* M.Sc. in Econometrics and Mathematical Economics (July 1994) , London School of Economics, LSE (University of London).

* Ph.D. in Economics (March 1998),  London School of Economics. Dissertation: Seasonal and Cyclical Long Memory in Time Series under the supervision of Prof. P.M. Robinson.

          - Introduction to Econometrics and Economic Statistics (1994-1997).

* 2001-02:  Courses in the Escuela de Finanzas BBVA: Advanced Statistics and Time Series Analysis .

* 1999- : Associate Professor of the Department of Applied Economics III (Econometrics and Statistics) of the UPV-EHU.

* Nov. 2007-Nov. 2010: Memoria Larga Perturbada y Duración en Economía: Inferencia. Funded by  the Spanish Ministerio de Ciencia y Tecnología y FEDER. Principal Investigator.

* Nov. 2006-Nov. 2007: Inferencia Estadística en Series Temporales con Persistencia Perturbada y Análisis de Duración: Tería y Práctica. Funded by  the Spanish Ministerio de Ciencia y Tecnología y FEDER. Principal Investigator.

* Nov. 2003-Nov. 2006: Statistical Inference in Models of Persistence (Standard, Seasonal and in Volatility) and Duration: Theoretical and Empirical Analysis funded by the Spanish Ministerio de Ciencia y Tecnología and FDER. Principal Investigator.

* Dec. 2001-Dec. 2006: Observación y Análisis de los Procesos Regionales de Integración Económica. Laboratorio de Seguimiento de la Economía Vasca. Avances en la Metodología de Análisis de Mercado: Modelización Econométrica de los Mercados Laborales, de Publicidad y Finacieros, funded by the University of the Basque Country, UPV-EHU.

* Dec. 1999-Dec. 2001: Analysis of Persistence and Duration in Economic and Financial Series funded by the Basque Government. Principal Investigator.

* Dec. 1998-Dec. 2000: Cointegration, Dynamic Convergence and Persistence in Economics funded by The University of the Basque Country (UPV-EHU). Principal Investigator of the line Persistence in Economics.

* Dec. 1997-Dec. 1998: Estimation of the Memory Parameter  in Seasonal or Cyclical Long Memory Processes funded by The University of the Basque Country (UPV-EHU). Principal Investigator: F.J. Fernández-Macho.

* Jun. 1995-Jul. 1997: Nonlinearity and Dependence in Econometrics funded by The Economic and Social Research Council. Principal Investigator: P.M. Robinson.

* Sep. 1993-Feb. 1997: Seasonal and Cyclical Long Memory in Time Series funded by the Bank of Spain. Supervisor: P.M. Robinson.

* Arteche, J. and Orbe, J. (2015) "A bootstrap approximation for the distribution of the Local Whittle estimator". Computational Statistics and Data Analysis. http://dx.doi.org/10.1016/j.csda.2015.03.014

* Arteche, J. (2015) "Signal Extraction in Long Memory Stochastic Volatility". Econometric Theory, 31, 1382-1402 (with 17 pages of supplementary material).

*  V.A. Reisen, B. Zamprogno, W. Palma, J. Arteche (2014) "A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA Model".   Mathematics and Computers in Simulation 98, 1-17.

* García-Enríquez, J., Hualde, J., Arteche, J.,  Murillas, A (2014) "Spatial integration in the Spanish mackerel market". Journal of Agricultural Economics 65, 234-256.

* Arteche, J. (2012) "Standard and seasonal long memory in volatility: an application to Spanish inflation". Empirical Economics, 42, 693-712.

* Arteche, J. (2012) "Semiparametric inference in correlated long-memory signal plus noise models". Econometric Reviews 31, 440-474. 

* Artiach, M. and Arteche, J. (2012) "Doubly Fractional Models for Dynamic Heteroscedastic Cycles". Computational Statistics and Data Analysis 56, 2139-2158. 

* Arteche, J. (2012) "Parametric vs semiparametric long memory: Comments on Prediction from ARFIMA models: Comparison between maximum likelihood and two step semiparametric". International Journal of Forecasting 28, 54-56.

* Artiach, M. and Arteche, J. (2011) "Estimation of the frequency in cyclical long-memory series" .  Journal of Statistical Computation and Simulation 81, 1627-1639.

* Arteche, J., R. Majovská, P. Mariel and S. Orbe (2011)   "Detekce a korekce předvelikonočního a velikonočního efektu (Detection and Correction of the pre-Easter and Easter Effect)".  Ekonomicky casopis (Journal of Economics), 59, 472-487.

* García, J., Arteche, J and  A. Murillas (2010)  "Fractional integration analysis and its implications on profitability: The case of the mackerel market in the Basque Country".  Fisheries Research 106, 420-429.

* Arteche, J. and Orbe, J. (2009) "Bootstrap- based bandwidth choice for log periodogram regression". Journal of Time Series Analysis 30, 591-617.

* García Enriquez, J, Arteche, J. and Murillas, A. (2009) "Integración vertical en el Mercado del verdel en el País Vasco". Revista de Estudios Agrosociales y Pesqueros  223, 139-169.

* Arteche, J. and Orbe, J.  (2009) "Using the bootstrap for finite sample confidence intervals of the log periodogram regression". Computational Statistics and Data Analysis, 53, 1940-1953.

*  Arteche, J. and Orbe, J. (2009) "Local bootstrap approach for the estimation of the long memory parameter". Lecture Notes in Engineering and Computer Science (WC2E 2009), ISBN: 978-988-18210-101312-1318.

* Arteche, J.  (2007) "The analysis of seasonal long memory: The case of Spanish inflation". Oxford Bulletin of Economics and Statistics,  69, 749-772.

* Arteche, J.  (2006) "Semiparametric estimation in perturbed long memory  series". Computational Statistics and Data Analysis 51, 2118-2141.

* Arteche, J. and Velasco, C. (2005) "Trimming and tapering semiparametric estimates in asymmetric long memory time series". Journal of Time Series Analysis 26, 581-611.

* Arteche, J. and Orbe, J. (2005). "Bootstrapping the log-periodogram regression". Economics Letters 86, 79-85.

* Arteche, J. (2004). "Gaussian semiparametric estimation in Long Memory in Stochastic Volatility and signal plus noise models". Journal of Econometrics, 119, 131-154.

* Arteche, J. (2002). "Semiparametric robust tests on seasonal or cyclical long memory time series". Journal of Time Series Analysis, 23, 251-286.

* Arteche, J. and P.M. Robinson (2000) "Semiparametric inference in seasonal and cyclical long memory processes". Journal of Time Series Analysis, 21, 1-27.

* Arteche, J. (2000) "Log-periodogram regression in asymmetric long memory". Kybernetika 36, 415-435.

* Arteche, J. (2000) "Gaussian semiparametric estimation in seasonal/cyclical long memory time series". Kybernetika 36, 279-310.

* Arteche, J. (2000) Review of  "Statistics for Long Memory Processes" by J. Beran. Journal of the Royal Statistical Society. Series D, 434-436.

* Arteche, J. and P.M. Robinson (1999) "Seasonal and Cyclical Long Memory" in Asymptotic, Nonparametrics and Time Series, S. Ghost ed., Marvel Decker, Inc. New York, 115-149.
 

           * Working Papers:

* Arteche. J. (2010). "Semiparametric inference in correlated long memory signal plus noise models". BILTOKI 2010.04.

* García Enríquez J., Arteche J. González and Murillas A.(2010). "Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country". BILTOKI 2010.06.

* García Enríquez J., Arteche J. González and Murillas A.(2009).  "Análisis de Integración cíclica fraccional en el sector pesquero del País Vasco: aplicaciones al mercado del verdel". WP 2009-08, DFAE-II WP Series.

* García Enríquez J., Arteche J. González and Murillas A.(2009). "Integración vertical en el mercado del verdel en el País Vasco", publicado en Revista Española de Estudios Agrosociales y Pesqueros, nº 223, pp. 139-169.

* Arteche. J. (2008). "Selection of the number of frequencies using bootstrap techniques in log-periodogram regression". BILTOKI 2008.01.

* Arteche. J. (2005). "Semiparametric estimation in perturbed long memory  series". BILTOKI 2005.02.

* Arteche. J. (2002). "Gaussian semiparametric estimation in Long Memory in Stochastic Volatility  and signal plus noise models". BILTOKI 2002.02.

* Arteche, J. (1998) "Log-periodogram regression in seasonal/cyclical long memory time series". BILTOKI 98.17.

* Arteche, J. (1998) "Gaussian semiparametric estimation in seasonal/cyclical long memory time series". BILTOKI 98.19.

* Arteche, J. and P.M. Robinson (1998) "Seasonal and cyclical long memory". LSE STICERD EM/98/360.

* Arteche, J. and P.M. Robinson (1998) "Semiparametric inference in seasonal and cyclical long memory processes". LSE STICERD EM/98/359.
 

           * Books:

* Arteche, J., A. Garín, A. Martín, V. Nuñez, J. Orbe, J. Virto and A. Zárraga (2000) "Ejercicios de Estadística I: Elementos de Probabilidad  y  Estadística". ISBN: 84-8373-279-3.

* Arteche, J., A. Garín, A. Martín, V. Nuñez, J. Orbe, J. Virto and A. Zárraga (2000) "Ejercicios de Estadística II: Estadística Empresarial y para Economistas". ISBN: 84-8373-280-7.

          * Proceedings:

*  Arteche, J. and Orbe, J. (2008) "Small sample bootstrap confidence intervals for the long memory parameter". Proceedings of the World Academy of Science, Engineering and Technology, 586-594, ISSN: 2070-3740.

* Artiach, M. and Arteche, J. (2006). "Estimation of Frequency in SCLM Models". Proceedings in Computational Statistics 2006, 1147-1155. Physica-Verlag, New York. ISBN:  3-7908-1708-9.

* Arteche. J. (2004). "Augmented log-periodogram regression in Long Memory signal plus noise models". Proceedings of the 2004 Hawaii International Conference on Statistics, Mathematics and Related Fields, 108-119.

* Arteche. J. (2004). "Reducing the bias of the log-periodogram regression in perturbed  long memory series". Proceedings in Computational Statistics 2004, (Antoch, J. ed.) 637-646. Physica-Verlag, New York. ISBN: 3-7908-1554-3.

      Ph.D. THESIS SUPERVISION:

* Miguel M. Artiach (2009). Análisis de modelos cíclicos con dependencia fuerte, doblemente fraccionales y asimétricos en frecuencia.

* Javier García Enríquez (2012). Análisis de rentabilidad de la pesquería del verdel y su mercado en el País Vasco: un enfoque econométrico. (with Arantza Murillas, AZTI)

* Responsible of the Ph.D. in Economics degree of the UPV/EHU since 2004.

* Responsible of the MSc and PhD degrees Posgrado (Máster y Doctorado) en Economía: Instrumentos del Análisis Económico, offered by the Universities of the Basque Country (UPV/EHU), Oviedo and Cantabria since 2007 to 2009.

* Responsible of the PhD degrees Posgrado (Máster y Doctorado) en Economía: Instrumentos del Análisis Económico, offered by the Universities of the Basque Country (UPV/EHU), Oviedo and Cantabria since 2013.

* Member of the Scientific Committe of:   International Conference of Computational Statistics and Data Engineering of the World Congress on Engineering  from 2007 (annual); Gretl Conferece (2009, 2011); Meeting of the Association of Southern European Economic Theorists (ASSET) 2013, International work-conference on Time Series (ITISE) from 2014 (annual)..

* Member of the ERCIM Working Group: Compuational Econometrics and Financial Time Series

* Referee for Annals of Statistics, Journal of Econometrics, Econometric Theory, Journal of Time Series Analysis, Statistical Inference for Stochastic Processes, Journal of Business and Economic Statistics, Royal Statistical Society, Computational Statistics and Data Analysis, Journal of Multivariate Analysis, Oxford Bulletin of Economics and Statistics, International Journal of Forecasting, The Econometrics Journal, Studies in Nonlinear Dynamics & Econometrics, TEST, Communications in Statistics, Journal of Time Series Econometrics, Economics Letters, Statistics and Probability Letters, Statistics and Computing, Spanish Economic Review, Empirica, B.E. Journals in Macroeconomics, Empirical Economics, Climatic Change, Water Resources Research, Quantitative Finance, Simulation Modelling Practice and Theory, Empirica, Journal of Physics A: Mathematical and Theoretical, Athens Conference on Applied Probability and Time Series. Vol. II: Time Series Analysis.