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Josu Arteche

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Personal Details

First Name: Josu
Middle Name:
Last Name: Arteche
Suffix:

RePEc Short-ID: par54

Email: [This author has chosen not to make the email address public]
Homepage: http://etpx22.bs.ehu.es/~etpargoj/
Postal Address:
Phone:

Affiliation

Departamento de Economía Aplicada III (Econometría y Estadística)
Facultad de Ciencias Económicas y Empresariales
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Location: Bilbao, Spain
Homepage: http://www.ea3.ehu.es/
Email:
Phone: + 34 94 601 3740
Fax: + 34 94 601 3754
Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Handle: RePEc:edi:deehues (more details at EDIRC)

Works

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Working papers

  1. Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 2011-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Arteche González, Jesús María & García Enríquez, Javier & Murillas Maza, Arantza, 2010. "Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country," BILTOKI 2010-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Arteche González, Jesús María, 2010. "Semiparametric inference in correlated long memory signal plus noise models," BILTOKI 2010-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Arteche González, Jesús María & Orbe Lizundia, Jesús María, 2008. "Selection of the number of frequencies using bootstrap techniques in log-periodogram regression," BILTOKI 2008-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  5. Arteche González, Jesús María, 2005. "Semiparametric estimation in perturbed long memory series," BILTOKI 2005-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  6. Arteche González, Jesús María, 2002. "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI 2002-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  7. Josu Arteche & Peter M. Robinson, 1998. "Seasonal and cyclical long memory," LSE Research Online Documents on Economics 2241, London School of Economics and Political Science, LSE Library.
  8. Josu Artech & Peter M Robinson, 1998. "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 /1998/359, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  9. Josu Arteche & Peter M. Robinson, 1998. "Semiparametric inference in seasonal and cyclical long memory processes," LSE Research Online Documents on Economics 2203, London School of Economics and Political Science, LSE Library.
  10. Josu Artech & Peter M Robinson, 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.)," STICERD - Econometrics Paper Series /1998/360, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

Articles

  1. Reisen, Valdério A. & Zamprogno, Bartolomeu & Palma, Wilfredo & Arteche, Josu, 2014. "A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 98(C), pages 1-17.
  2. Josu Arteche, 2012. "Standard and seasonal long memory in volatility: an application to Spanish inflation," Empirical Economics, Springer, vol. 42(3), pages 693-712, June.
  3. Artiach, Miguel & Arteche, Josu, 2012. "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2139-2158.
  4. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
  5. Josu Arteche & Jesus Orbe, 2009. "Bootstrap-based bandwidth choice for log-periodogram regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 591-617, November.
  6. Josu Arteche, 2007. "The Analysis of Seasonal Long Memory: The Case of Spanish Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(6), pages 749-772, December.
  7. Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
  8. Arteche, J. & Orbe, J., 2005. "Bootstrapping the log-periodogram regression," Economics Letters, Elsevier, vol. 86(1), pages 79-85, January.
  9. J. Arteche & C. Velasco, 2005. "Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 581-611, 07.
  10. Arteche, Josu, 2004. "Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models," Journal of Econometrics, Elsevier, vol. 119(1), pages 131-154, March.

Books

  1. Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga, 2000. "Ejercicios de estadística II. Estadística Empresarial y para Economistas," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 09.
  2. Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga, 2000. "Ejercicios de estadística I. Elementos de Probabilidad y Estadística," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 08.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2002-06-13 2005-06-14 2008-02-23 2010-05-02 2011-07-27. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2002-06-13 2005-06-14 2006-07-15 2008-02-23 2011-07-27. Author is listed
  3. NEP-ORE: Operations Research (2) 2008-02-23 2011-07-27. Author is listed

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