Josu Arteche
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Josu |
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Arteche |
Identifer
Contact
Affiliations
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Universidad del País Vasco - Euskal Herriko Unibertsitatea
/ Facultad de Economía y Empresa
/ Departamento de Economía Aplicada III (Econometría y Estadística)
Research profile
author of:
- Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country (RePEc:ags:earnsa:241271)
by García-Enríquez, Javier & Murillas-Maza, Arantza & Arteche, Josu - Long memory, fractional integration and cointegration analysis of real convergence in Spain (RePEc:arx:papers:2304.12433)
by Mariam Kamal & Josu Arteche - Spatial Integration in the Spanish Mackerel Market (RePEc:bla:jageco:v:65:y:2014:i:1:p:234-256)
by Javier García-Enríquez & Javier Hualde & Josu Arteche & Arantza Murillas-Maza - Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 (RePEc:bla:jageco:v:67:y:2016:i:1:p:250-250)
by Javier García-Enríquez & Javier Hualde & Josu Arteche & Arantza Murillas-Maza - Semiparametric Inference in Seasonal and Cyclical Long Memory Processes (RePEc:bla:jtsera:v:21:y:2000:i:1:p:1-25)
by Josu Arteche & Peter M. Robinson - Semiparametric robust tests on seasonal or cyclical long memory time series (RePEc:bla:jtsera:v:23:y:2002:i:3:p:251-285)
by Josu Arteche - Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (RePEc:bla:jtsera:v:26:y:2005:i:4:p:581-611)
by J. Arteche & C. Velasco - Bootstrap‐based bandwidth choice for log‐periodogram regression (RePEc:bla:jtsera:v:30:y:2009:i:6:p:591-617)
by Josu Arteche & Jesus Orbe - The Analysis of Seasonal Long Memory: The Case of Spanish Inflation (RePEc:bla:obuest:v:69:y:2007:i:6:p:749-772)
by Josu Arteche - Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.) (RePEc:cep:stiecm:359)
by Josu Artech & Peter M Robinson - 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.) (RePEc:cep:stiecm:360)
by Josu Artech & Peter M Robinson - Signal Extraction In Long Memory Stochastic Volatility (RePEc:cup:etheor:v:31:y:2015:i:06:p:1382-1402_00)
by Arteche, Josu - Exact Local Whittle Estimation In Long Memory Time Series With Multiple Poles (RePEc:cup:etheor:v:36:y:2020:i:6:p:1064-1098_3)
by Arteche, Josu - A bootstrap approximation for the distribution of the Local Whittle estimator (RePEc:eee:csdana:v:100:y:2016:i:c:p:645-660)
by Arteche, Josu & Orbe, Jesus - Semiparametric estimation in perturbed long memory series (RePEc:eee:csdana:v:51:y:2006:i:4:p:2118-2141)
by Arteche, J. - Using the bootstrap for finite sample confidence intervals of the log periodogram regression (RePEc:eee:csdana:v:53:y:2009:i:6:p:1940-1953)
by Arteche, Josu & Orbe, Jesus - Doubly fractional models for dynamic heteroscedastic cycles (RePEc:eee:csdana:v:56:y:2012:i:6:p:2139-2158)
by Artiach, Miguel & Arteche, Josu - Bootstrapping the log-periodogram regression (RePEc:eee:ecolet:v:86:y:2005:i:1:p:79-85)
by Arteche, J. & Orbe, J. - Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (RePEc:eee:econom:v:119:y:2004:i:1:p:131-154)
by Arteche, Josu - Singular Spectrum Analysis for signal extraction in Stochastic Volatility models (RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98)
by Arteche, Josu & García-Enríquez, Javier - Bootstrapping long memory time series: Application in low frequency estimators (RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15)
by Arteche, Josu - A strategy for optimal bandwidth selection in Local Whittle estimation (RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17)
by Arteche, Josu & Orbe, Jesus - A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (RePEc:eee:matcom:v:98:y:2014:i:c:p:1-17)
by Reisen, Valdério A. & Zamprogno, Bartolomeu & Palma, Wilfredo & Arteche, Josu - Semiparametric inference in seasonal and cyclical long memory processes (RePEc:ehl:lserod:2203)
by Arteche, Josu & Robinson, Peter M. - Seasonal and cyclical long memory (RePEc:ehl:lserod:2241)
by Arteche, Josu & Robinson, Peter M. - Frequency Domain Local Bootstrap in long memory time series (RePEc:ehu:biltok:48980)
by Arteche González, Jesús María - Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country (RePEc:ehu:biltok:5567)
by García Enríquez, Javier & Arteche González, Jesús María & Murillas Maza, Arantza - Semiparametric inference in correlated long memory signal plus noise models (RePEc:ehu:biltok:5570)
by Arteche González, Jesús María - Doubly fractional models for dynamic heteroskedastic cycles (RePEc:ehu:biltok:5577)
by Artiach Escauriaza, Miguel Manuel & Arteche González, Jesús María - Selection of the number of frequencies using bootstrap techniques in log-periodogram regression (RePEc:ehu:biltok:5585)
by Arteche González, Jesús María & Orbe Lizundia, Jesús María - Semiparametric estimation in perturbed long memory series (RePEc:ehu:biltok:5665)
by Arteche González, Jesús María - Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models (RePEc:ehu:biltok:5744)
by Arteche González, Jesús María - Ejercicios de estadística I. Elementos de Probabilidad y Estadística (RePEc:ehu:ehuboo:08)
by Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga - Ejercicios de estadística II. Estadística Empresarial y para Economistas (RePEc:ehu:ehuboo:09)
by Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga - Semiparametric estimation in perturbed long memory series (RePEc:sce:scecfa:22)
by Josu Arteche - Standard and seasonal long memory in volatility: an application to Spanish inflation (RePEc:spr:empeco:v:42:y:2012:i:3:p:693-712)
by Josu Arteche - Testing for substitutability in the mackerel market: a new method using fractional cointegration (RePEc:taf:applec:v:49:y:2017:i:39:p:3912-3926)
by Javier García-Enríquez & Josu Arteche & Arantza Murillas-Maza - Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (RePEc:taf:emetrv:v:31:y:2012:i:4:p:440-474)
by J. Arteche - Singular spectrum analysis for value at risk in stochastic volatility models (RePEc:wly:jforec:v:41:y:2022:i:1:p:3-16)
by Josu Arteche & Javier García‐Enríquez