Details about Josu Arteche

Access statistics for papers by Josu Arteche.

Last updated 2009-11-17. Update your information in the RePEc Author Service.

Short-id: par54

Working Papers

2008

1. Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)

2006

2. Semiparametric estimation in perturbed long memory series
   Computing in Economics and Finance 2006, Society for Computational Economics View citations
   Also in BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) (2005)
   See also Journal Article in Computational Statistics & Data Analysis (2006)

2002

3. Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) View citations
   See also Journal Article in Journal of Econometrics (2004)

1998

4. Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.)
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations
5. Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.)
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations

Journal Articles

2009

1. Bootstrap-based bandwidth choice for log-periodogram regression
   Journal of Time Series Analysis, 2009, 30, (6), 591-617
2. Using the bootstrap for finite sample confidence intervals of the log periodogram regression
   Computational Statistics & Data Analysis, 2009, 53, (6), 1940-1953

2007

3. The Analysis of Seasonal Long Memory: The Case of Spanish Inflation
   Oxford Bulletin of Economics and Statistics, 2007, 69, (6), 749-772

2006

4. Semiparametric estimation in perturbed long memory series
   Computational Statistics & Data Analysis, 2006, 51, (4), 2118-2141 View citations
   See also Working Paper (2006)

2005

5. Bootstrapping the log-periodogram regression
   Economics Letters, 2005, 86, (1), 79-85
6. Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series
   Journal of Time Series Analysis, 2005, 26, (4), 581-611 View citations

2004

7. Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
   Journal of Econometrics, 2004, 119, (1), 131-154 View citations
   See also Working Paper (2002)