Ignacio N. Lobato

2.6k total citations
33 papers, 1.6k citations indexed

About

Ignacio N. Lobato is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Ignacio N. Lobato has authored 33 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Economics and Econometrics, 21 papers in Finance and 16 papers in General Economics, Econometrics and Finance. Recurrent topics in Ignacio N. Lobato's work include Financial Risk and Volatility Modeling (19 papers), Monetary Policy and Economic Impact (16 papers) and Complex Systems and Time Series Analysis (15 papers). Ignacio N. Lobato is often cited by papers focused on Financial Risk and Volatility Modeling (19 papers), Monetary Policy and Economic Impact (16 papers) and Complex Systems and Time Series Analysis (15 papers). Ignacio N. Lobato collaborates with scholars based in Mexico, Spain and United States. Ignacio N. Lobato's co-authors include N. E. Savin, Carlos Velasco, Juan Carlos Escanciano, Peter M. Robinson, John C. Nankervis, Sangeeta Pratap, Joël L. Horowitz and S. Chatterji and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Ignacio N. Lobato

32 papers receiving 1.5k citations

Peers

Ignacio N. Lobato

EE

FINAN

GEEF

SP

MSOR

Carlos Velasco Spain

Katsumi Shimotsu Canada

Giampiero M. Gallo Italy

Federico M. Bandi United States

Drew Creal United States

Joann Jasiak Canada

Albert K. Tsui Singapore

Tae‐Hwy Lee United States

Esther Ruiz Spain

Offer Lieberman Israel

Carlos Velasco Spain

Ignacio N. Lobato

1.2k ×1.0

EE

1.2k ×1.1

FINAN

725 ×1.3

GEEF

348 ×1.1

SP

81 ×0.7

MSOR

Citations per year, relative to Ignacio N. Lobato Ignacio N. Lobato (= 1×) peers Carlos Velasco

Countries citing papers authored by Ignacio N. Lobato

Since Specialization

Citations

This map shows the geographic impact of Ignacio N. Lobato's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ignacio N. Lobato with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ignacio N. Lobato more than expected).

Fields of papers citing papers by Ignacio N. Lobato

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ignacio N. Lobato. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ignacio N. Lobato. The network helps show where Ignacio N. Lobato may publish in the future.

Co-authorship network of co-authors of Ignacio N. Lobato

This figure shows the co-authorship network connecting the top 25 collaborators of Ignacio N. Lobato. A scholar is included among the top collaborators of Ignacio N. Lobato based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ignacio N. Lobato. Ignacio N. Lobato is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Lobato, Ignacio N., et al.. (2024). Evidence of non-fundamentalness in OECD capital stocks. Empirical Economics. 67(2). 761–772. 2 indexed citations

2.

Lobato, Ignacio N., et al.. (2019). Specification testing with estimated variables. Econometric Reviews. 39(5). 476–494. 2 indexed citations

3.

Velasco, Carlos & Ignacio N. Lobato. (2018). Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. The Annals of Statistics. 46(2). 15 indexed citations

4.

Lobato, Ignacio N. & Carlos Velasco. (2017). Efficiency improvements for minimum distance estimation of causal and invertible ARMA models. Economics Letters. 162. 150–152. 4 indexed citations

5.

Lobato, Ignacio N., et al.. (2015). Testing for Predictability in Financial Returns Using Statistical Learning Procedures. Journal of Time Series Analysis. 36(5). 672–686. 8 indexed citations

6.

Escanciano, Juan Carlos, et al.. (2013). Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models. Journal of Business and Economic Statistics. 31(4). 426–437. 13 indexed citations

7.

Lobato, Ignacio N. & Carlos Velasco. (2007). Efficient Wald Tests for Fractional Unit Roots. Econometrica. 75(2). 575–589. 100 indexed citations

8.

Lobato, Ignacio N. & Carlos Velasco. (2007). Power comparison among tests for fractional unit roots. Economics Letters. 99(1). 152–154. 2 indexed citations

9.

Horowitz, Joël L., Ignacio N. Lobato, John C. Nankervis, & N. E. Savin. (2005). Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness. Journal of Econometrics. 133(2). 841–862. 62 indexed citations

10.

Lobato, Ignacio N. & Carlos Velasco. (2004). A SIMPLE TEST OF NORMALITY FOR TIME SERIES. Econometric Theory. 20(4). 46 indexed citations

11.

Lobato, Ignacio N., et al.. (2003). Testing the Martingale Difference Hypothesis. Econometric Reviews. 22(4). 351–377. 75 indexed citations

12.

Lobato, Ignacio N.. (2003). Testing for Nonlinear Autoregression. Journal of Business and Economic Statistics. 21(1). 164–173. 1 indexed citations

13.

Pratap, Sangeeta, et al.. (2003). Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis. Emerging Markets Review. 4(4). 450–471. 50 indexed citations

14.

Lobato, Ignacio N., et al.. (2002). Contrastes de autocorrelación. 7(14). 41–57.

15.

Lobato, Ignacio N., John C. Nankervis, & N. E. Savin. (2002). TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE. Econometric Theory. 18(3). 730–743. 65 indexed citations

16.

Lobato, Ignacio N. & Carlos Velasco. (2000). Long Memory in Stock-Market Trading Volume. Journal of Business and Economic Statistics. 18(4). 410–427. 120 indexed citations

17.

Lobato, Ignacio N.. (1999). A semiparametric two-step estimator in a multivariate long memory model. Journal of Econometrics. 90(1). 129–153. 87 indexed citations

18.

Lobato, Ignacio N. & Peter M. Robinson. (1998). A Nonparametric Test for I(0). The Review of Economic Studies. 65(3). 475–495. 99 indexed citations

19.

Lobato, Ignacio N.. (1997). Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates. Investigación Económica. 21(2). 273–295. 6 indexed citations

20.

Lobato, Ignacio N. & Peter M. Robinson. (1996). Averaged periodogram estimation of long memory. Journal of Econometrics. 73(1). 303–324. 92 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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