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~person:"Peña, Daniel"
~subject:"Theory"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
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Zustandsraummodell
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19
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16
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8
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8
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4
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Peña, Daniel
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
43
Koopman, Siem Jan
32
Perron, Pierre
29
Taylor, Robert
28
Harvey, Andrew C.
26
Koop, Gary
24
Leybourne, Stephen James
24
Tiwari, Aviral Kumar
23
Caporale, Guglielmo Maria
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
20
Gupta, Rangan
20
Newbold, Paul
20
Hong, Yongmiao
19
Mills, Terence C.
19
Ghysels, Eric
18
Hassler, Uwe
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
Hyndman, Rob J.
17
McAleer, Michael
17
Chan, Joshua
16
Chang, Tsangyao
16
Proietti, Tommaso
16
Assimakopoulos, V.
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Marcellino, Massimiliano
15
Ruiz, Esther
15
Saikkonen, Pentti
15
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14
Hall, Stephen G.
14
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14
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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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30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro
;
Peña, Daniel
;
Ruiz, Esther
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
Saved in:
2
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:
3
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:
4
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:
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:
1
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