Details about Daniel Peña
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Working Papers
2020
- What do international energy prices have in common after taking into account the key drivers?
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
2019
- Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
2017
- Clustering Big Data by Extreme Kurtosis Projections
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
2014
- Independent components techniques based on kurtosis for functional data analysis
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Recombining partitions from multivariate data: a clustering method on Bayes factors
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
2013
- Recombining partitions via unimodality tests
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
2011
- Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- Exploring ICA for time series decomposition
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
- Handwritten digit classification
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Robust Henderson III estimators of variance components in the nested error model
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
2009
- Clustering and classifying images with local and global variability
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Comparison of time series with unequal length in the frequency domain
MPRA Paper, University Library of Munich, Germany View citations (19)
- Graphical identification of TAR models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Recombining dependent data: an Order Statistics
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Robust estimation in linear regression models with fixed effects
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
2008
- A methodology for population projections: an application to Spain
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- A multivariate generalized independent factor GARCH model with an application to financial stock returns
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- Estimating and Forecasting GARCH Volatility in the Presence of Outiers
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (3)
2007
- A robust partial least squares method with applications
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Comparison of time series with unequal length
MPRA Paper, University Library of Munich, Germany View citations (4)
- Is there an identity within international stock market volatilities?
MPRA Paper, University Library of Munich, Germany
- Proyecciones de demanda de educación en España
Working Papers, Fundacion BBVA / BBVA Foundation
2006
- An interpolated periodogram-based metric for comparison of time series with unequal lengths
MPRA Paper, University Library of Munich, Germany
2004
- A note on prediction and interpolation errors in time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
See also Journal Article A note on prediction and interpolation errors in time series, Statistics & Probability Letters, Elsevier (2005) (2005)
- DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (2003) View citations (3)
- Model selection criteria and quadratic discrimination in ARMA and SETAR time series models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- Outlier detection in multivariate time series via projection pursuit
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- SPURIOUS AND HIDDEN VOLATILITY
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (2004) View citations (2)
- Variance changes detection in multivariate time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (8)
2003
- A bayesian approach for predicting with polynomial regresión of unknown degree
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Bayesian curve estimation by model averaging
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article Bayesian curve estimation by model averaging, Computational Statistics & Data Analysis, Elsevier (2006) View citations (2) (2006)
2001
- Is stochastic volatility more flexible than garch?
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (5)
- Multivariate analysis in vector time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (16)
- New in-sample prediction errors in time series with applications
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Outliers and conditional autoregressive heteroscedasticity in time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (25)
2000
- A powerful portmanteau test of lack of fit for time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article A Powerful Portmanteau Test of Lack of Fit for Time Series, Journal of the American Statistical Association, American Statistical Association (2002) View citations (25) (2002)
- Descriptive measures of multivariate scatter and linear dependence
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article Descriptive measures of multivariate scatter and linear dependence, Journal of Multivariate Analysis, Elsevier (2003) View citations (6) (2003)
- Forecasting with nostationary dynamic factor models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article Forecasting with nonstationary dynamic factor models, Journal of Econometrics, Elsevier (2004) View citations (33) (2004)
- La investigación internacional en TQM: análisis de tendencias (1994-1999)
DEE - Documentos de Trabajo. EconomÃa de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa
1999
- Missing observations in ARIMA models: Skipping strategy versus outlier approach
Working Papers, Banco de España View citations (11)
- PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1995) 
See also Journal Article Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression, Journal of Time Series Analysis, Wiley Blackwell (2001) View citations (2) (2001)
- Statiscal research in Europe:1985-1997
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article Statistical research in Europe: 1985–1997, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (2000) View citations (1) (2000)
- The kurtosis coeficient and the linear discriminant function
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article The kurtosis coefficient and the linear discriminant function, Statistics & Probability Letters, Elsevier (2000) View citations (7) (2000)
- Trend in statistical research productivity by journal publications over the period 1985-1997
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1998
- Detection of outlier patches in autoregressive time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
- Heterogeneity and model uncertainty in bayesian regression models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Outliers in multivariate time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
1997
- Eigenstructure of nonstationary factor models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example, Journal of Business & Economic Statistics, American Statistical Association (1998) (1998)
- Missing observations in ARIMA models: skipping strategy versus additive outlier approach
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
- Robust covariance matrix estimation and multivariate outlier detection
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- The identification of multiple outliers in arima models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
1996
- A procedure for robust estimation and diagnostics in regression
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- A simple diagnostic tool for local prior sensitivity
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article A simple diagnostic tool for local prior sensitivity, Statistics & Probability Letters, Elsevier (1997) View citations (1) (1997)
- Bayesian Unmasking in Linear Models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1996) View citations (2)
See also Journal Article Bayesian unmasking in linear models, Computational Statistics & Data Analysis, Elsevier (2001) View citations (1) (2001)
- Missing Observations and Additive Outliers in Time Series Models
Working Papers, Banco de España View citations (6)
Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (1992) View citations (2)
- Pooling information and forecasting with dynamic factor analysis
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1995
- Gibbs sampling will fail in outlier problems with strong masking
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Linear Combination of Information in Time Series Analysis
Working Papers, Centro de Investigacion Economica, ITAM
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1995)
1994
- A multivariate Kolmogorov-Smornov test of goodnes of fit
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article A multivariate Kolmogorov-Smirnov test of goodness of fit, Statistics & Probability Letters, Elsevier (1997) View citations (34) (1997)
- Grupos atípicos en modelos econométricos
DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1993
- Computing missing values in time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
- On bayesian robustness: an asymptotic approach
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1992
- A Bayesian look at diagnostics in the univariate linear model
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa
- A simple method to identify significant effects in unreplicated two-level factorial designs
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa View citations (1)
- Comparing probabilistic methods for outlier detection
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa
1991
- A Note on likelihood estimation of missing values in time series
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa View citations (3)
- Bayesian outliers functions for linear models
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa
- The detection of influential subsets in linear regression using an influence matrix
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa View citations (1)
1990
- Interpolation, outliers and inverse autocorrelations
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa
Journal Articles
2023
- A testing approach to clustering scalar time series
Journal of Time Series Analysis, 2023, 44, (5-6), 667-685
- Understanding complex predictive models with ghost variables
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2023, 32, (1), 107-145
- What drives industrial energy prices?
Economic Modelling, 2023, 120, (C)
2022
- Comment on “Factor Models for High-Dimensional Tensor Time Series”
Journal of the American Statistical Association, 2022, 117, (537), 118-123
2021
- 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial
International Journal of Forecasting, 2021, 37, (4), 1333-1337
- Sparse estimation of dynamic principal components for forecasting high-dimensional time series
International Journal of Forecasting, 2021, 37, (4), 1498-1508 View citations (3)
2020
- A robust procedure to build dynamic factor models with cluster structure
Journal of Econometrics, 2020, 216, (1), 35-52 View citations (13)
- Agustín Maravall: An interview with the International Journal of Forecasting
International Journal of Forecasting, 2020, 36, (4), 1241-1251
2019
- Data science, big data and statistics
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2019, 28, (2), 289-329 View citations (2)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components
Journal of the American Statistical Association, 2019, 114, (528), 1683-1694 View citations (4)
- Rejoinder on: Data science, big data and statistics
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2019, 28, (2), 363-368 View citations (2)
2016
- Generalized Dynamic Principal Components
Journal of the American Statistical Association, 2016, 111, (515), 1121-1131 View citations (17)
2012
- A conditionally heteroskedastic independent factor model with an application to financial stock returns
International Journal of Forecasting, 2012, 28, (1), 70-93 View citations (2)
- Estimating GARCH volatility in the presence of outliers
Economics Letters, 2012, 114, (1), 86-90 View citations (41)
2011
- Identification of TAR models using recursive estimation
Journal of Forecasting, 2011, 30, (1), 31-50 View citations (1)
- Temporal disaggregation and restricted forecasting of multiple population time series
Journal of Applied Statistics, 2011, 38, (4), 799-815 View citations (1)
2010
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
Journal of Multivariate Analysis, 2010, 101, (9), 1995-2007 View citations (13)
2009
- Dimension reduction in time series and the dynamic factor model
Biometrika, 2009, 96, (2), 494-496
2007
- Detecting defects with image data
Computational Statistics & Data Analysis, 2007, 51, (12), 6395-6403 View citations (1)
- Effects of outliers on the identification and estimation of GARCH models
Journal of Time Series Analysis, 2007, 28, (4), 471-497 View citations (60)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts
Journal of Time Series Analysis, 2007, 28, (6), 886-909 View citations (7)
- On the connection between model selection criteria and quadratic discrimination in ARMA time series models
Statistics & Probability Letters, 2007, 77, (9), 896-900
2006
- A periodogram-based metric for time series classification
Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 View citations (64)
- Bayesian curve estimation by model averaging
Computational Statistics & Data Analysis, 2006, 50, (3), 688-709 View citations (2)
See also Working Paper Bayesian curve estimation by model averaging, DES - Working Papers. Statistics and Econometrics. WS (2003) (2003)
- Introducing model uncertainty by moving blocks bootstrap
Statistical Papers, 2006, 47, (2), 167-179 View citations (12)
- Outlier Detection in Multivariate Time Series by Projection Pursuit
Journal of the American Statistical Association, 2006, 101, 654-669 View citations (22)
2005
- A note on prediction and interpolation errors in time series
Statistics & Probability Letters, 2005, 73, (1), 71-78 
See also Working Paper A note on prediction and interpolation errors in time series, DES - Working Papers. Statistics and Econometrics. WS (2004) View citations (1) (2004)
- Detecting nonlinearity in time series by model selection criteria
International Journal of Forecasting, 2005, 21, (4), 731-748 View citations (9)
- Multifold Predictive Validation in ARMAX Time Series Models
Journal of the American Statistical Association, 2005, 100, 135-146 View citations (2)
2004
- Forecasting with nonstationary dynamic factor models
Journal of Econometrics, 2004, 119, (2), 291-321 View citations (33)
See also Working Paper Forecasting with nostationary dynamic factor models, DES - Working Papers. Statistics and Econometrics. WS (2000) (2000)
2003
- Descriptive measures of multivariate scatter and linear dependence
Journal of Multivariate Analysis, 2003, 85, (2), 361-374 View citations (6)
See also Working Paper Descriptive measures of multivariate scatter and linear dependence, DES - Working Papers. Statistics and Econometrics. WS (2000) (2000)
- On sieve bootstrap prediction intervals
Statistics & Probability Letters, 2003, 65, (1), 13-20 View citations (11)
- Resampling time series using missing values techniques
Annals of the Institute of Statistical Mathematics, 2003, 55, (4), 765-796 View citations (1)
2002
- A Powerful Portmanteau Test of Lack of Fit for Time Series
Journal of the American Statistical Association, 2002, 97, 601-610 View citations (25)
See also Working Paper A powerful portmanteau test of lack of fit for time series, DES - Working Papers. Statistics and Econometrics. WS (2000) (2000)
2001
- Bayesian unmasking in linear models
Computational Statistics & Data Analysis, 2001, 36, (1), 69-84 View citations (1)
See also Working Paper Bayesian Unmasking in Linear Models, LIDAM Discussion Papers CORE (1996) View citations (2) (1996)
- Cluster Identification Using Projections
Journal of the American Statistical Association, 2001, 96, 1433-1445 View citations (16)
- George Box: An interview with the International Journal of Forecasting
International Journal of Forecasting, 2001, 17, (1), 1-9
- Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression
Journal of Time Series Analysis, 2001, 22, (1), 45-66 View citations (2)
See also Working Paper PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION, Working Papers. Serie AD (1999) (1999)
2000
- Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998
Revista de Historia Económica / Journal of Iberian and Latin American Economic History, 2000, 18, (3), 687-690
- Statistical research in Europe: 1985–1997
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (1), 255-281 View citations (1)
See also Working Paper Statiscal research in Europe:1985-1997, DES - Working Papers. Statistics and Econometrics. WS (1999) (1999)
- The kurtosis coefficient and the linear discriminant function
Statistics & Probability Letters, 2000, 49, (3), 257-261 View citations (7)
See also Working Paper The kurtosis coeficient and the linear discriminant function, DES - Working Papers. Statistics and Econometrics. WS (1999) (1999)
1999
- Robust principal component analysis for functional data
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, 8, (1), 1-73 View citations (65)
1998
- Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example
Journal of Business & Economic Statistics, 1998, 16, (4), 489-97
See also Working Paper Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example, DES - Working Papers. Statistics and Econometrics. WS (1997) (1997)
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
Journal of Econometrics, 1998, 88, (2), 341-363 View citations (15)
- The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases
Journal of Business & Economic Statistics, 1998, 16, (3), 292-303 View citations (1)
- The stochastic control of process capability indices
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1998, 7, (1), 1-74
1997
- A multivariate Kolmogorov-Smirnov test of goodness of fit
Statistics & Probability Letters, 1997, 35, (3), 251-259 View citations (34)
See also Working Paper A multivariate Kolmogorov-Smornov test of goodnes of fit, DES - Working Papers. Statistics and Econometrics. WS (1994) (1994)
- A simple diagnostic tool for local prior sensitivity
Statistics & Probability Letters, 1997, 36, (2), 205-212 View citations (1)
See also Working Paper A simple diagnostic tool for local prior sensitivity, DES - Working Papers. Statistics and Econometrics. WS (1996) (1996)
1996
- Statistical inference and Monte Carlo algorithms
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1996, 5, (2), 249-344
1994
- COINTEGRATION AND COMMON FACTORS
Journal of Time Series Analysis, 1994, 15, (6), 577-586 View citations (32)
1993
- Several Bayesians: A review
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1993, 2, (1), 1-32 View citations (2)
1990
- Influential Observations in Time Series
Journal of Business & Economic Statistics, 1990, 8, (2), 235-41 View citations (31)
- Los modelos Arima, el estado de equilibrio en variables económicas y su estimación
Investigaciones Economicas, 1990, 14, (2), 191-211
1987
- Observaciones influyentes en modelos econométricos
Investigaciones Economicas, 1987, 11, (1), 3-24 View citations (1)
1984
- Distributional aspects of public rental housing and rent control policies in Spain
Journal of Urban Economics, 1984, 15, (3), 350-370 View citations (10)
- Robust Methods of Building Regression Models-An Application to the Housing Sector
Journal of Business & Economic Statistics, 1984, 2, (1), 10-20 View citations (2)
- THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS
Journal of Time Series Analysis, 1984, 5, (4), 269-272
1980
- The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach
European Review of Agricultural Economics, 1980, 7, (3), 267-288
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