Josu Arteche : Citation Profile


Are you Josu Arteche?

Universidad del País Vasco - Euskal Herriko Unibertsitatea

7

H index

5

i10 index

277

Citations

RESEARCH PRODUCTION:

22

Articles

13

Papers

2

Books

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 10
   Journals where Josu Arteche has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 23 (7.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par54
   Updated: 2024-11-04    RAS profile: 2024-03-07    
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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:

Gil-Alana, Luis (53)

Caporale, Guglielmo Maria (28)

Sibbertsen, Philipp (28)

Ferrara, Laurent (18)

Leschinski, Christian (15)

Nielsen, Morten (14)

Souza, Leonardo (8)

Asai, Manabu (8)

GUEGAN, Dominique (8)

Saglio, Sophie (7)

Chevallier, Julien (7)

Cites to:

Hurvich, Clifford (30)

Robinson, Peter (14)

Bollerslev, Tim (12)

Phillips, Peter (11)

Velasco, Carlos (11)

Andrews, Donald (10)

Gil-Alana, Luis (10)

Giraitis, Liudas (10)

Sun, Yixiao (10)

Orbe, Jesus (10)

Ruiz, Esther (9)

Main data


Where Josu Arteche has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis4
Econometrics and Statistics3
Econometric Theory2
Journal of Agricultural Economics2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
BILTOKI / Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)7

Recent works citing Josu Arteche (2024 and 2023)


YearTitle of citing document
2023Persistence and Seasonality in the US Industrial Production Index. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria ; Izquierdo, Alvaro Baos ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10756.

Full description at Econpapers || Download paper

2024Modelling 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

2024Wired 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.

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2024Enhancing 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

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

Full description at Econpapers || Download paper

Works by Josu Arteche:


YearTitleTypeCited
2016Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country In: Economia Agraria y Recursos Naturales.
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article1
2023Long memory, fractional integration and cointegration analysis of real convergence in Spain In: Papers.
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paper0
2014Spatial Integration in the Spanish Mackerel Market In: Journal of Agricultural Economics.
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article4
2016Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 In: Journal of Agricultural Economics.
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article0
2000Semiparametric Inference in Seasonal and Cyclical Long Memory Processes In: Journal of Time Series Analysis.
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article72
1998Semiparametric inference in seasonal and cyclical long memory processes.(1998) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 72
paper
2002Semiparametric robust tests on seasonal or cyclical long memory time series In: Journal of Time Series Analysis.
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article27
2007The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* In: Oxford Bulletin of Economics and Statistics.
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article6
1998Semiparametric 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.
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paper0
1998Seasonal 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.
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paper0
2015SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY In: Econometric Theory.
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article0
2020EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES In: Econometric Theory.
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article7
2016A bootstrap approximation for the distribution of the Local Whittle estimator In: Computational Statistics & Data Analysis.
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article2
2006Semiparametric estimation in perturbed long memory series In: Computational Statistics & Data Analysis.
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article13
2005Semiparametric estimation in perturbed long memory series.(2005) In: BILTOKI.
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This paper has nother version. Agregated cites: 13
paper
2006Semiparametric estimation in perturbed long memory series.(2006) In: Computing in Economics and Finance 2006.
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This paper has nother version. Agregated cites: 13
paper
2009Using the bootstrap for finite sample confidence intervals of the log periodogram regression In: Computational Statistics & Data Analysis.
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article2
2012Doubly fractional models for dynamic heteroscedastic cycles In: Computational Statistics & Data Analysis.
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article8
2011Doubly fractional models for dynamic heteroskedastic cycles.(2011) In: BILTOKI.
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This paper has nother version. Agregated cites: 8
paper
2005Bootstrapping the log-periodogram regression In: Economics Letters.
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article7
2004Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models In: Journal of Econometrics.
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article48
2002Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models.(2002) In: BILTOKI.
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This paper has nother version. Agregated cites: 48
paper
2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models In: Econometrics and Statistics.
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article7
2024Bootstrapping long memory time series: Application in low frequency estimators In: Econometrics and Statistics.
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article0
2017A strategy for optimal bandwidth selection in Local Whittle estimation In: Econometrics and Statistics.
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article4
2014A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model In: Mathematics and Computers in Simulation (MATCOM).
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article6
1998Seasonal and cyclical long memory In: LSE Research Online Documents on Economics.
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paper53
2020Frequency Domain Local Bootstrap in long memory time series In: BILTOKI.
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paper1
2010Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country In: BILTOKI.
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paper0
2010Semiparametric inference in correlated long memory signal plus noise models In: BILTOKI.
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paper3
2012Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models.(2012) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 3
article
2008Selection of the number of frequencies using bootstrap techniques in log-periodogram regression In: BILTOKI.
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paper0
2000Ejercicios de estadística I. Elementos de Probabilidad y Estadística. In: UPV/EHU Books.
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book0
2000Ejercicios de estadística II. Estadística Empresarial y para Economistas. In: UPV/EHU Books.
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book0
2012Standard and seasonal long memory in volatility: an application to Spanish inflation In: Empirical Economics.
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article6
2017Testing for substitutability in the mackerel market: a new method using fractional cointegration In: Applied Economics.
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article0
2022Singular spectrum analysis for value at risk in stochastic volatility models In: Journal of Forecasting.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team