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ECONIS (ZBW)
RePEc
339
OLC EcoSci
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BASE
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1
Identification of TAR models using recursive estimation
Bermejo, Miguel Ángel
;
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10009233920
Saved in:
2
Properties of predictors in overdifferenced nearly nonstationary autoregression
Peña, Daniel
;
Sánchez, Ismael
-
1999
-
1. ed.
Persistent link: https://www.econbiz.de/10001375518
Saved in:
3
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:
4
Efficient forecasting in nearly non-stationary processes
Sánchez, Ismael
- In:
Journal of forecasting
21
(
2002
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001650444
Saved in:
5
Short-term prediction of wind energy production
Sánchez, Ismael
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10003283946
Saved in:
6
Adaptive combination of forecasts with application to wind energy
Sánchez, Ismael
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 679-693
Persistent link: https://www.econbiz.de/10003808352
Saved in:
7
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
Saved in:
8
Implementing unit root tests in ARMA models of unknow order
Sánchez, Ismael
- In:
Statistical papers
45
(
2004
)
2
,
pp. 249-266
Persistent link: https://www.econbiz.de/10001959431
Saved in:
9
Observaciones influyentes en modelos econométricos
Peña, Daniel
- In:
Investigaciones económicas
11
(
1987
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10001019220
Saved in:
10
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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