Ignacio N. Lobato : Citation Profile

Instituto Tecnólogico Autónomo de México (ITAM)

17

H index

19

i10 index

1633

Citations

RESEARCH PRODUCTION:

30

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 54
   Journals where Ignacio N. Lobato has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 14 (0.85 %)

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   Permalink: http://citec.repec.org/plo172
   Updated: 2025-12-13    RAS profile: 2025-05-15    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ignacio N. Lobato.

Is cited by:

Gil-Alana, Luis (160)

Caporale, Guglielmo Maria (56)

Kim, Jae (38)

Darné, Olivier (37)

Nielsen, Morten (37)

Lux, Thomas (31)

MORANA, CLAUDIO (30)

Sibbertsen, Philipp (29)

GUPTA, RANGAN (28)

Rodríguez, Gabriel (25)

Ozdemir, Zeynel (24)

Cites to:

Robinson, Peter (10)

Velasco, Carlos (10)

Bierens, Herman (8)

Chatterji, Shurojit (8)

Hong, Yongmiao (7)

Delgado, Miguel (7)

Horowitz, Joel (5)

Andrews, Donald (5)

Escanciano, Juan Carlos (5)

Carrasco, Marine (5)

MacKinnon, James (4)

Main data

Where Ignacio N. Lobato has published?

Journals with more than one article published# docs
Journal of Econometrics4
Journal of Business & Economic Statistics4
Econometric Theory3
Econometric Reviews2
Economics Letters2
Econometrica2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Centro de Investigacion Economica, ITAM7
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía2

Recent works citing Ignacio N. Lobato (2025 and 2024)

YearTitle of citing document
2025Change-Point Testing for Risk Measures in Time Series. (2023). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2025Machine Learning Inference on Inequality of Opportunity. (2023). Escanciano, Juan Carlos ; Terschuur, Joel Robert. In: Papers. RePEc:arx:papers:2206.05235.

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2024Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2024). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2024Modelling crypto markets by multi-agent reinforcement learning. (2024). Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris. In: Papers. RePEc:arx:papers:2402.10803.

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2025Extending the Scope of Inference About Predictive Ability to Machine Learning Methods. (2024). Escanciano, Juan Carlos ; Parra, Ricardo. In: Papers. RePEc:arx:papers:2402.12838.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024Monopoly Unveiled: Telecom Breakups in the US and Mexico. (2024). Rodriguez Caballero, Carlos ; Trillo, Fausto Hern'Andez ; Ventosa-Santaularia, Daniel. In: Papers. RePEc:arx:papers:2407.09695.

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2025The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661.

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2024Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios. (2024). Ambros, Maximilian ; Massmann, Michael ; Kilincc, Mustafa R. In: Papers. RePEc:arx:papers:2410.10749.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Identification and Estimation of Seller Risk Aversion in Ascending Auctions. (2025). Qi, Tonghui ; Gimenes, Nathalie ; Srisuma, Sorawoot. In: Papers. RePEc:arx:papers:2509.19945.

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2024Portmanteau tests for periodic ARMA models with dependent errors. (2024). Manassara, Boubacar Y ; Amir, Ilmi A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:164-188.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2025Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521.

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2024Inference in models with partially identified control functions. (2024). Aradillas-Lopez, Andres. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002695.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). LINTON, OLIVER ; Hong, Yongmiao ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024Reprint of: Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000903.

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2024Validating approximate slope homogeneity in large panels. (2024). Dette, Holger ; Kutta, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002495.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2024Partially one-sided semiparametric inference for trending persistent and antipersistent processes. (2024). Distaso, Walter ; Giraitis, Liudas ; Abadir, Karim M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Zevallos, Mauricio ; Rubesam, Alexandre ; Branco, Rafael R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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2024Exchange rates, invoicing currencies and the margins of exports. (2024). Naknoi, Kanda ; Lee, Kwan Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000032.

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2024Matrix-valued isotropic covariance functions with local extrema. (2024). Emery, Xavier ; Alegria, Alfredo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23000969.

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2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2025Exploring nonlinear tail dependencies: Cryptocurrencies, stablecoins, and commodity markets amid monetary shifts. (2025). Guven, Murat ; Atik, Zehra ; Calisir, Fethi ; Koksalmis, Gulsah Hancerliogullari ; Guloglu, Bulent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001308.

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2024Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x.

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2025Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092.

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2024Predictive Patterns and Market Efficiency: A Deep Learning Approach to Financial Time Series Forecasting. (2024). Radovanovi, Milan ; Zinovev, Vyacheslav ; Simeunovi, Ivana ; Radenkovi, Sonja D ; Vukovi, Darko B. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3066-:d:1489402.

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2025A deep learning test of the martingale difference hypothesis. (2025). Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp03742025.

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2025Measuring and Forecasting Stock Market Volatilities with High-Frequency Data. (2025). Vo, Minh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10674-6.

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2024HEARTSVG: a fast and accurate method for identifying spatially variable genes in large-scale spatial transcriptomics. (2024). Cui, Shuya ; Ma, Shuangge ; Gao, Ruitian ; Fa, Botao ; Yu, Zhangsheng ; Wang, Yifan ; Yuan, Xin ; Wei, Ting. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-49846-1.

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2025Modeling Wage Expectations and Long-Memory Dynamics in the German Labor Market, 1914–1920. (2025). Boughabi, Houssam. In: MPRA Paper. RePEc:pra:mprapa:126295.

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2024Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596.

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2024Balance Sheet Effects of Exchange Rate Changes and Debt Dollarisation: An Econometric Analysis on the Turkish Real Sector. (2024). Acar, Mustafa ; Yilmaz, Mucahid Samet. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:240220.

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2024A simple portmanteau test with data-driven truncation point. (2024). Baragona, Roberto ; Battaglia, Francesco ; Cucina, Domenico. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:2:d:10.1007_s00180-022-01320-6.

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2024Jackknife empirical likelihood based diagnostic checking for Ar(p) models. (2024). Fan, Yawen ; Cao, Yang ; Liu, Xiaohui. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01385-x.

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2025Positive time series regression models: theoretical and computational aspects. (2025). Prass, Taiane Schaedler ; Pumi, Guilherme ; Taufemback, Cleiton Guollo ; Carlos, Jonas Hendler. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01531-z.

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2025Empirical evaluation of initial transient deletion rules for the steady-state mean estimation problem. (2025). Muoz, David F. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:6:d:10.1007_s00180-022-01243-2.

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2024Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x.

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2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

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2024Unveiling the causal nexus between Saudi’s seaborne trade and economy: evidence from an ARDL model. (2024). Alwosheel, Abdulrahman ; Altelmesani, Mohammad ; A. H. M. Mehbub Anwar, . In: Journal of Shipping and Trade. RePEc:spr:josatr:v:9:y:2024:i:1:d:10.1186_s41072-024-00186-9.

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2025A fractional Hawkes process for illiquidity modeling. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00379-7.

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2024Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y.

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2025Random walks, Hurst exponent, and market efficiency. (2025). Pernagallo, Giuseppe. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02052-7.

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2024ARMA model checking with data-driven portmanteau tests. (2024). Baragona, Roberto ; Battaglia, Francesco ; Cucina, Domenico. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:3:d:10.1007_s10260-023-00720-2.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2025A Deep Learning Test of the Martingale Difference Hypothesis. (2025). Bastos, João. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1993-2001.

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2024Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891.

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Works by Ignacio N. Lobato:

YearTitleTypeCited
2001Testing That a Dependent Process Is Uncorrelated In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article62
1998Real and Spurious Long-Memory Properties of Stock-Market Data. In: Journal of Business & Economic Statistics.
[Citation analysis]		article298
1996Real and Spurious Long Memory Properties of Stock Market Data..(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 298		paper
1996Real and Spurious Long Memory Properties of Stock Market Data.(1996) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 298		paper
1998Real and Spurious Long-Memory Properties of Stock-Market Data: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]		article264
2000Long Memory in Stock-Market Trading Volume. In: Journal of Business & Economic Statistics.
[Citation analysis]		article114
2003Testing for Nonlinear Autoregression. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
2010Transformations of the state variable and learning dynamics In: International Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2007Transformations of the State Variable and Learning Dynamics.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Transformations of the State Variable and Learning Dynamics.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1997CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2015Testing for Predictability in Financial Returns Using Statistical Learning Procedures In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
1997A Nonparametric Test for I(0) - (Now published in Review of Economic Studies, 65 (1998), pp.475-495.) In: STICERD - Econometrics Paper Series.
[Citation analysis]		paper0
2001A Consistent Test for the Martingale Difference Hypothesis In: Working Papers.
[Full Text][Citation analysis]		paper12
2001Size Corrected Power for Bootstrap Tests In: Working Papers.
[Full Text][Citation analysis]		paper1
2004Optimal Fractional Dickey-Fuller Tests for Unit Roots In: Working Papers.
[Full Text][Citation analysis]		paper2
2004Debt Composition and Balance Sheet Effects of Exchange Rate Volatility in Mexico: A Firm Level Analysis In: Working Papers.
[Full Text][Citation analysis]		paper69
2003Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis.(2003) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		article
2010Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Efficient wald tests for fractional unit roots In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper84
2007Efficient Wald Tests for Fractional Unit Roots.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		article
2006A consistent specification test for models defined by conditional moment restrictions In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper1
2002TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE In: Econometric Theory.
[Full Text][Citation analysis]		article49
2004A SIMPLE TEST OF NORMALITY FOR TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article20
2015A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2004Consistent Estimation of Models Defined by Conditional Moment Restrictions In: Econometrica.
[Full Text][Citation analysis]		article101
2004A simple and general test for white noise In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper0
2000A Consistent Test for the Martingale Difference Assumption In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
2006Optimal Fractional Dickey-Fuller tests In: Econometrics Journal.
[Full Text][Citation analysis]		article14
2018Efficiency improvements for minimum distance estimation of causal and invertible ARMA models In: Economics Letters.
[Full Text][Citation analysis]		article0
2008Power comparison among tests for fractional unit roots In: Economics Letters.
[Full Text][Citation analysis]		article3
2006Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2009An automatic Portmanteau test for serial correlation In: Journal of Econometrics.
[Full Text][Citation analysis]		article145
1996Averaged periodogram estimation of long memory In: Journal of Econometrics.
[Full Text][Citation analysis]		article56
1999A semiparametric two-step estimator in a multivariate long memory model In: Journal of Econometrics.
[Full Text][Citation analysis]		article83
2015On divergent dynamics with ordinary least squares learning In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
1997Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates In: Investigaciones Economicas.
[Full Text][Citation analysis]		article2
2001Testing for Autocorrelation Using a Modified Box-Pierce Q Test. In: International Economic Review.
[Citation analysis]		article61
2022Single step estimation of ARMA roots for nonfundamental nonstationary fractional models In: The Econometrics Journal.
[Full Text][Citation analysis]		article3
1998A Nonparametric Test for I(0) In: The Review of Economic Studies.
[Full Text][Citation analysis]		article67
2009Testing the Martingale Hypothesis In: Palgrave Macmillan Books.
[Citation analysis]		chapter22
2024Evidence of non-fundamentalness in OECD capital stocks In: Empirical Economics.
[Full Text][Citation analysis]		article1
2003Testing the Martingale Difference Hypothesis In: Econometric Reviews.
[Full Text][Citation analysis]		article40
2020Specification testing with estimated variables In: Econometric Reviews.
[Full Text][Citation analysis]		article3
2013Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article8
1994Cartel Stability and the Joint Executive Committee, 1880-1886 In: Economics Technical Papers.
[Citation analysis]		paper0
1997Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test. In: Working Papers.
[Citation analysis]		paper0
1999A Robust Test For Autocorrelation in the Presence of Statistical Dependence In: Working Papers.
[Citation analysis]		paper0

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