Similar Search Results

Forecasting traffic accidents using disaggregated data

García-Ferrer, Antonio; Juan Fernández, Aránzazu de; … - In: International journal of forecasting 22 (2006) 2, pp. 203-222

Persistent link: https://www.econbiz.de/10003315588

Demand forecast and elasticities estimation of public transport

García-Ferrer, Antonio; Bujosa, Marcos; Juan … - In: Journal of transport economics and policy 40 (2006) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10003393128

The effects of disaggregation on forecasting nonstationary time series

Poncela, Pilar; García-Ferrer, Antonio - In: Journal of forecasting 33 (2014) 4, pp. 300-314

Persistent link: https://www.econbiz.de/10010425715

Monthly forecasts of integrated public transport systems : the case of the Madrid metropolitan area

García-Ferrer, Antonio; Juan Fernández, Aránzazu de; … - In: Journal of transportation and statistics 7 (2004) 1, pp. 39-59

Persistent link: https://www.econbiz.de/10002710785

Forecasting European GNP data through common factor models and other procedures

García-Ferrer, Antonio; Poncela, Pilar - In: Journal of forecasting 21 (2002) 4, pp. 225-244

Persistent link: https://www.econbiz.de/10001700323

Factor extraction using Kalman filter and smoothing : this is not just another survey

Poncela, Pilar; Ruiz, Esther; Miranda, Karen - In: International journal of forecasting 37 (2021) 4, pp. 1399-1425

Persistent link: https://www.econbiz.de/10013274284

Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models

Fresoli, Diego; Poncela, Pilar; Ruiz, Esther - In: Economics letters 230 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014460331

Dynamic factor models : does the specification matter?

Miranda, Karen; Poncela, Pilar; Ruiz, Esther - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 1, pp. 397-428

Dynamic factor models (DFMs), which assume the existence of a small number of unobserved underlying factors common to a large number of variables, are very popular among empirical macroeconomists. Factors can be extracted using either nonparametric principal components or parametric Kalman...

Persistent link: https://www.econbiz.de/10013326908

On Granger’s predictability of financial markets in theory and practice

García-Ferrer, Antonio - In: International journal of forecasting 28 (2012) 1, pp. 121-127

Persistent link: https://www.econbiz.de/10009582026

Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors

Gooijer, Jan G. de - In: Computational economics 62 (2023) 1, pp. 407-424

Persistent link: https://www.econbiz.de/10014327543