| Real and spurious long-memory properties of stock-market data IN Lobato, NE Savin Journal of Business & Economic Statistics 16 (3), 261-268, 1998 | 711 | 1998 |
| An automatic portmanteau test for serial correlation JC Escanciano, IN Lobato Journal of Econometrics 151 (2), 140-149, 2009 | 332 | 2009 |
| Long memory in stock-market trading volume IN Lobato, C Velasco Journal of Business & Economic Statistics 18 (4), 410-427, 2000 | 282 | 2000 |
| Consistent estimation of models defined by conditional moment restrictions MA Domínguez, IN Lobato Econometrica 72 (5), 1601-1615, 2004 | 211 | 2004 |
| A nonparametric test for I (0) IN Lobato, PM Robinson The review of economic studies 65 (3), 475-495, 1998 | 203 | 1998 |
| Testing that a dependent process is uncorrelated IN Lobato Journal of the American Statistical Association 96 (455), 1066-1076, 2001 | 197 | 2001 |
| A semiparametric two-step estimator in a multivariate long memory model IN Lobato Journal of Econometrics 90 (1), 129-153, 1999 | 177 | 1999 |
| Averaged periodogram estimation of long memory I Lobato, PM Robinson Journal of econometrics 73 (1), 303-324, 1996 | 167 | 1996 |
| Testing for Autocorrelation Using a Modified Box‐Pierce Q Test I Lobato, JC Nankervis, NE Savin International Economic Review 42 (1), 187-205, 2001 | 144 | 2001 |
| Testing the martingale difference hypothesis MA Domínguez, IN Lobato Econometric Reviews 22 (4), 351-377, 2003 | 140 | 2003 |
| Efficient Wald tests for fractional unit roots IN Lobato, C Velasco Econometrica 75 (2), 575-589, 2007 | 139 | 2007 |
| Testing for zero autocorrelation in the presence of statistical dependence IN Lobato, JC Nankervis, NE Savin Econometric Theory 18 (3), 730-743, 2002 | 115 | 2002 |
| Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis S Pratap, I Lobato, A Somuano Emerging Markets Review 4 (4), 450-471, 2003 | 108 | 2003 |
| A simple test of normality for time series IN Lobato, C Velasco Econometric Theory 20 (4), 671-689, 2004 | 99 | 2004 |
| Bootstrapping the Box–Pierce Q test: a robust test of uncorrelatedness JL Horowitz, IN Lobato, JC Nankervis, NE Savin Journal of Econometrics 133 (2), 841-862, 2006 | 95 | 2006 |
| Testing the martingale hypothesis JC Escanciano, IN Lobato Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 972-1003, 2009 | 90 | 2009 |
| Consistency of the averaged cross‐periodogram in long memory series IN Lobato Journal of time series analysis 18 (2), 137-155, 1997 | 86 | 1997 |
| Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models C Velasco, IN Lobato The Annals of Statistics 46 (2), 555-579, 2018 | 32 | 2018 |
| Optimal fractional Dickey–fuller tests IN Lobato, C Velasco The Econometrics Journal 9 (3), 492-510, 2006 | 32 | 2006 |
| Automatic specification testing for vector autoregressions and multivariate nonlinear time series models JC Escanciano, IN Lobato, L Zhu Journal of Business & Economic Statistics 31 (4), 426-437, 2013 | 23 | 2013 |
Carlos VelascoUniversidad Carlos III de MadridVerified email at uc3m.es