7
H index
5
i10 index
289
Citations
Josu Arteche : Citation Profile
Universidad del País Vasco - Euskal Herriko Unibertsitatea | RESEARCH PRODUCTION: 26 Articles 13 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1998 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Josu Arteche. | Is cited by:
| Cites to:
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Main data
Where Josu Arteche has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 4 |
| Computational Statistics & Data Analysis | 4 |
| Econometrics and Statistics | 3 |
| Applied Economics | 2 |
| Econometric Theory | 2 |
| Econometric Reviews | 2 |
| Journal of Agricultural Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BILTOKI / Universidad del Pa�s Vasco - Departamento de Econom�a Aplicada III (Econometr�a y Estad�stica) | 7 |
Recent works citing Josu Arteche (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper |
| 2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper |
| 2024 | Enhancing wind speed forecasting through synergy of machine learning, singular spectral analysis, and variational mode decomposition. (2024). Mariani, Viviana Cocco ; Santos, Leandro Dos ; Stefenon, Stefano Frizzo ; Seman, Laio Oriel ; Moreno, Sinvaldo Rodrigues. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002640. Full description at Econpapers || Download paper |
| 2024 | Cyclical long memory: Decoupling, modulation, and modeling. (2024). Pipiras, Vladas ; Kechagias, Stefanos ; Zoubouloglou, Pavlos. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924001091. Full description at Econpapers || Download paper |
| 2024 | Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan ; Walterspacher, Stephan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x. Full description at Econpapers || Download paper |
Works by Josu Arteche:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country In: Economia Agraria y Recursos Naturales. [Full Text][Citation analysis] | article | 1 |
| 2023 | Long memory, fractional integration and cointegration analysis of real convergence in Spain In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Spatial Integration in the Spanish Mackerel Market In: Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 In: Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Semiparametric Inference in Seasonal and Cyclical Long Memory Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 74 |
| 1998 | Semiparametric inference in seasonal and cyclical long memory processes.(1998) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2002 | Semiparametric robust tests on seasonal or cyclical long memory time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 27 |
| 2005 | Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2009 | Bootstrap‐based bandwidth choice for log‐periodogram regression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 1998 | Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1998 | 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.) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2020 | EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2016 | A bootstrap approximation for the distribution of the Local Whittle estimator In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2006 | Semiparametric estimation in perturbed long memory series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2006 | Semiparametric estimation in perturbed long memory series.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2009 | Using the bootstrap for finite sample confidence intervals of the log periodogram regression In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | Doubly fractional models for dynamic heteroscedastic cycles In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2005 | Bootstrapping the log-periodogram regression In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2004 | Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 48 |
| 2017 | Singular Spectrum Analysis for signal extraction in Stochastic Volatility models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2024 | Bootstrapping long memory time series: Application in low frequency estimators In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | A strategy for optimal bandwidth selection in Local Whittle estimation In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2014 | A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 7 |
| 1998 | Seasonal and cyclical long memory In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 53 |
| 2020 | Frequency Domain Local Bootstrap in long memory time series In: BILTOKI. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Semiparametric inference in correlated long memory signal plus noise models In: BILTOKI. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Doubly fractional models for dynamic heteroskedastic cycles In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Selection of the number of frequencies using bootstrap techniques in log-periodogram regression In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Semiparametric estimation in perturbed long memory series In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Ejercicios de estadística I. Elementos de Probabilidad y Estadística. In: UPV/EHU Books. [Citation analysis] | book | 0 |
| 2000 | Ejercicios de estadística II. Estadística Empresarial y para Economistas. In: UPV/EHU Books. [Citation analysis] | book | 0 |
| 2012 | Standard and seasonal long memory in volatility: an application to Spanish inflation In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
| 2017 | Testing for substitutability in the mackerel market: a new method using fractional cointegration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Do Spanish regions converge? A time-series approach using fractional cointegration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2025 | Frequency domain local bootstrap in short and long memory time series In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2022 | Singular spectrum analysis for value at risk in stochastic volatility models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team