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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Peña, Daniel"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Faktorenanalyse"
~subject:"Frühindikator"
~subject:"Prognose"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Peña, Daniel
Hyndman, Rob J.
15
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11
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10
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9
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9
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8
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8
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8
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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4
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4
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Discussion paper / Centre for Economic Policy Research
Econometrics : open access journal
International journal of forecasting
Journal of macroeconomics
Journal of the American Statistical Association : JASA
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3
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3
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3
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro
(
ed.
);
Peña, Daniel
(
ed.
); …
-
2021
Persistent link: https://www.econbiz.de/10013274618
Saved in:
4
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:
5
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:
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
Detecting nonlinearity in time series by model selection criteria
Peña, Daniel
;
Rodríguez, Julio
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 731-748
Persistent link: https://www.econbiz.de/10003150704
Saved in:
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