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type_genre:"Article in journal"
~person:"Peña, Daniel"
~subject:"Factor analysis"
~subject:"Zeitreihenanalyse"
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Factor analysis
Zeitreihenanalyse
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18
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18
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7
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7
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3
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Peña, Daniel
Phillips, Peter C. B.
56
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Perron, Pierre
29
Taylor, Robert
28
Koopman, Siem Jan
26
Leybourne, Stephen James
24
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22
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22
Granger, C. W. J.
20
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20
Bai, Jushan
19
Hong, Yongmiao
19
Kapetanios, George
19
Marcellino, Massimiliano
19
Swanson, Norman R.
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Hendry, David F.
17
Hyndman, Rob J.
17
McAleer, Michael
17
Ng, Serena
17
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16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Herwartz, Helmut
15
Härdle, Wolfgang
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
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International journal of forecasting
4
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3
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3
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2
Journal of the American Statistical Association : JASA
2
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ECONIS (ZBW)
17
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1
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel
;
Smucler, Ezequiel
;
Yohai, Victor J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
Saved in:
2
Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín
(
interviewee
); …
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634
Saved in:
3
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
4
A conditionally heteroskedastic independent factor model with an application to financial stock returns
García-Ferrer, Antonio
;
González-Prieto, Ester
; …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10009582082
Saved in:
5
Outlier detection in multivariate time series by projection pursuit
Galeano, Pedro
;
Peña, Daniel
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 654-669
Persistent link: https://www.econbiz.de/10003334667
Saved in:
6
Multifold predictive validation in ARMAX time series models
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
469
,
pp. 135-146
Persistent link: https://www.econbiz.de/10002703157
Saved in:
7
Detecting nonlinearity in time series by model selection criteria
Peña, Daniel
;
Rodríguez, Julio
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 731-748
Persistent link: https://www.econbiz.de/10003150704
Saved in:
8
Forecasting with nonstationary dynamic factor models
Peña, Daniel
;
Poncela, Pilar
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 291-321
Persistent link: https://www.econbiz.de/10001956221
Saved in:
9
Linear combination of restrictions and forecasts in time series analysis
Guerrero, Víctor M.
;
Peña, Daniel
- In:
Journal of forecasting
19
(
2000
)
2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001464872
Saved in:
10
Missing observations in ARIMA models : skipping approach versus additive outlier approach
Gómez, Víctor
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 341-363
Persistent link: https://www.econbiz.de/10001252781
Saved in:
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