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~subject:"Forecasting model"
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Forecasting model
Zeitreihenanalyse
43
Time series analysis
42
Theorie
34
Theory
34
Estimation theory
15
Schätztheorie
15
Modelos de series temporales
11
Prognoseverfahren
9
Spanien
9
ARMA model
7
ARMA-Modell
7
Cluster analysis
7
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6
Faktorenanalyse
6
Time series
6
ARCH model
5
ARCH-Modell
5
Heteroscedasticity
5
Saisonale Schwankungen
5
Seasonal variations
5
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4
Konjunktur
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Classification
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Cointegration
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ECONOMETRICS
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Factor models
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Fluctuaciones y ciclos económicos
3
Frühindikator
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ICA
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Kointegration
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Leading indicator
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Volatility
3
time series
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ARIMA
2
ARIMA models
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Agrarmarkt
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BUSINESS CYCLES
2
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9
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Peña, Daniel
9
Escribano, Álvaro
1
Espasa Terrades, Antoni
1
Galeano, Pedro
1
Guerrero, Víctor M.
1
Maravall Herrero, Agustín
1
Poncela, Pilar
1
Ruiz, Esther
1
Smucler, Ezequiel
1
Sánchez, Ismael
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Tsay, Ruey S.
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Yohai, Victor J.
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International journal of forecasting
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
2
Journal of econometrics
1
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ECONIS (ZBW)
9
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1
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
Saved in:
2
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
Saved in:
3
Linear combination of restrictions and forecasts in time series analysis
Guerrero, Víctor M.
;
Peña, Daniel
- In:
Journal of forecasting
19
(
2000
)
2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001464872
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
Outlier detection in multivariate time series by projection pursuit
Galeano, Pedro
;
Peña, Daniel
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 654-669
Persistent link: https://www.econbiz.de/10003334667
Saved in:
8
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
Saved in:
9
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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