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Properties of predictors in overdifferenced nearly nonstationary autoregression
Peña, Daniel; Sánchez, Ismael - 1999 - 1. ed.
Persistent link: https://www.econbiz.de/10001375518
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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
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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
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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
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Testing for unit roots with prediction errors
Sánchez, Ismael - 1998
Persistent link: https://www.econbiz.de/10000993941
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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
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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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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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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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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