7
H index
5
i10 index
277
Citations
Universidad del PaÃs 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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/par54 |
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: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 4 |
Econometrics and Statistics | 3 |
Econometric Theory | 2 |
Journal of Agricultural Economics | 2 |
Journal of Time Series Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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BILTOKI / Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) | 7 |
Year | Title of citing document |
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2023 | Persistence 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 |
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 |
2023 | Estimation 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 |
Year | Title | Type | Cited |
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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 | 4 |
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 | 72 |
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: 72 | 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 |
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 | 7 |
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 |
2005 | Semiparametric estimation in perturbed long memory series.(2005) In: BILTOKI. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
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 |
2011 | Doubly fractional models for dynamic heteroskedastic cycles.(2011) In: BILTOKI. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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 |
2002 | Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models.(2002) In: BILTOKI. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
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 | 6 |
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 | 3 |
2012 | Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models.(2012) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2008 | Selection of the number of frequencies using bootstrap techniques in log-periodogram regression In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
2000 | Ejercicios de estadÃstica I. Elementos de Probabilidad y EstadÃstica. In: UPV/EHU Books. [Citation analysis] | book | 0 |
2000 | Ejercicios de estadÃstica II. EstadÃstica 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 |
2022 | Singular spectrum analysis for value at risk in stochastic volatility models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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