Publicaciones en las que colabora con JESUS MARIA ORBE LIZUNDIA (7)

2017

  1. A strategy for optimal bandwidth selection in Local Whittle estimation

    Econometrics and Statistics, Vol. 4, pp. 3-17

2016

  1. A bootstrap approximation for the distribution of the Local Whittle estimator

    Computational Statistics and Data Analysis, Vol. 100, pp. 645-660

2009

  1. Bootstrap-based bandwidth choice for log-periodogram regression

    Journal of Time Series Analysis, Vol. 30, Núm. 6, pp. 591-617

  2. Local Bootstrap Approach for the Estimation of the Memory Parameter

    WORLD CONGRESS ON ENGINEERING 2009, VOLS I AND II

  3. Using the bootstrap for finite sample confidence intervals of the log periodogram regression

    Computational Statistics and Data Analysis, Vol. 53, Núm. 6, pp. 1940-1953

2008

  1. Selection of the number of frequencies using bootstrap techniques in log-periodogram regression

    Documentos de Trabajo BILTOKI

2005

  1. Bootstrapping the log-periodogram regression

    Economics Letters, Vol. 86, Núm. 1, pp. 79-85