric test for I\((0)\). Zbl 0910.90070
Lobato, Ignacio N.; Robinson, Peter M.
28
1998
Consistency of the averaged cross-periodogram in long memory series. Zbl 0938.62103
Lobato, Ignacio N.
24
1997
Averaged periodogram estimation of long memory. Zbl 0854.62088
Lobato, I.; Robinson, P. M.
39
1996
all top 5

Cited by 330 Authors

17 Shao, Xiaofeng
11 Velasco, Carlos I. Hoyos
10 Nielsen, Morten Ørregaard
10 Robinson, Peter Michael
9 Lobato, Ignacio Norberto
8 Escanciano, Juan Carlos
7 Gil-Alana, Luis Alberiko
6 Zhang, Xianyang
4 Hualde, Javier
4 Hurvich, Clifford M.
4 Reisen, Valdério Anselmo
4 Shimotsu, Katsumi
4 Surgailis, Donatas
3 Abry, Patrice
3 Boutahar, Mohamed
3 Caporale, Guglielmo Maria
3 Chen, Willa W.
3 Didier, Gustavo
3 Giraitis, Liudas
3 Hill, Jonathan B.
3 Kew, Hsein-Ping
3 Kuan, Chung-Ming
3 Lavergne, Pascal
3 Lopes, Sílvia R. C.
3 Otsu, Taisuke
3 Wang, Lihong
3 Whang, Yoon-Jae
2 Bianchi, Sergio
2 Cavaliere, Giuseppe
2 Christensen, Bent Jesper
2 Domínguez, Manuel A.
2 Franco, Glaura C.
2 González-Manteiga, Wenceslao
2 Hall, Peter Gavin
2 Hidalgo, Javier
2 Hsu, Shih-Hsun
2 Jacho-Chávez, David Tomás
2 Johansen, Søren Glud
2 Katayama, Naoya
2 Knight, Marina I.
2 Kokoszka, Piotr S.
2 Koul, Hira Lal
2 Lavancier, Frédéric
2 Lee, Wei-Ming
2 Li, Bo
2 Linton, Oliver Bruce
2 Mainassara, Yacouba Boubacar
2 Marimoutou, Velayoudom
2 Marinucci, Domenico
2 Motegi, Kaiji
2 Nankervis, John C.
2 Nouira, Leïla
2 Nunes, Matthew A.
2 Oka, Tatsushi
2 Philippe, Anne
2 Pianese, Augusto
2 Pumi, Guilherme
2 Rho, Yeonwoo
2 Sela, Rebecca J.
2 Sueishi, Naoya
2 Taylor, A. M. Robert
2 Teyssière, Gilles
2 Volgushev, Stanislav
2 Wright, Jonathan H.
1 Abraham, Bovas
1 Achard, Sophie
1 Aguilar, Mike
1 Ahlgren, Niklas
1 Amsler, Christine
1 Antoine, Bertille
1 Arrieta-Ibarra, Imanol
1 Aucejo, Esteban M.
1 Avarucci, Marco
1 Azaïs, Jean-Marc
1 Azomahou, Théophile T.
1 Bai, Erwei
1 Bai, Shuyang
1 Baillie, Richard T.
1 Banerjee, Anindya
1 Banerjee, Anurag N.
1 Bardet, Jean-Marc
1 Berkes, István
1 Betken, Annika
1 Bisaglia, Luisa
1 Blake, Andrew Peter
1 Bollerslev, Tim
1 Bondon, Pascal
1 Bücher, Axel
1 Bugni, Federico A.
1 Bunzel, Helle
1 Busch, Marie
1 Cai, Li
1 Carrasco, Marine
1 Catani, Paul
1 Cattani, Carlo
1 Chan, Ngai Hang
1 Chang, Seong Yeon
1 Charles, Amélie
1 Chen, Bin
1 Chen, Bin
...and 230 more Authors
all top 5

Cited in 50 Serials

60 Journal of Econometrics
23 Journal of Time Series Analysis
22 Econometric Theory
13 Economics Letters
11 The Annals of Statistics
10 Computational Statistics and Data Analysis
7 Journal of Multivariate Analysis
7 Journal of Statistical Planning and Inference
6 Journal of Statistical Computation and Simulation
5 Communications in Statistics. Theory and Methods
4 Statistics & Probability Letters
4 Stochastic Processes and their Applications
4 Journal of Applied Statistics
3 Econometric Reviews
3 Communications in Statistics. Simulation and Computation
3 Test
3 Statistical Papers
3 International Journal of Theoretical and Applied Finance
2 Physica A
2 Scandinavian Journal of Statistics
2 Chaos, Solitons and Fractals
2 Journal of the American Statistical Association
2 Computational Statistics
2 Australian & New Zealand Journal of Statistics
2 The Econometrics Journal
2 Statistical Methods and Applications
2 Electronic Journal of Statistics
2 Statistics and Computing
1 Metrika
1 Periodica Mathematica Hungarica
1 Annals of the Institute of Statistical Mathematics
1 British Journal of Mathematical & Statistical Psychology
1 Econometrica
1 Mathematics and Computers in Simulation
1 Physica D
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Computational Economics
1 Open Economies Review
1 Statistica Sinica
1 Bernoulli
1 Statistical Inference for Stochastic Processes
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance
1 Journal of the Korean Statistical Society
1 European Journal of Pure and Applied Mathematics
1 The Annals of Applied Statistics
1 Journal of Probability and Statistics
1 Journal of Time Series Econometrics
1 Control Theory and Technology

Citations by Year