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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-322
Persistent link: https://www.econbiz.de/10006757705
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Missing observations in ARIMA models: Skipping approach versus additive outlier approach
Gomez, Victor; Maravall, Agustin; Peña, Daniel - In: Journal of econometrics 88 (1999) 2, pp. 341-364
Persistent link: https://www.econbiz.de/10006786616
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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
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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
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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
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Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
Berger, J.; Berliner, L. M. - In: Journal of econometrics 25 (1984) 1/2, pp. 87-108
Persistent link: https://www.econbiz.de/10003488542