//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Peña, Daniel"
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Zeitreihenanalyse
Theorie
18
Theory
18
Time series analysis
16
Forecasting model
7
Prognoseverfahren
7
Factor analysis
3
Faktorenanalyse
3
Principal components
2
1990-1996
1
ARCH model
1
ARCH-Modell
1
ARIMA
1
ARMA model
1
ARMA-Modell
1
Advertising effects
1
Arima
1
Automatic computer programs
1
Bank marketing
1
Bankmarketing
1
Börsenkurs
1
Capital income
1
Cluster analysis
1
Clusteranalyse
1
Clustering time series
1
Cointegration
1
Cross validation
1
Dependency measures
1
Deposit banking
1
Dynamic factor models
1
Economic forecasting
1
Economic growth
1
Einlagengeschäft
1
Estimation
1
Estimation theory
1
Kapitaleinkommen
1
Kointegration
1
L1 penalization
1
Lasso
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Interview
1
more ...
less ...
Language
All
English
13
Spanish
3
Author
All
Peña, Daniel
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Koopman, Siem Jan
29
Taylor, Robert
28
Koop, Gary
26
Leybourne, Stephen James
24
Caporale, Guglielmo Maria
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Tsionas, Efthymios G.
22
Granger, C. W. J.
20
Hendry, David F.
20
Newbold, Paul
20
Teräsvirta, Timo
20
Hong, Yongmiao
19
Mills, Terence C.
19
Ghysels, Eric
18
Hassler, Uwe
18
Herwartz, Helmut
18
McAleer, Michael
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Hyndman, Rob J.
17
Yu, Jun
17
Lucas, André
16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Makridakis, Spyros G.
15
Marcellino, Massimiliano
15
Pesaran, M. Hashem
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Clements, Michael P.
14
Engle, Robert F.
14
more ...
less ...
Published in...
All
International journal of forecasting
3
Journal of econometrics
3
Journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Información comercial española / Cuadernos económicos
1
Investigaciones económicas
1
ohne Titel
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Measuring intervention effects on multiple time series subjected to linear restrictions : a banking example
Guerrero, Víctor M.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 489-497
Persistent link: https://www.econbiz.de/10001251796
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->