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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Lobato, Ignacio N.
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) | Type | | Jun-2006 | A consistent specification test for models defined by conditional moment restrictions | Domínguez, Manuel A.; Lobato, Ignacio N. | workingPaper |
| Aug-2004 | A simple and general test for white noise | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | workingPaper |
| 2004 | A simple test for normality for time series | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | article |
| Mar-2007 | Efficient wald tests for fractional unit roots | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | article |
| Nov-2005 | Efficient wald tests for fractional unit roots | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | workingPaper |
| 2006 | Optimal Fractional Dickey–Fuller tests | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | article |
| Feb-2004 | Optimal fractional dickey-fuller tests for unit roots | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | workingPaper |
| Apr-2008 | Power comparison among tests for fractional unit roots | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | article |
Showing results 1 to 8 of 8
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