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Interactive forecasting : univariate and multivariate methods
Makridakis, Spyros G., (1978)
Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems
Pesaran, M. Hashem, (2011)
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
Arias, Jonas, (2021)
A course in time series analysis
Peña, Daniel, (2001)
Las nuevas oportunidades del big data para las instituciones financieras
Galeano, Pedro, (2019)
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M., (2020)