Publicaciones en colaboración con investigadores/as de Universidad del País Vasco/Euskal Herriko Unibertsitatea (36)

2024

  1. Bootstrapping long memory time series: Application in low frequency estimators

    Econometrics and Statistics, Vol. 29, pp. 1-15

  2. Do Spanish regions converge? A time-series approach using fractional cointegration

    Applied Economics

  3. Frequency domain local bootstrap in short and long memory time series

    Econometric Reviews

  4. Local Whittle estimation in time-varying long memory series

    Journal of Time Series Analysis

2022

  1. 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

  2. Singular spectrum analysis for value at risk in stochastic volatility models

    Journal of Forecasting, Vol. 41, Núm. 1, pp. 3-16

2020

  1. Exact local whittle estimation in long memory time series with multiple poles

    Econometric Theory, Vol. 36, Núm. 6, pp. 1064-1098

2017

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

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

  2. Singular Spectrum Analysis for signal extraction in Stochastic Volatility models

    Econometrics and Statistics, Vol. 1, pp. 85-98

  3. Testing for substitutability in the mackerel market: a new method using fractional cointegration

    Applied Economics, Vol. 49, Núm. 39, pp. 3912-3926

2016

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

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

  2. 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

  1. A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model

    Mathematics and Computers in Simulation, Vol. 98, pp. 1-17

  2. Signal extraction in long memory stochastic volatility

    Econometric Theory, Vol. 31, Núm. 6, pp. 1382-1402

  3. Spatial Integration in the Spanish Mackerel Market

    Journal of Agricultural Economics, Vol. 65, Núm. 1, pp. 234-256

2012

  1. Doubly fractional models for dynamic heteroscedastic cycles

    Computational Statistics and Data Analysis, Vol. 56, Núm. 6, pp. 2139-2158

  2. 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

  3. Parametric vs. semiparametric long memory: Comments on "Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation"

    International Journal of Forecasting

  4. Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models

    Econometric Reviews, Vol. 31, Núm. 4, pp. 440-474

  5. Standard and seasonal long memory in volatility: An application to Spanish inflation

    Empirical Economics, Vol. 42, Núm. 3, pp. 693-712