2005
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Semiparametric estimation in perturbed long memory series Biltoki, 2005; 2005, 1 - 33
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"Comments On `Combining Filter Design With Model-Based Filtering (With An Application To Business-Cycle Estimation)'" International Journal of Forecasting. Elsevier, 2005; 21, 711 - 715
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Trimming and tapering semiparametric estimates in asymmetric long memory time series Journal of Time Series Analysis. Blackwell Publishing, 2005; 26, 581 - 611
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Bootstrapping the log-periodogram regression Economics Letters. Elsevier, 2014; 86, 79 - 85
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Ejercicios de Econometría, 2ª ed. revisada McGraw Hill, 2005; 1 - 356