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Grupos de atípicos en modelos econométricos
Justel, Ana - 1993
Persistent link: https://www.econbiz.de/10001339938
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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
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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
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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
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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
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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 growth with time series models
Peña, Daniel - In: Journal of forecasting 14 (1995) 2, pp. 97-105
Persistent link: https://www.econbiz.de/10001176718
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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
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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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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