Josu Arteche

University of the Basque Country

Department of Economics

48015 Bilbao

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

41

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (4)

1.

Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series

Journal of Time Series Analysis, Vol. 26, No. 4, pp. 581-611, July 2005
Number of pages: 31 Posted: 26 Jun 2005
Josu Arteche and Carlos Velasco
University of the Basque Country and Universidad Carlos III de Madrid - Department of Economics
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2.

Semiparametric Robust Tests on Seasonal or Cyclical Long Memory Time Series

Journal of Time Series Analysis, Vol. 23, pp. 251-285, 2002
Number of pages: 35 Posted: 10 Feb 2003
Josu Arteche
University of the Basque Country
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Long Memory, Semiparametric Inference, Seasonality, Frequency Domain

3.

The Analysis of Seasonal Long Memory: The Case of Spanish Inflation

Oxford Bulletin of Economics and Statistics, Vol. 69, Issue 6, pp. 749-772, December 2007
Number of pages: 24 Posted: 20 Nov 2007
Josu Arteche
University of the Basque Country
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4.

Bootstrap-Based Bandwidth Choice for Log-Periodogram Regression

Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 591-617, November 2009
Number of pages: 27 Posted: 20 Oct 2009
Josu Arteche and Jesus Orbe
University of the Basque Country and Universidad del PaĆ­s Vasco (UPV/EHU)
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