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Information about:
Josu Arteche

Personal Details | Affiliation | Works

This is information that was supplied by Josu Arteche in registering through RePEc. If you are Josu Arteche , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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

(in no particular order)

Departamento de Economía Aplicada III (Econometría y Estadística) (Department of Applied Economics III (Econometrics and Statistics))
Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Management)
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Location: Bilbao, Spain
Homepage: http://www.et.bs.ehu.es/
Email:
Phone: + 34 94 601 3740
Fax: + 34 94 601 3754
Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Handle: RePEc:edi:deehues (registered authors at this institution)

Works

Working papers

Josu Arteche & Jesus Orbe, 2008. "Selection of the number of frequencies using bootstrap techniques in log-periodogram regression," BILTOKI 200801, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
Josu Arteche, 2005. "Semiparametric estimation in perturbed long memory series," BILTOKI 200502, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
Other versions:
- Josu Arteche, 2006. "Semiparametric estimation in perturbed long memory series," Computing in Economics and Finance 2006 22, Society for Computational Economics. [Downloadable!]
Published as:
- Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December. [Downloadable!] (restricted)
Josu Arteche, 2002. "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI 200202, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
Published as:
- 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. [Downloadable!] (restricted)
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. [Downloadable!]
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. [Downloadable!]

Articles

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. [Downloadable!] (restricted)
Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December. [Downloadable!] (restricted)
Other versions:
- Josu Arteche, 2006. "Semiparametric estimation in perturbed long memory series," Computing in Economics and Finance 2006 22, Society for Computational Economics. [Downloadable!]
- Josu Arteche, 2005. "Semiparametric estimation in perturbed long memory series," BILTOKI 200502, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
J. Arteche & C. Velasco, 2005. "Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(4), pages 581-611, 07. [Downloadable!] (restricted)
Arteche, J. & Orbe, J., 2005. "Bootstrapping the log-periodogram regression," Economics Letters, Elsevier, vol. 86(1), pages 79-85, January. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)
Other versions:
- Josu Arteche, 2002. "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI 200202, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (3) 2002-06-13 2005-06-14 2008-02-23 Author is listed
NEP-ETS: Econometric Time Series (4) 2002-06-13 2005-06-14 2006-07-15 2008-02-23 Author is listed
NEP-ORE: Operations Research (1) 2008-02-23 Author is listed

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This page was last updated on 2008-6-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.