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JESUS MARIA
ARTECHE GONZALEZ
UNIBERTSITATEKO KATEDRADUNA
Argitalpenak (49) JESUS MARIA ARTECHE GONZALEZ argitalpenak
2024
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Bootstrapping long memory time series: Application in low frequency estimators
Econometrics and Statistics, Vol. 29, pp. 1-15
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Do Spanish regions converge? A time-series approach using fractional cointegration
Applied Economics
2022
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Returns to Scale and Technical Efficiency in Colombian Coffee Production: Implications for Colombia’s Agricultural and Land Policies
Studies in Agricultural Economics, Vol. 124, Núm. 3, pp. 104-112
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Singular spectrum analysis for value at risk in stochastic volatility models
Journal of Forecasting, Vol. 41, Núm. 1, pp. 3-16
2020
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Exact local whittle estimation in long memory time series with multiple poles
Econometric Theory, Vol. 36, Núm. 6, pp. 1064-1098
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Frequency Domain Local Bootstrap in long memory time series.
Documentos de Trabajo BILTOKI
2017
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A strategy for optimal bandwidth selection in Local Whittle estimation
Econometrics and Statistics, Vol. 4, pp. 3-17
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Singular Spectrum Analysis for signal extraction in Stochastic Volatility models
Econometrics and Statistics, Vol. 1, pp. 85-98
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Testing for substitutability in the mackerel market: a new method using fractional cointegration
Applied Economics, Vol. 49, Núm. 39, pp. 3912-3926
2016
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A bootstrap approximation for the distribution of the Local Whittle estimator
Computational Statistics and Data Analysis, Vol. 100, pp. 645-660
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Corrigendum to Spatial Integration in the Spanish Mackerel Market. [Journal of Agricultural Economics. Volume 65, Issue 1, January 2014, pp. 234-256]
Journal of Agricultural Economics
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Economic structure of fishing activity: an analysis of mackerel fishery management in the Basque Country
Economía agraria y recursos naturales, Vol. 16, Núm. 1, pp. 81-109
2014
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A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
Mathematics and Computers in Simulation, Vol. 98, pp. 1-17
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Signal extraction in long memory stochastic volatility
Econometric Theory, Vol. 31, Núm. 6, pp. 1382-1402
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Spatial Integration in the Spanish Mackerel Market
Journal of Agricultural Economics, Vol. 65, Núm. 1, pp. 234-256
2012
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Doubly fractional models for dynamic heteroscedastic cycles
Computational Statistics and Data Analysis, Vol. 56, Núm. 6, pp. 2139-2158
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Integración espacial en el mercado de verdel en España
Anales de Economía Aplicada 2012: El efecto de la crisis y el futuro de la sociedad del bienestar
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Parametric vs. semiparametric long memory: Comments on "Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation"
International Journal of Forecasting
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Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models
Econometric Reviews, Vol. 31, Núm. 4, pp. 440-474
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Standard and seasonal long memory in volatility: An application to Spanish inflation
Empirical Economics, Vol. 42, Núm. 3, pp. 693-712