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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
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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
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Further research on independent component analysis
Poncela, Pilar - In: International journal of forecasting 28 (2012) 1, pp. 94-96
Persistent link: https://www.econbiz.de/10009582058
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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
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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
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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
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Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro (ed.); Peña, Daniel (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10013274618
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Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina; Maravall, Agustín - In: International journal of forecasting 21 (2005) 4, pp. 691-710
Persistent link: https://www.econbiz.de/10007779278
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Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina; Maravall Herrero, Agustín - In: International journal of forecasting 21 (2005) 4, pp. 691-710
Persistent link: https://www.econbiz.de/10003150693
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Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier - In: International journal of forecasting 21 (2005) 4, pp. 711-715
Persistent link: https://www.econbiz.de/10003150694