Concepedia
Statistics
Publications
22
Citations
2.4K
H-Index
20
Active since
1996
Affiliations
Instituto Tecnológico Autónomo de México(Current)
University of Iowa
Universidad Carlos III de Madrid
University of Surrey
Indiana University Bloomington
Ignacio N. Lobato is an author at Instituto Tecnológico Autónomo de México specializing in statistics, engineering, and business.
Top concepts
StatisticsEngineeringBusinessStatistical InferenceFinanceEconomicsEconometricsTime Series EconometricsMemoryMeasurement
Publications per year
1996–2018
Real and Spurious Long-Memory Properties of Stock-Market Data
Ignacio N. Lobato, N. E. Savin · Journal of Business and Economic Statistics · 1998 · 327 citations
Empirical Finance, Asset Pricing, Market Trend +11
An automatic Portmanteau test for serial correlation
Juan Carlos Escanciano, Ignacio N. Lobato · Journal of Econometrics · 2009 · 276 citations
Engineering, Runtime Verification, Program Analysis +10
Long Memory in Stock-Market Trading Volume
Ignacio N. Lobato, Carlos Velasco · Journal of Business and Economic Statistics · 2000 · 208 citations · Full text
Volatility Modeling, Memory Architecture, Financial Economics +14
Testing That a Dependent Process Is Uncorrelated
Ignacio N. Lobato · Journal of the American Statistical Association · 2001 · 165 citations
Engineering, Statistical Foundation, Mathematical Statistic +16
Consistent Estimation of Models Defined by Conditional Moment Restrictions
Manuel Domínguez, Ignacio N. Lobato · Econometrica · 2004 · 147 citations
Parameter Estimation, Engineering, Applied Econometrics +17
1–5 of 22