EconPapers    
Economics at your fingertips  
 

Details about Josu Arteche

E-mail:
Homepage:http://etpx22.bs.ehu.es/~etpargoj/
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, (more information at EDIRC)

Access statistics for papers by Josu Arteche.

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

Short-id: par54


Jump to Journal Articles

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) Downloads

2006

  1. Semiparametric estimation in perturbed long memory series
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations
    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
    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 View citations
  2. 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 View citations

Journal Articles

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

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

2006

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

2005

  1. Bootstrapping the log-periodogram regression
    Economics Letters, 2005, 86, (1), 79-85 Downloads
  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

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
    See also Working Paper (2002)
 
 
Page updated 2009-11-25