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Details about Josu Arteche

Homepage:https://sites.google.com/site/josuarteche4/home/curriculum-vitae
Workplace:Departamento de Economía Aplicada III (Econometría y Estadística) (Department of Applied Economics III (Econometrics and Statistics)), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Management), Universidad del País Vasco - Euskal Herriko Unibertsitatea (University of the Basque Country), (more information at EDIRC)

Access statistics for papers by Josu Arteche.

Last updated 2016-10-21. Update your information in the RePEc Author Service.

Short-id: par54


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Working Papers

2011

  1. Doubly fractional models for dynamic heteroskedastic cycles
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2012)

2010

  1. Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
  2. Semiparametric inference in correlated long memory signal plus noise models
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads View citations (1)

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) Downloads

2006

  1. Semiparametric estimation in perturbed long memory series
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (11)
    Also in BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) (2005) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2006)

2002

  1. 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) Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2004)

1998

  1. 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 Downloads
  2. Seasonal and cyclical long memory
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (39)
  3. 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 Downloads
  4. Semiparametric inference in seasonal and cyclical long memory processes
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (30)

Journal Articles

2016

  1. A bootstrap approximation for the distribution of the Local Whittle estimator
    Computational Statistics & Data Analysis, 2016, 100, (C), 645-660 Downloads
  2. Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country
    Economia Agraria y Recursos Naturales, 2016, 16, (1) Downloads
  3. Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256
    Journal of Agricultural Economics, 2016, 67, (1), 250-250 Downloads

2015

  1. SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY
    Econometric Theory, 2015, 31, (06), 1382-1402 Downloads View citations (1)

2014

  1. A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
    Mathematics and Computers in Simulation (MATCOM), 2014, 98, (C), 1-17 Downloads View citations (1)
  2. Spatial Integration in the Spanish Mackerel Market
    Journal of Agricultural Economics, 2014, 65, (1), 234-256 Downloads

2012

  1. Doubly fractional models for dynamic heteroscedastic cycles
    Computational Statistics & Data Analysis, 2012, 56, (6), 2139-2158 Downloads
    See also Working Paper (2011)
  2. Standard and seasonal long memory in volatility: an application to Spanish inflation
    Empirical Economics, 2012, 42, (3), 693-712 Downloads View citations (2)

2009

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

2007

  1. The Analysis of Seasonal Long Memory: The Case of Spanish Inflation
    Oxford Bulletin of Economics and Statistics, 2007, 69, (6), 749-772 Downloads View citations (2)

2006

  1. Semiparametric estimation in perturbed long memory series
    Computational Statistics & Data Analysis, 2006, 51, (4), 2118-2141 Downloads View citations (11)
    See also Working Paper (2006)

2005

  1. Bootstrapping the log-periodogram regression
    Economics Letters, 2005, 86, (1), 79-85 Downloads View citations (8)
  2. Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series
    Journal of Time Series Analysis, 2005, 26, (4), 581-611 Downloads View citations (6)

2004

  1. Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
    Journal of Econometrics, 2004, 119, (1), 131-154 Downloads View citations (35)
    See also Working Paper (2002)

Books

2000

  1. Ejercicios de estadística I. Elementos de Probabilidad y Estadística
    UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales
  2. Ejercicios de estadística II. Estadística Empresarial y para Economistas
    UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales
 
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