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I

Ignacio N. Lobato

Instituto Tecnológico Autónomo de México

20H指数
51论文数
2.6K被引数
收录论文 12
发表时间
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Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form在异方差形式未知的情况下非基本ARMA模型的时间域估计
errJournal of Econometrics
IF4
err2026-05-27
err0
errOAAI
errIgnacio N. Lobato; Carlos Velasco
err分享
err收藏
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
errECONOMETRICS JOURNAL
IF7
err2022-01-12
err3
PREAI
errLobato, Ignacio N.; Velasco, Carlos
err分享
err收藏
FREQUENCY DOMAIN MINIMUM DISTANCE INFERENCE FOR POSSIBLY NONINVERTIBLE AND NONCAUSAL ARMA MODELS
errANNALS OF STATISTICS
IF3.7
err2018-04-01
err17
errOAAI
errVelasco, Carlos; Lobato, Ignacio N.
err分享
err收藏
An automatic Portmanteau test for serial correlation
errJOURNAL OF ECONOMETRICS
IF4
err2009-08-01
err175
PREAI
errEscanciano, J. Carlos; Lobato, Ignacio N.
err分享
err收藏
Efficient Wald tests for fractional unit roots
errECONOMETRICA
IF7.1
err2007-03-01
err84
errOAAI
errLobato, Ignacio N.; Velasco, Carlos
err分享
err收藏
Optimal fractional Dickey-Fuller tests
errECONOMETRICS JOURNAL
IF7
err2006-10-31
err13
errOAAI
errLobato, Ignacio N.; Velasco, Carlos
err分享
err收藏
Bootstrapping the Box-Pierce Q test:: A robust test of uncorrelatedness引导Box-Pierce Q测试:: 不相关性的稳健测试
errJOURNAL OF ECONOMETRICS
IF4
err2006-08-01
err59
PREAI
errHorowitz, Joel L.; Lobato, I. N.; Nankervis, John C.; Savin, N. E.
err分享
err收藏
Consistent estimation of models defined by conditional moment restrictions
errECONOMETRICA
IF7.1
err2004-09-01
err96
errOAAI
errDomínguez, MA; Lobato, IN
err分享
err收藏
Testing that a dependent process is uncorrelated
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2001-09-01
err117
PREAI
errLobato, IN
err分享
err收藏
A semiparametric two-step estimator in a multivariate long memory model多变量长记忆模型中的半参数两步估计量
errJOURNAL OF ECONOMETRICS
IF4
err1999-05-01
err74
PREAI
errLobato, IN
err分享
err收藏
A nonparametric test for I(0)
errREVIEW OF ECONOMIC STUDIES
IF6.4
err1998-07-01
err79
PREAI
errLobato, IN; Robinson, PM
err分享
err收藏
Averaged periodogram estimation of long memory长记忆的平均周期图估计
errJOURNAL OF ECONOMETRICS
IF4
err1996-07-01
err80
PREAI
errLobato, I; Robinson, PM
err分享
err收藏

研究方向

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合作学者
合作期刊
J
Joël L. Horowitz
H 指数: 61 · 论文数: 451
P
Peter M. Robinson
H 指数: 59 · 论文数: 444
N
N. E. Savin
H 指数: 38 · 论文数: 131
J
Juan Carlos Escanciano
H 指数: 27 · 论文数: 148
C
Carlos Velasco
H 指数: 24 · 论文数: 115
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