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)

Access statistics for papers by Daniel Peña.

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

2019

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

2017

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

2014

4. 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
5. 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

2013

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

2011

7. 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 View citations (1)
8. Exploring ICA for time series decomposition
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (2)
9. Handwritten digit classification
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
10. 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

2009

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

2008

16. A methodology for population projections: an application to Spain
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
17. 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 View citations (1)
18. 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

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

2006

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

2004

24. 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 View citations (1)
    See also Journal Article A note on prediction and interpolation errors in time series, Statistics & Probability Letters, Elsevier (2005) (2005)
25. 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 Estadística (2003) View citations (3)
26. 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 View citations (1)
27. Outlier detection in multivariate time series via projection pursuit
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
28. 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 Estadística (2004) View citations (2)
29. Variance changes detection in multivariate time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (8)

2003

30. 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
31. Bayesian curve estimation by model averaging
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article Bayesian curve estimation by model averaging, Computational Statistics & Data Analysis, Elsevier (2006) View citations (2) (2006)

2001

32. Is stochastic volatility more flexible than garch?
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (5)
33. Multivariate analysis in vector time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (16)
34. 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
35. Outliers and conditional autoregressive heteroscedasticity in time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (25)

2000

36. 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
    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)
37. Descriptive measures of multivariate scatter and linear dependence
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article Descriptive measures of multivariate scatter and linear dependence, Journal of Multivariate Analysis, Elsevier (2003) View citations (6) (2003)
38. Forecasting with nostationary dynamic factor models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article Forecasting with nonstationary dynamic factor models, Journal of Econometrics, Elsevier (2004) View citations (33) (2004)
39. 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

1999

40. Missing observations in ARIMA models: Skipping strategy versus outlier approach
    Working Papers, Banco de España View citations (11)
41. 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 Estadística (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)
42. Statiscal research in Europe:1985-1997
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    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)
43. The kurtosis coeficient and the linear discriminant function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article The kurtosis coefficient and the linear discriminant function, Statistics & Probability Letters, Elsevier (2000) View citations (7) (2000)
44. 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

1998

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

1997

48. Eigenstructure of nonstationary factor models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
49. 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
    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)
50. 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 View citations (2)
51. Robust covariance matrix estimation and multivariate outlier detection
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
52. The identification of multiple outliers in arima models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)

1996

53. A procedure for robust estimation and diagnostics in regression
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
54. A simple diagnostic tool for local prior sensitivity
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article A simple diagnostic tool for local prior sensitivity, Statistics & Probability Letters, Elsevier (1997) View citations (1) (1997)
55. 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 Estadística (1996) View citations (2)
    See also Journal Article Bayesian unmasking in linear models, Computational Statistics & Data Analysis, Elsevier (2001) View citations (1) (2001)
56. 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) View citations (2)
57. Pooling information and forecasting with dynamic factor analysis
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

1995

58. 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
59. 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)

1994

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

1993

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

1992

64. A Bayesian look at diagnostics in the univariate linear model
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
65. 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 View citations (1)
66. Comparing probabilistic methods for outlier detection
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía

1991

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

1990

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

Journal Articles

2023

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

2022

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

2021

5. 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
6. 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

7. A robust procedure to build dynamic factor models with cluster structure
   Journal of Econometrics, 2020, 216, (1), 35-52 View citations (14)
8. Agustín Maravall: An interview with the International Journal of Forecasting
   International Journal of Forecasting, 2020, 36, (4), 1241-1251

2019

9. 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)
10. Forecasting Multiple Time Series With One-Sided Dynamic Principal Components
    Journal of the American Statistical Association, 2019, 114, (528), 1683-1694 View citations (4)
11. 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

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

2012

13. 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)
14. Estimating GARCH volatility in the presence of outliers
    Economics Letters, 2012, 114, (1), 86-90 View citations (41)

2011

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

2010

17. 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

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

2007

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

2006

23. A periodogram-based metric for time series classification
    Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 View citations (64)
24. 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)
25. Introducing model uncertainty by moving blocks bootstrap
    Statistical Papers, 2006, 47, (2), 167-179 View citations (12)
26. Outlier Detection in Multivariate Time Series by Projection Pursuit
    Journal of the American Statistical Association, 2006, 101, 654-669 View citations (22)

2005

27. 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)
28. Detecting nonlinearity in time series by model selection criteria
    International Journal of Forecasting, 2005, 21, (4), 731-748 View citations (9)
29. Multifold Predictive Validation in ARMAX Time Series Models
    Journal of the American Statistical Association, 2005, 100, 135-146 View citations (2)

2004

30. 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

31. 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)
32. On sieve bootstrap prediction intervals
    Statistics & Probability Letters, 2003, 65, (1), 13-20 View citations (11)
33. Resampling time series using missing values techniques
    Annals of the Institute of Statistical Mathematics, 2003, 55, (4), 765-796 View citations (1)

2002

34. 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

35. 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)
36. Cluster Identification Using Projections
    Journal of the American Statistical Association, 2001, 96, 1433-1445 View citations (16)
37. George Box: An interview with the International Journal of Forecasting
    International Journal of Forecasting, 2001, 17, (1), 1-9
38. 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

39. 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
40. 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)
41. 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

42. 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

43. 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)
44. Missing observations in ARIMA models: Skipping approach versus additive outlier approach
    Journal of Econometrics, 1998, 88, (2), 341-363 View citations (15)
45. 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)
46. 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

47. 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)
48. 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

49. 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

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

1993

51. 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

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

1987

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

1984

55. Distributional aspects of public rental housing and rent control policies in Spain
    Journal of Urban Economics, 1984, 15, (3), 350-370 View citations (10)
56. 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)
57. THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS
    Journal of Time Series Analysis, 1984, 5, (4), 269-272

1980

58. 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