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type_genre:"Article in journal"
~subject:"Zeitreihenanalyse"
~person:"Peña, Daniel"
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Peña, Daniel
Phillips, Peter C. B.
55
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52
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42
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29
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28
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18
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14
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14
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ECONIS (ZBW)
16
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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
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:
11
Forecasting growth with time series models
Peña, Daniel
- In:
Journal of forecasting
14
(
1995
)
2
,
pp. 97-105
Persistent link: https://www.econbiz.de/10001176718
Saved in:
12
The decomposition of forecast in seasonal ARIMA models
Espasa Terrades, Antoni
- In:
Journal of forecasting
14
(
1995
)
7
,
pp. 565-583
Persistent link: https://www.econbiz.de/10001192927
Saved in:
13
Grupos de atípicos en modelos econométricos
Justel, Ana
-
1993
Persistent link: https://www.econbiz.de/10001339938
Saved in:
14
Influential observations in time series
Peña, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 235-241
Persistent link: https://www.econbiz.de/10001086685
Saved in:
15
Los modelos ARIMA, el estado de equilibrio en variables económicas y su estimación
Espasa Terrades, Antoni
- In:
Investigaciones económicas
14
(
1990
)
2
,
pp. 191-211
Persistent link: https://www.econbiz.de/10001087928
Saved in:
16
Cointegración y reducción de dimensionalidad en series temporales multivariantes
Peña, Daniel
- In:
Información comercial española / Cuadernos económicos
(
1990
),
pp. 109-126
Persistent link: https://www.econbiz.de/10001104158
Saved in:
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