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~person:"Peña, Daniel"
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Search: subject_exact:"Time series analysis"
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Zeitreihenanalyse
30
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29
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21
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9
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9
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Peña, Daniel
Gil-Alaña, Luis A.
339
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
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127
Lütkepohl, Helmut
123
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115
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111
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107
Koop, Gary
103
Sibbertsen, Philipp
103
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
91
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88
Stock, James H.
87
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
68
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Ghysels, Eric
63
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63
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International journal of forecasting
5
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3
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3
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2
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ECONIS (ZBW)
30
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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
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
6
Time series segmentation procedures to detect, locate and estimate change-points
Badagián, Ana Laura
;
Kaiser, Regina
;
Peña, Daniel
- In:
Empirical economic and financial research : theory, …
,
(pp. 45-59)
.
2015
Persistent link: https://www.econbiz.de/10010490175
Saved in:
7
Estimating and forecasting GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
-
2008
Persistent link: https://www.econbiz.de/10003871607
Saved in:
8
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Economics letters
114
(
2012
)
1
,
pp. 86-90
Persistent link: https://www.econbiz.de/10009517276
Saved in:
9
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:
10
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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