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Details about Daniel Peña

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Homepage:http://halweb.uc3m.es/esp/Personal/personas/dpena/dpenaweb.html
Workplace:Instituto Flores de Lemus (Flores de Lemus Institute), Universidad Carlos III de Madrid (Carlos III University of Madrid), (more information at EDIRC)
Departamento de Estadistica (Department of Statistics), Universidad Carlos III de Madrid (Carlos III University of Madrid), (more information at EDIRC)

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Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: ppe884


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Working Papers

2020

  1. 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 Estadística Downloads

2019

  1. Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2017

  1. Clustering Big Data by Extreme Kurtosis Projections
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads

2014

  1. Independent components techniques based on kurtosis for functional data analysis
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. 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 Estadística Downloads

2013

  1. Recombining partitions via unimodality tests
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads

2011

  1. 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 Estadística Downloads View citations (1)
  2. Exploring ICA for time series decomposition
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (2)
  3. Handwritten digit classification
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  4. 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 Estadística Downloads

2009

  1. Clustering and classifying images with local and global variability
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. Comparison of time series with unequal length in the frequency domain
    MPRA Paper, University Library of Munich, Germany Downloads View citations (19)
  3. Graphical identification of TAR models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  4. Recombining dependent data: an Order Statistics
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  5. Robust estimation in linear regression models with fixed effects
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads

2008

  1. A methodology for population projections: an application to Spain
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. 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 Estadística Downloads View citations (1)
  3. Estimating and Forecasting GARCH Volatility in the Presence of Outiers
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (3)

2007

  1. A robust partial least squares method with applications
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. Comparison of time series with unequal length
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. Is there an identity within international stock market volatilities?
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Proyecciones de demanda de educación en España
    Working Papers, Fundacion BBVA / BBVA Foundation Downloads

2006

  1. An interpolated periodogram-based metric for comparison of time series with unequal lengths
    MPRA Paper, University Library of Munich, Germany Downloads

2004

  1. A note on prediction and interpolation errors in time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
    See also Journal Article A note on prediction and interpolation errors in time series, Statistics & Probability Letters, Elsevier (2005) Downloads (2005)
  2. DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2003) Downloads View citations (3)
  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 Estadística Downloads View citations (1)
  4. Outlier detection in multivariate time series via projection pursuit
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
  5. SPURIOUS AND HIDDEN VOLATILITY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (2)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2004) Downloads View citations (2)
  6. Variance changes detection in multivariate time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (8)

2003

  1. 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 Estadística Downloads
  2. Bayesian curve estimation by model averaging
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article Bayesian curve estimation by model averaging, Computational Statistics & Data Analysis, Elsevier (2006) Downloads View citations (2) (2006)

2001

  1. Is stochastic volatility more flexible than garch?
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (5)
  2. Multivariate analysis in vector time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (16)
  3. New in-sample prediction errors in time series with applications
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  4. Outliers and conditional autoregressive heteroscedasticity in time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (25)

2000

  1. 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 Estadística Downloads
    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) Downloads View citations (25) (2002)
  2. Descriptive measures of multivariate scatter and linear dependence
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article Descriptive measures of multivariate scatter and linear dependence, Journal of Multivariate Analysis, Elsevier (2003) Downloads View citations (6) (2003)
  3. Forecasting with nostationary dynamic factor models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article Forecasting with nonstationary dynamic factor models, Journal of Econometrics, Elsevier (2004) Downloads View citations (33) (2004)
  4. La investigación internacional en TQM: análisis de tendencias (1994-1999)
    DEE - Documentos de Trabajo. Economía de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa Downloads

1999

  1. Missing observations in ARIMA models: Skipping strategy versus outlier approach
    Working Papers, Banco de España View citations (11)
  2. PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1995) Downloads

    See also Journal Article Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression, Journal of Time Series Analysis, Wiley Blackwell (2001) Downloads View citations (2) (2001)
  3. Statiscal research in Europe:1985-1997
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    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) Downloads View citations (1) (2000)
  4. The kurtosis coeficient and the linear discriminant function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article The kurtosis coefficient and the linear discriminant function, Statistics & Probability Letters, Elsevier (2000) Downloads View citations (7) (2000)
  5. 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 Estadística Downloads

1998

  1. Detection of outlier patches in autoregressive time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (2)
  2. Heterogeneity and model uncertainty in bayesian regression models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  3. Outliers in multivariate time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)

1997

  1. Eigenstructure of nonstationary factor models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
  2. 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 Estadística Downloads
    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)
  3. 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 Estadística Downloads View citations (2)
  4. Robust covariance matrix estimation and multivariate outlier detection
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
  5. The identification of multiple outliers in arima models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)

1996

  1. A procedure for robust estimation and diagnostics in regression
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. A simple diagnostic tool for local prior sensitivity
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article A simple diagnostic tool for local prior sensitivity, Statistics & Probability Letters, Elsevier (1997) Downloads View citations (1) (1997)
  3. Bayesian Unmasking in Linear Models
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (2)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1996) Downloads View citations (2)

    See also Journal Article Bayesian unmasking in linear models, Computational Statistics & Data Analysis, Elsevier (2001) Downloads View citations (1) (2001)
  4. 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 Economía (1992) Downloads View citations (2)
  5. Pooling information and forecasting with dynamic factor analysis
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads

1995

  1. Gibbs sampling will fail in outlier problems with strong masking
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. 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 Estadística (1995) Downloads

1994

  1. A multivariate Kolmogorov-Smornov test of goodnes of fit
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article A multivariate Kolmogorov-Smirnov test of goodness of fit, Statistics & Probability Letters, Elsevier (1997) Downloads View citations (34) (1997)
  2. Grupos atípicos en modelos econométricos
    DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads

1993

  1. Computing missing values in time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (2)
  2. On bayesian robustness: an asymptotic approach
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads

1992

  1. A Bayesian look at diagnostics in the univariate linear model
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  2. A simple method to identify significant effects in unreplicated two-level factorial designs
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (1)
  3. Comparing probabilistic methods for outlier detection
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

1991

  1. A Note on likelihood estimation of missing values in time series
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (3)
  2. Bayesian outliers functions for linear models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  3. The detection of influential subsets in linear regression using an influence matrix
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (1)

1990

  1. Interpolation, outliers and inverse autocorrelations
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

Journal Articles

2023

  1. A testing approach to clustering scalar time series
    Journal of Time Series Analysis, 2023, 44, (5-6), 667-685 Downloads
  2. 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 Downloads
  3. What drives industrial energy prices?
    Economic Modelling, 2023, 120, (C) Downloads

2022

  1. Comment on “Factor Models for High-Dimensional Tensor Time Series”
    Journal of the American Statistical Association, 2022, 117, (537), 118-123 Downloads

2021

  1. 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 Downloads
  2. Sparse estimation of dynamic principal components for forecasting high-dimensional time series
    International Journal of Forecasting, 2021, 37, (4), 1498-1508 Downloads View citations (3)

2020

  1. A robust procedure to build dynamic factor models with cluster structure
    Journal of Econometrics, 2020, 216, (1), 35-52 Downloads View citations (13)
  2. Agustín Maravall: An interview with the International Journal of Forecasting
    International Journal of Forecasting, 2020, 36, (4), 1241-1251 Downloads

2019

  1. Data science, big data and statistics
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2019, 28, (2), 289-329 Downloads View citations (2)
  2. Forecasting Multiple Time Series With One-Sided Dynamic Principal Components
    Journal of the American Statistical Association, 2019, 114, (528), 1683-1694 Downloads View citations (4)
  3. 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 Downloads View citations (2)

2016

  1. Generalized Dynamic Principal Components
    Journal of the American Statistical Association, 2016, 111, (515), 1121-1131 Downloads View citations (17)

2012

  1. A conditionally heteroskedastic independent factor model with an application to financial stock returns
    International Journal of Forecasting, 2012, 28, (1), 70-93 Downloads View citations (2)
  2. Estimating GARCH volatility in the presence of outliers
    Economics Letters, 2012, 114, (1), 86-90 Downloads View citations (41)

2011

  1. Identification of TAR models using recursive estimation
    Journal of Forecasting, 2011, 30, (1), 31-50 Downloads View citations (1)
  2. Temporal disaggregation and restricted forecasting of multiple population time series
    Journal of Applied Statistics, 2011, 38, (4), 799-815 Downloads View citations (1)

2010

  1. Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
    Journal of Multivariate Analysis, 2010, 101, (9), 1995-2007 Downloads View citations (13)

2009

  1. Dimension reduction in time series and the dynamic factor model
    Biometrika, 2009, 96, (2), 494-496 Downloads

2007

  1. Detecting defects with image data
    Computational Statistics & Data Analysis, 2007, 51, (12), 6395-6403 Downloads View citations (1)
  2. Effects of outliers on the identification and estimation of GARCH models
    Journal of Time Series Analysis, 2007, 28, (4), 471-497 Downloads View citations (60)
  3. Measuring the Advantages of Multivariate vs. Univariate Forecasts
    Journal of Time Series Analysis, 2007, 28, (6), 886-909 Downloads View citations (7)
  4. On the connection between model selection criteria and quadratic discrimination in ARMA time series models
    Statistics & Probability Letters, 2007, 77, (9), 896-900 Downloads

2006

  1. A periodogram-based metric for time series classification
    Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 Downloads View citations (64)
  2. Bayesian curve estimation by model averaging
    Computational Statistics & Data Analysis, 2006, 50, (3), 688-709 Downloads View citations (2)
    See also Working Paper Bayesian curve estimation by model averaging, DES - Working Papers. Statistics and Econometrics. WS (2003) Downloads (2003)
  3. Introducing model uncertainty by moving blocks bootstrap
    Statistical Papers, 2006, 47, (2), 167-179 Downloads View citations (12)
  4. Outlier Detection in Multivariate Time Series by Projection Pursuit
    Journal of the American Statistical Association, 2006, 101, 654-669 Downloads View citations (22)

2005

  1. A note on prediction and interpolation errors in time series
    Statistics & Probability Letters, 2005, 73, (1), 71-78 Downloads
    See also Working Paper A note on prediction and interpolation errors in time series, DES - Working Papers. Statistics and Econometrics. WS (2004) Downloads View citations (1) (2004)
  2. Detecting nonlinearity in time series by model selection criteria
    International Journal of Forecasting, 2005, 21, (4), 731-748 Downloads View citations (9)
  3. Multifold Predictive Validation in ARMAX Time Series Models
    Journal of the American Statistical Association, 2005, 100, 135-146 Downloads View citations (2)

2004

  1. Forecasting with nonstationary dynamic factor models
    Journal of Econometrics, 2004, 119, (2), 291-321 Downloads View citations (33)
    See also Working Paper Forecasting with nostationary dynamic factor models, DES - Working Papers. Statistics and Econometrics. WS (2000) Downloads (2000)

2003

  1. Descriptive measures of multivariate scatter and linear dependence
    Journal of Multivariate Analysis, 2003, 85, (2), 361-374 Downloads View citations (6)
    See also Working Paper Descriptive measures of multivariate scatter and linear dependence, DES - Working Papers. Statistics and Econometrics. WS (2000) Downloads (2000)
  2. On sieve bootstrap prediction intervals
    Statistics & Probability Letters, 2003, 65, (1), 13-20 Downloads View citations (11)
  3. Resampling time series using missing values techniques
    Annals of the Institute of Statistical Mathematics, 2003, 55, (4), 765-796 Downloads View citations (1)

2002

  1. A Powerful Portmanteau Test of Lack of Fit for Time Series
    Journal of the American Statistical Association, 2002, 97, 601-610 Downloads 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) Downloads (2000)

2001

  1. Bayesian unmasking in linear models
    Computational Statistics & Data Analysis, 2001, 36, (1), 69-84 Downloads View citations (1)
    See also Working Paper Bayesian Unmasking in Linear Models, LIDAM Discussion Papers CORE (1996) Downloads View citations (2) (1996)
  2. Cluster Identification Using Projections
    Journal of the American Statistical Association, 2001, 96, 1433-1445 Downloads View citations (16)
  3. George Box: An interview with the International Journal of Forecasting
    International Journal of Forecasting, 2001, 17, (1), 1-9 Downloads
  4. Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression
    Journal of Time Series Analysis, 2001, 22, (1), 45-66 Downloads View citations (2)
    See also Working Paper PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION, Working Papers. Serie AD (1999) Downloads (1999)

2000

  1. 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 Downloads
  2. Statistical research in Europe: 1985–1997
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (1), 255-281 Downloads View citations (1)
    See also Working Paper Statiscal research in Europe:1985-1997, DES - Working Papers. Statistics and Econometrics. WS (1999) Downloads (1999)
  3. The kurtosis coefficient and the linear discriminant function
    Statistics & Probability Letters, 2000, 49, (3), 257-261 Downloads View citations (7)
    See also Working Paper The kurtosis coeficient and the linear discriminant function, DES - Working Papers. Statistics and Econometrics. WS (1999) Downloads (1999)

1999

  1. 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 Downloads View citations (65)

1998

  1. 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) Downloads (1997)
  2. Missing observations in ARIMA models: Skipping approach versus additive outlier approach
    Journal of Econometrics, 1998, 88, (2), 341-363 Downloads View citations (15)
  3. 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)
  4. 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 Downloads

1997

  1. A multivariate Kolmogorov-Smirnov test of goodness of fit
    Statistics & Probability Letters, 1997, 35, (3), 251-259 Downloads View citations (34)
    See also Working Paper A multivariate Kolmogorov-Smornov test of goodnes of fit, DES - Working Papers. Statistics and Econometrics. WS (1994) Downloads (1994)
  2. A simple diagnostic tool for local prior sensitivity
    Statistics & Probability Letters, 1997, 36, (2), 205-212 Downloads View citations (1)
    See also Working Paper A simple diagnostic tool for local prior sensitivity, DES - Working Papers. Statistics and Econometrics. WS (1996) Downloads (1996)

1996

  1. Statistical inference and Monte Carlo algorithms
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1996, 5, (2), 249-344 Downloads

1994

  1. COINTEGRATION AND COMMON FACTORS
    Journal of Time Series Analysis, 1994, 15, (6), 577-586 Downloads View citations (32)

1993

  1. Several Bayesians: A review
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1993, 2, (1), 1-32 Downloads View citations (2)

1990

  1. Influential Observations in Time Series
    Journal of Business & Economic Statistics, 1990, 8, (2), 235-41 View citations (31)
  2. Los modelos Arima, el estado de equilibrio en variables económicas y su estimación
    Investigaciones Economicas, 1990, 14, (2), 191-211 Downloads

1987

  1. Observaciones influyentes en modelos econométricos
    Investigaciones Economicas, 1987, 11, (1), 3-24 Downloads View citations (1)

1984

  1. Distributional aspects of public rental housing and rent control policies in Spain
    Journal of Urban Economics, 1984, 15, (3), 350-370 Downloads View citations (10)
  2. 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)
  3. THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS
    Journal of Time Series Analysis, 1984, 5, (4), 269-272 Downloads

1980

  1. 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 Downloads
 
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