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Javier López-de-Lacalle
(Javier Lopez-de-Lacalle)

Personal Details

First Name:Javier
Middle Name:
Last Name:Lopez-de-Lacalle
Suffix:
RePEc Short-ID:plp3
https://jalobe.com

Affiliation

Universidad del País Vasco / Euskal Herriko Unibertsitatea UPV/EHU

http://www.ehu.eus
Barrio Sarriena s/n 48940 Leioa Bizkaia

Research output

as
Jump to: Articles Software

Articles

  1. Vinod, Hrishikesh D. & Lopez-de-Lacalle, Javier, 2009. "Maximum Entropy Bootstrap for Time Series: The meboot R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i05).
  2. Lopez-de-Lacalle, Javier, 2006. "The R-computing language: Potential for Asian economists," Journal of Asian Economics, Elsevier, vol. 17(6), pages 1066-1081, December.

Software components

  1. Javier López-de-Lacalle, 2005. "Periodic Autoregressive Time Series Models in R: The partsm Package," BILCODEC bc2005-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Vinod, Hrishikesh D. & Lopez-de-Lacalle, Javier, 2009. "Maximum Entropy Bootstrap for Time Series: The meboot R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i05).

    Cited by:

    1. Chakraborty, Lekha, 2015. "Fiscal Seigniorage "Laffer-curve effect" on Central Bank Autonomy in India," Working Papers 15/156, National Institute of Public Finance and Policy.
    2. Grant L. Harley & R. Stockton Maxwell & Bryan A. Black & Matthew F. Bekker, 2020. "A multi-century, tree-ring-derived perspective of the North Cascades (USA) 2014–2016 snow drought," Climatic Change, Springer, vol. 162(1), pages 127-143, September.
    3. Vacca, Gianmarco & Zoia, Maria Grazia & Bagnato, Luca, 2022. "Forecasting in GARCH models with polynomially modified innovations," International Journal of Forecasting, Elsevier, vol. 38(1), pages 117-141.
    4. Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019. "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, vol. 82(C), pages 26-41.
    5. A. R. Soltani & A. R. Nematollahi & M. R. Mahmoudi, 2019. "On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 307-322, July.
    6. A. Talha Yalta, 2013. "Small Sample Bootstrap Inference of Level Relationships in the Presence of Autocorrelated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Working Papers 1301, TOBB University of Economics and Technology, Department of Economics.
    7. Arisara Romyen & Chukiat Chaiboonsri & Satawat Wannapan & Songsak Sriboonchitta, 2019. "Multi-Process-Based Maximum Entropy Bootstrapping Estimator: Application for Net Foreign Direct Investment in ASEAN," Economies, MDPI, vol. 7(3), pages 1-13, July.
    8. Zeinab Zanjani & Pedro Macedo & Isabel Soares, 2021. "Investigating Carbon Emissions from Electricity Generation and GDP Nexus Using Maximum Entropy Bootstrap: Evidence from Oil-Producing Countries in the Middle East," Energies, MDPI, vol. 14(12), pages 1-22, June.
    9. Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
    10. Daniel Kosiorowski & Dominik Mielczarek & Jerzy. P. Rydlewski, 2017. "Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview," Papers 1712.03797, arXiv.org.
    11. Galip Altinay & A. Talha Yalta, 2016. "Estimating the evolution of elasticities of natural gas demand: the case of Istanbul, Turkey," Empirical Economics, Springer, vol. 51(1), pages 201-220, August.
    12. Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022. "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, vol. 106(C).
    13. Yanfei Kang & Rob J Hyndman & Feng Li, 2018. "Efficient generation of time series with diverse and controllable characteristics," Monash Econometrics and Business Statistics Working Papers 15/18, Monash University, Department of Econometrics and Business Statistics.
    14. H. D. Vinod, 2022. "Bootstrap Version of Rao–Blackwellization to Two-Step and Instrumental Variable Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 49-69, September.
    15. Alam, Mohammad Jahangir & Ahmed, Mumtaz & Begum, Ismat Ara, 2017. "Nexus between non-renewable energy demand and economic growth in Bangladesh: Application of Maximum Entropy Bootstrap approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 399-406.
    16. Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2017. "Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors," Papers 1710.02669, arXiv.org, revised Jul 2018.
    17. A. Talha Yalta, 2011. "Analyzing Energy Consumption and GDP Nexus Using Maximum Entropy Bootstrap: The Case of Turkey," Working Papers 1103, TOBB University of Economics and Technology, Department of Economics.
    18. Aqil Khan & Mumtaz Ahmed & Salma Bibi, 2019. "Financial development and economic growth nexus for Pakistan: a revisit using maximum entropy bootstrap approach," Empirical Economics, Springer, vol. 57(4), pages 1157-1169, October.
    19. Hrishikesh Vinod, 2023. "Taraldsen's Exact Correlation Density," Fordham Economics Discussion Paper Series dp2023-10er:dp2023-10, Fordham University, Department of Economics.
    20. A. Yasemin Yalta, 2011. "New Evidence on FDI-Led Growth: The Case of China," Working Papers 1107, TOBB University of Economics and Technology, Department of Economics.
    21. Kosiorowski Daniel & Mielczarek Dominik & Rydlewski Jerzy P. & Snarska Małgorzata, 2018. "Generalized Exponential Smoothing In Prediction Of Hierarchical Time Series," Statistics in Transition New Series, Statistics Poland, vol. 19(2), pages 331-350, June.
    22. Vinod, H.D., 2024. "Portfolio choice algorithms, including exact stochastic dominance," Journal of Financial Stability, Elsevier, vol. 70(C).
    23. Antonio Rubia Serrano & Lidia Sanchis-Marco, 2015. "Measuring Tail-Risk Cross-Country Exposures in the Banking Industry," Working Papers. Serie AD 2015-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    24. H.D. Vinod, 2016. "New bootstrap inference for spurious regression problems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(2), pages 317-335, February.
    25. Alice B. V. Mello & Maria C. S. Lima & Abraão D. C. Nascimento, 2022. "A notable Gamma‐Lindley first‐order autoregressive process: An application to hydrological data," Environmetrics, John Wiley & Sons, Ltd., vol. 33(4), June.
    26. Yalta, A. Yasemin, 2013. "Revisiting the FDI-led growth Hypothesis: The case of China," Economic Modelling, Elsevier, vol. 31(C), pages 335-343.
    27. A. Talha Yalta, 2016. "Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 339-366, August.
    28. Daniel Kosiorowski & Jerzy P. Rydlewski & Małgorzata Snarska, 2019. "Detecting a structural change in functional time series using local Wilcoxon statistic," Statistical Papers, Springer, vol. 60(5), pages 1677-1698, October.
    29. Maria Grazia Zoia & Gianmarco Vacca & Laura Barbieri, 2020. "Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions," Risks, MDPI, vol. 8(4), pages 1-21, November.
    30. H. D. Vinod, 2020. "Software-Illustrated Explanations of Econometrics Contributions by CR Rao for his 100-th Birthday," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 235-252, June.
    31. Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2018. "Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(1), pages 53-73, March.
    32. Hrishikesh Vinod & Lekha S. Chakraborty & Honey Karun, 2014. "If Deficits Are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method," Economics Working Paper Archive wp_811, Levy Economics Institute.
    33. A. Talha Yalta, 2013. "The Dynamics of Road Energy Demand and Illegal Fuel Activity in Turkey: A Rolling Window Analysis," Working Papers 1304, TOBB University of Economics and Technology, Department of Economics, revised Jul 2013.
    34. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    35. Yalta, A. Talha & Yalta, A. Yasemin, 2016. "The dynamics of fuel demand and illegal fuel activity in Turkey," Energy Economics, Elsevier, vol. 54(C), pages 144-158.
    36. Han Lin Shang & Yang Yang & Fearghal Kearney, 2019. "Intraday forecasts of a volatility index: functional time series methods with dynamic updating," Annals of Operations Research, Springer, vol. 282(1), pages 331-354, November.
    37. Pedro Macedo & Mara Madaleno, 2022. "Global Temperature and Carbon Dioxide Nexus: Evidence from a Maximum Entropy Approach," Energies, MDPI, vol. 16(1), pages 1-13, December.
    38. Hrishikesh D. Vinod, 2013. "Maximum Entropy Bootstrap Algorithm Enhancements," Fordham Economics Discussion Paper Series dp2013-04, Fordham University, Department of Economics.
    39. Philippa A. Higgins & Jonathan G. Palmer & Martin S. Andersen & Christian S. M. Turney & Fiona Johnson, 2023. "Extreme events in the multi-proxy South Pacific drought atlas," Climatic Change, Springer, vol. 176(8), pages 1-20, August.
    40. Honey Karun & Hrishikesh Vinod & Chakraborty, Lekha S., 2020. "Did public investment crowd out private investment in India?," Working Papers 20/312, National Institute of Public Finance and Policy.
    41. Mohammad Reza Mahmoudi & Mohsen Maleki, 2017. "A new method to detect periodically correlated structure," Computational Statistics, Springer, vol. 32(4), pages 1569-1581, December.
    42. Han Lin Shang, 2017. "Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 36(1), pages 55-84, February.
    43. Mariano Méndez-Suárez, 2021. "Marketing Mix Modeling Using PLS-SEM, Bootstrapping the Model Coefficients," Mathematics, MDPI, vol. 9(15), pages 1-12, August.
    44. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
    45. A. Talha Yalta & Hatice Cakar, 2012. "Energy Consumption and Economic Growth in China: A Reconciliation," Working Papers 1202, TOBB University of Economics and Technology, Department of Economics.
    46. Zanjani, Zeinab & Soares, Isabel & Macedo, Pedro, 2023. "Investigating CO2 emissions from aviation in oil producing countries using a two-stage maximum entropy approach," Energy, Elsevier, vol. 278(PA).
    47. Méndez-Suárez, Mariano & Monfort, Abel, 2020. "The amplifying effect of branded queries on advertising in multi-channel retailing," Journal of Business Research, Elsevier, vol. 112(C), pages 254-260.
    48. Karen J. Heeter & Grant L. Harley & Justin T. Maxwell & James H. McGee & Trevis J. Matheus, 2020. "Late summer temperature variability for the Southern Rocky Mountains (USA) since 1735 CE: applying blue light intensity to low-latitude Picea engelmannii Parry ex Engelm," Climatic Change, Springer, vol. 162(2), pages 965-988, September.
    49. Miroslav Plašil, 2011. "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ," Politická ekonomie, Prague University of Economics and Business, vol. 2011(4), pages 490-507.
    50. Shang, Han Lin, 2017. "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, vol. 1(C), pages 184-200.
    51. Ahmed, Mumtaz & Riaz, Khalid & Maqbool Khan, Atif & Bibi, Salma, 2015. "Energy consumption–economic growth nexus for Pakistan: Taming the untamed," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 890-896.

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