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Journal Articles

  • Javier López-de-Lacalle, Trends in Alaska Temperature Data. Towards a More Realistic Approach. Climate Dynamics, 2012, 38(11-12), pp. 2131–2141.
  • Hrishikesh D. Vinod, Javier López-de-Lacalle, Maximum Entropy Bootstrap for Time Series: The meboot R Package. Journal of Statistical Software, 2009, 12(4), pp. 1–19.
  • Javier López-de-Lacalle, The R-computing Language: Potential for Asian Economists. Journal of Asian Economics, 2006, 17(6), pp. 1066–1081.

Working Papers and Other Documents

  • GPU Parallel Implementation of Numerical Distribution Functions for Seasonal Unit Root Tests. Working Paper, June 2016.
  • Enhanced Expectation-Maximization Algorithm for Pure Variance Structural Time Series Models. Working Paper, November 2014. 18 pages.
  • 101 Variations on a Maximum Likelihood Procedure for a Structural Time Series Model. Working Paper, January 2013. 16 pages.
  • Measuring the Effect of the Pacific Decadal Oscillation on Alaska Temperature Data. Working paper, July 2010. 13 pages.
  • Time-Varying Autoregressive Models for the Detection of Seasonal Trends in Alaska Temperature Data. Working paper, May 2010. 13 pages.
  • An inverse Transform Approach for Gibbs-Sampling Using Data Augmentation for Latent Components in State-Space Models. Working paper, March 2009. 15 pages.
  • The Clark Model for Business Cycle Analysis with Markov Switching Regimes. Master Thesis in Econometrics and Operations Research, Vrije Universiteit Amsterdam, July 2008. 44 pages. Supervisors: Siem Jan Koopman, Soon Yip Wong.
  • Seasonal Adjustment of The HICP. Energy and Unprocessed Food- Discussion Paper, 2006. 17 pages.
  • Periodic Autoregressive Time Series Models in R: The partsm Package, BILCODEC number 2005-01. Universidad del País Vasco UPV/EHU, Dpto. de Economía Aplicada III (Econometría y Estadística). 16 pages.
  • Ignacio Díaz-Emparanza, Javier López-de-Lacalle, Estacionalidad Determinista y Estocástica en Series Temporales Macroeconómicas. BILTOKI number 2004-02. Universidad del País Vasco UPV/EHU, Dpto. de Economía Aplicada III (Econometría y Estadística). 106 pages.