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Sobre la robustez a la muestra de un modelo econométrico dinámico
Peña, Daniel - In: Revista española de economía 6 (1989) 1, pp. 193-214
Persistent link: https://www.econbiz.de/10001091700
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Observaciones influyentes en modelos econométricos
Peña, Daniel - In: Investigaciones económicas 11 (1987) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10001019220
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Missing observations in time series and the "dual" autocorrelation function
Maravall Herrero, Agustín; Peña, Daniel - 1988
Persistent link: https://www.econbiz.de/10000842227
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Missing observations in ARIMA models : skipping strategy versus additive outlier approach
Gómez, Víctor; Maravall Herrero, Agustín; Peña, Daniel - 1997
Persistent link: https://www.econbiz.de/10000953017
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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Bayesian unmasking in linear models
Justel, Ana - 1996
Persistent link: https://www.econbiz.de/10000936594
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1996
Persistent link: https://www.econbiz.de/10000939379
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Detecting level shifts in the presence of conditional heteroscedasticity
Carnero, M. Angeles (contributor); Peña, Daniel (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198779
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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
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Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-90
Persistent link: https://www.econbiz.de/10009517276