Ignacio N. Lobato

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7893-0564

Publications

• Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models — The Annals of Statistics 2018
• Efficient Wald Tests for Fractional Unit Roots — Econometrica 2007
• Consistent Estimation of Models Defined by Conditional Moment Restrictions — Econometrica 2004
• Testing That a Dependent Process Is Uncorrelated — Journal of the American Statistical Association 2001
• A Nonparametric Test for I(0) — The Review of Economic Studies 1998