Access Statistics for Daniel Peña

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian look at diagnostics in the univariate linear model 0 0 0 0 0 1 9 34
A Note on likelihood estimation of missing values in time series 0 0 1 4 0 0 4 14
A bayesian approach for predicting with polynomial regresión of unknown degree 0 0 0 97 0 0 2 237
A methodology for population projections: an application to Spain 0 0 0 27 1 1 4 144
A multivariate Kolmogorov-Smornov test of goodnes of fit 0 0 2 17 1 2 7 39
A multivariate generalized independent factor GARCH model with an application to financial stock returns 0 0 0 224 0 1 2 419
A note on prediction and interpolation errors in time series 0 0 0 111 0 1 2 380
A powerful portmanteau test of lack of fit for time series 0 0 0 6 0 0 6 75
A procedure for robust estimation and diagnostics in regression 0 0 0 2 0 0 0 17
A robust partial least squares method with applications 0 0 0 282 0 0 2 758
A simple diagnostic tool for local prior sensitivity 0 0 0 0 0 1 1 13
A simple method to identify significant effects in unreplicated two-level factorial designs 0 0 0 4 0 0 0 17
ARIMA models, the steady state of economic variables and their estimation 0 0 0 3 0 0 1 36
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 1 2 3 253
An interview to George Box 0 0 0 3 0 0 0 21
Bayesian Unmasking in Linear Models 0 0 0 1 0 0 1 489
Bayesian curve estimation by model averaging 0 0 0 131 1 1 3 1,210
Bayesian outliers functions for linear models 0 0 0 0 0 0 0 6
Bayesian unmasking in linear models 0 0 0 0 0 0 1 10
Clustering Big Data by Extreme Kurtosis Projections 0 0 1 55 0 2 4 61
Clustering and classifying images with local and global variability 0 0 0 29 0 0 2 143
Cointegration and common factors 0 0 0 18 0 0 1 62
Combining information in statistical modelling 0 0 0 0 0 1 1 9
Comparing probabilistic methods for outlier detection 0 0 1 5 2 2 5 25
Comparison of time series with unequal length 0 0 1 347 0 0 8 1,709
Comparison of time series with unequal length in the frequency domain 0 0 0 141 0 0 0 328
Computing missing values in time series 0 0 0 3 0 0 1 19
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 0 1 1 116
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 18 0 0 4 120
Descriptive measures of multivariate scatter and linear dependence 0 0 0 1 0 0 3 15
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 0 1 228
Detection of outlier patches in autoregressive time series 0 0 0 17 0 0 1 58
Dimensionality reduction with image data 0 0 0 155 0 0 0 512
Eigenstructure of nonstationary factor models 0 1 1 6 0 4 6 79
El futuro de los métodos estadísticos 0 0 0 1 0 1 2 41
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 0 1 128
Estimation of the common component in Dynamic Factor Models 0 0 0 59 0 0 0 83
Experiencias de mejora de la calidad en la universidad 0 0 0 3 1 3 3 17
Exploring ICA for time series decomposition 0 0 0 198 1 3 7 440
Forecasting growth with time series models 0 0 0 4 0 0 0 16
Forecasting time series with sieve bootstrap 0 0 0 17 2 2 3 63
Forecasting with nostationary dynamic factor models 0 0 0 5 0 0 0 42
Gibbs sampling will fail in outlier problems with strong masking 0 0 0 1 0 0 0 14
Graphical identification of TAR models 0 0 0 27 0 1 3 97
Grupos atípicos en modelos econométricos 0 0 0 2 0 0 6 48
Handwritten digit classification 0 0 0 30 0 0 1 179
Heterogeneity and model uncertainty in bayesian regression models 0 0 0 0 0 0 0 11
Independent components techniques based on kurtosis for functional data analysis 0 1 3 55 0 1 8 130
Inflation and inequality bias in the presence of bulk purchases for food and drinks 0 0 0 1 0 0 0 14
Interpolation, outliers and inverse autocorrelations 0 0 0 8 0 0 0 28
Introducing model uncertainty in time series bootstrap 0 0 0 130 0 1 1 358
Is stochastic volatility more flexible than garch? 0 0 1 252 0 1 5 521
Is there an identity within international stock market volatilities? 0 0 0 62 0 0 2 258
La investigación internacional en TQM: análisis de tendencias (1994-1999) 0 0 0 0 0 1 1 23
La mejora de la calidad en la educación: reflexiones y experiencias 0 0 0 6 0 3 3 26
Linear Combination of Information in Time Series Analysis 0 0 0 0 0 3 3 181
Linear combination of information in time series analysis 0 1 1 1 0 1 1 10
Measuring influence in dynamic regression models 0 0 0 1 0 0 0 15
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 1 7
Measuring service quality by linear indicators 0 0 0 1 0 0 0 4
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 0 0 1 1,703
Missing observations and additive outliers in time series models 0 0 0 4 0 0 0 31
Missing observations in ARIMA models: Skipping strategy versus outlier approach 0 0 0 0 1 2 2 52
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 0 2 9 0 0 3 31
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 0 0 1,032
Multivariate analysis in vector time series 0 0 1 589 0 0 1 1,529
New in-sample prediction errors in time series with applications 0 0 0 89 0 1 2 538
On bayesian robustness: an asymptotic approach 0 0 0 1 0 0 0 5
Outlier detection in multivariate time series via projection pursuit 0 1 2 573 0 2 8 1,400
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 2 6 748
Outliers in multivariate time series 0 1 2 29 0 1 6 84
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 0 17 0 0 0 85
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 1 13
Properties of predictors in overdifferenced nearly nonstationary autoregression 0 0 0 2 0 0 0 27
Proyecciones de demanda de educación en España 0 0 0 6 0 0 2 59
Recombining dependent data: an Order Statistics 0 0 0 28 0 0 1 122
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 0 4 0 0 0 20
Recombining partitions via unimodality tests 0 0 0 7 0 0 0 40
Reflexiones sobre la enseñanza experimental de la estadística 0 1 1 1 0 1 1 8
Resampling time series by missing values techniques 0 0 0 3 0 0 0 12
Robust Henderson III estimators of variance components in the nested error model 0 0 0 64 0 0 2 166
Robust covariance matrix estimation and multivariate outlier detection 0 1 2 7 0 1 3 27
Robust estimation in linear regression models with fixed effects 0 0 0 82 0 0 3 311
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 2 3 148
Spurious and hidden volatility 0 0 0 71 0 1 2 212
Statiscal research in Europe:1985-1997 0 0 0 1 0 0 0 32
The change-point problem and segmentation of processes with conditional heteroskedasticity 0 0 0 37 0 1 1 120
The detection of influential subsets in linear regression using an influence matrix 0 0 0 7 0 0 0 20
The identification of multiple outliers in arima models 0 0 0 9 0 1 5 56
The kurtosis coeficient and the linear discriminant function 0 0 0 5 1 2 2 37
Time series segmentation by Cusum, AutoSLEX and AutoPARM methods 0 0 0 211 0 1 1 592
Trend in statistical research productivity by journal publications over the period 1985-1997 0 0 0 2 0 0 1 19
Variance changes detection in multivariate time series 0 0 0 215 0 0 1 534
Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings 0 0 1 64 0 0 3 76
What do international energy prices have in common after taking into account the key drivers? 0 0 0 13 0 0 11 36
Total Working Papers 0 7 23 5,534 13 59 209 20,335

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial 1 2 2 24 3 5 9 59
A Powerful Portmanteau Test of Lack of Fit for Time Series 0 0 0 77 0 0 2 245
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 0 12 0 0 1 46
A multivariate Kolmogorov-Smirnov test of goodness of fit 0 0 1 192 0 1 8 647
A note on prediction and interpolation errors in time series 0 0 0 4 0 0 1 40
A periodogram-based metric for time series classification 0 0 1 123 0 0 2 333
A robust procedure to build dynamic factor models with cluster structure 0 0 1 24 1 2 4 81
A simple diagnostic tool for local prior sensitivity 0 0 0 2 0 0 0 20
A testing approach to clustering scalar time series 0 0 2 2 0 1 4 7
Agustín Maravall: An interview with the International Journal of Forecasting 0 0 3 18 1 4 9 64
Bayesian curve estimation by model averaging 0 0 0 4 0 0 2 25
Bayesian unmasking in linear models 0 0 0 6 0 1 1 24
COINTEGRATION AND COMMON FACTORS 0 0 0 1 0 2 4 15
Cluster Identification Using Projections 0 0 0 19 0 1 1 50
Comment on “Factor Models for High-Dimensional Tensor Time Series” 0 0 0 4 0 0 1 7
Data science, big data and statistics 0 0 1 45 1 2 10 170
Descriptive measures of multivariate scatter and linear dependence 0 0 0 13 1 1 2 77
Detecting defects with image data 0 0 0 6 0 0 1 36
Detecting nonlinearity in time series by model selection criteria 0 0 0 36 0 0 1 121
Dimension reduction in time series and the dynamic factor model 0 0 0 68 0 0 2 149
Distributional aspects of public rental housing and rent control policies in Spain 0 0 0 44 0 0 1 158
Effects of outliers on the identification and estimation of GARCH models 0 0 1 94 0 0 2 243
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure 0 0 0 14 0 2 3 58
Estimating GARCH volatility in the presence of outliers 0 0 3 23 0 0 6 80
Forecasting Multiple Time Series With One-Sided Dynamic Principal Components 0 0 0 4 0 1 1 8
Forecasting with nonstationary dynamic factor models 0 0 1 117 0 0 2 268
Generalized Dynamic Principal Components 0 0 1 10 1 2 4 39
George Box: An interview with the International Journal of Forecasting 0 0 0 20 0 0 1 75
Identification of TAR models using recursive estimation 0 0 0 30 0 1 1 90
Influential Observations in Time Series 0 0 0 0 0 1 2 273
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 0 0 0 35
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 0 1 129 0 0 2 559
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 0 0 0 263
Measuring the Advantages of Multivariate vs. Univariate Forecasts 0 1 1 72 0 2 4 323
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 1 2 79 1 4 6 222
Multifold Predictive Validation in ARMAX Time Series Models 0 0 0 22 0 0 1 99
Observaciones influyentes en modelos econométricos 0 0 1 97 0 0 1 200
On sieve bootstrap prediction intervals 0 0 0 4 0 0 0 29
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 1 1 29
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 0 0 122
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression 0 0 0 1 0 0 0 4
Rejoinder on: Data science, big data and statistics 0 0 0 2 1 1 2 23
Resampling time series using missing values techniques 0 0 0 74 0 0 1 206
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 0 0 0 146
Robust principal component analysis for functional data 0 0 0 179 0 1 1 572
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 0 0 29 0 1 2 115
Several Bayesians: A review 0 0 0 25 0 1 1 60
Sparse estimation of dynamic principal components for forecasting high-dimensional time series 0 0 0 10 0 2 4 24
Statistical inference and Monte Carlo algorithms 0 0 0 65 0 0 0 175
Statistical research in Europe: 1985–1997 0 0 0 3 0 0 2 26
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 0 0 2 0 0 0 10
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 7 0 0 0 46
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 1 2 576
The kurtosis coefficient and the linear discriminant function 0 0 0 11 0 0 1 75
The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach 0 0 0 0 0 0 0 7
The stochastic control of process capability indices 0 0 0 18 0 0 1 113
Understanding complex predictive models with ghost variables 0 0 0 0 0 0 4 11
What drives industrial energy prices? 0 0 0 7 0 0 1 13
Total Journal Articles 1 4 22 1,910 10 41 125 7,591

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Statistics updated 2025-10-06