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 0 0 1
A Note on likelihood estimation of missing values in time series 0 0 0 1 0 0 1 3
A bayesian approach for predicting with polynomial regresión of unknown degree 0 0 0 94 0 0 2 218
A methodology for population projections: an application to Spain 0 0 1 22 0 1 3 118
A multivariate generalized independent factor GARCH model with an application to financial stock returns 0 0 0 217 0 0 3 398
A note on prediction and interpolation errors in time series 0 0 0 111 0 0 1 374
A powerful portmanteau test of lack of fit for time series 0 0 1 1 0 0 4 8
A procedure for robust estimation and diagnostics in regression 0 0 1 1 1 2 3 6
A robust partial least squares method with applications 0 0 0 280 1 1 3 741
A simple diagnostic tool for local prior sensitivity 0 0 0 0 0 0 0 6
A simple method to identify significant effects in unreplicated two-level factorial designs 0 0 0 2 0 0 2 6
An interpolated periodogram-based metric for comparison of time series with unequal lengths 1 1 1 53 1 2 3 229
An interview to George Box 0 0 0 1 0 0 1 8
Bayesian Unmasking in Linear Models 0 0 0 1 0 0 0 481
Bayesian curve estimation by model averaging 0 0 1 130 0 0 1 1,201
Bayesian outliers functions for linear models 0 0 0 0 0 0 0 1
Bayesian unmasking in linear models 0 0 0 0 0 0 1 4
Cointegration and common factors 0 0 4 6 0 1 8 18
Combining information in statistical modelling 0 0 0 0 0 0 0 5
Comparing probabilistic methods for outlier detection 1 1 1 1 1 1 1 4
Comparison of time series with unequal length 1 2 4 323 3 4 37 1,541
Comparison of time series with unequal length in the frequency domain 0 0 1 136 0 0 4 308
Computing missing values in time series 0 0 0 1 0 1 2 5
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 0 0 0 109
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 17 0 0 2 91
Descriptive measures of multivariate scatter and linear dependence 0 0 0 1 0 2 3 4
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 85 0 0 0 220
Detection of outlier patches in autoregressive time series 0 0 1 6 2 4 8 20
Dimensionality reduction with image data 0 0 0 155 0 0 0 500
Eigenstructure of nonstationary factor models 0 0 0 3 0 6 49 61
El futuro de los métodos estadísticos 0 0 0 0 0 0 3 8
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 73 0 0 2 118
Experiencias de mejora de la calidad en la universidad 0 0 0 0 0 0 0 4
Exploring ICA for time series decomposition 0 1 3 162 1 6 12 161
Forecasting growth with time series models 0 0 1 2 4 4 8 10
Forecasting time series with sieve bootstrap 1 3 3 6 2 6 10 21
Forecasting with nostationary dynamic factor models 0 0 2 3 1 3 6 16
Gibbs sampling will fail in outlier problems with strong masking 0 0 0 0 0 0 1 3
Graphical identification of TAR models 0 0 0 27 0 1 6 83
Grupos atípicos en modelos econométricos 0 0 0 1 2 2 4 15
Heterogeneity and model uncertainty in bayesian regression models 0 0 0 0 0 0 0 3
Independent components techniques based on kurtosis for functional data analysis 0 0 3 20 0 1 5 40
Inflation and inequality bias in the presence of bulk purchases for food and drinks 0 0 0 1 0 0 0 6
Interpolation, outliers and inverse autocorrelations 0 0 2 4 0 0 2 13
Introducing model uncertainty in time series bootstrap 0 0 0 130 0 0 1 348
Is stochastic volatility more flexible than garch? 0 0 2 249 2 2 6 496
Is there an identity within international stock market volatilities? 0 0 0 62 0 0 1 247
La investigación internacional en TQM: análisis de tendencias (1994-1999) 0 0 0 0 0 0 1 14
La mejora de la calidad en la educación: reflexiones y experiencias 0 0 0 1 1 1 1 7
Linear Combination of Information in Time Series Analysis 0 0 0 0 0 0 1 164
Linear combination of information in time series analysis 0 0 0 0 0 0 0 0
Measuring influence in dynamic regression models 0 0 0 0 0 0 3 8
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 0 3
Measuring service quality by linear indicators 0 0 0 0 0 0 0 0
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 4 6 13 1,680
Missing observations and additive outliers in time series models 0 0 0 2 1 2 5 11
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 0 0 4 0 0 2 10
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 272 0 4 5 1,019
Multivariate analysis in vector time series 0 1 2 574 0 2 13 1,444
New in-sample prediction errors in time series with applications 0 0 0 89 0 0 0 530
On bayesian robustness: an asymptotic approach 0 0 0 0 0 0 0 1
Outlier detection in multivariate time series via projection pursuit 0 1 5 547 2 4 19 1,304
Outliers and conditional autoregressive heteroscedasticity in time series 1 2 2 263 1 2 5 713
Outliers in multivariate time series 1 1 1 9 1 3 5 24
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 1 16 0 1 3 75
Pooling information and forecasting with dynamic factor analysis 0 0 0 0 0 0 1 4
Properties of predictors in overdifferenced nearly nonstationary autoregression 0 0 0 0 0 1 5 12
Proyecciones de demanda de educación en España 0 0 0 4 0 0 1 41
Recombining dependent data: an Order Statistics 0 0 0 27 0 1 1 111
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 1 2 0 0 1 8
Recombining partitions via unimodality tests 0 1 2 3 0 2 3 26
Reflexiones sobre la enseñanza experimental de la estadística 0 0 0 0 1 1 2 3
Resampling time series by missing values techniques 0 0 0 2 0 1 1 7
Robust Henderson III estimators of variance components in the nested error model 0 0 1 62 0 1 2 151
Robust covariance matrix estimation and multivariate outlier detection 0 0 0 2 0 0 1 12
Robust estimation in linear regression models with fixed effects 0 0 3 76 1 2 12 289
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 0 3 138
Spurious and hidden volatility 0 0 0 70 0 0 1 189
Statiscal research in Europe:1985-1997 0 0 0 0 0 5 11 11
The detection of influential subsets in linear regression using an influence matrix 0 0 0 6 0 0 1 9
The identification of multiple outliers in arima models 0 0 1 1 1 3 5 9
The kurtosis coeficient and the linear discriminant function 0 0 0 2 0 0 3 7
Trend in statistical research productivity by journal publications over the period 1985-1997 0 0 0 1 0 0 0 7
Variance changes detection in multivariate time series 0 0 0 210 0 0 1 510
Total Working Papers 6 14 51 4,686 34 92 340 16,832


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Powerful Portmanteau Test of Lack of Fit for Time Series 0 0 0 74 0 0 0 222
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 0 4 0 0 1 17
A multivariate Kolmogorov-Smirnov test of goodness of fit 1 1 3 155 5 9 28 510
A note on prediction and interpolation errors in time series 0 0 0 4 0 0 0 33
A periodogram-based metric for time series classification 1 1 6 103 1 3 14 276
A simple diagnostic tool for local prior sensitivity 0 0 0 2 0 0 1 17
Bayesian curve estimation by model averaging 0 0 0 4 0 0 0 17
Bayesian unmasking in linear models 0 0 0 4 0 0 0 16
COINTEGRATION AND COMMON FACTORS 0 0 0 0 0 0 0 0
Cluster Identification Using Projections 0 0 0 16 0 0 0 43
Descriptive measures of multivariate scatter and linear dependence 0 0 0 9 0 1 2 53
Detecting defects with image data 0 0 0 6 0 0 0 32
Detecting nonlinearity in time series by model selection criteria 0 0 0 35 0 0 0 111
Dimension reduction in time series and the dynamic factor model 0 0 0 66 1 1 1 139
Distributional aspects of public rental housing and rent control policies in Spain 0 0 2 37 0 0 5 136
Effects of outliers on the identification and estimation of GARCH models 0 0 0 89 0 0 1 224
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure 0 0 0 14 0 0 0 47
Estimating GARCH volatility in the presence of outliers 0 0 0 14 0 1 1 53
Forecasting with nonstationary dynamic factor models 0 2 3 102 1 3 9 224
Generalized Dynamic Principal Components 0 0 1 1 0 0 2 2
George Box: An interview with the International Journal of Forecasting 0 0 0 19 0 0 1 68
Identification of TAR models using recursive estimation 0 0 0 30 0 0 1 81
Influential Observations in Time Series 0 0 0 0 0 0 1 257
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 0 0 1 28
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 0 0 125 0 0 1 548
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 0 0 0 259
Measuring the Advantages of Multivariate vs. Univariate Forecasts 0 0 1 66 0 0 3 294
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 0 0 62 0 1 1 187
Multifold Predictive Validation in ARMAX Time Series Models 0 0 0 22 0 0 0 89
Observaciones influyentes en modelos econométricos 0 0 0 93 0 0 3 189
On sieve bootstrap prediction intervals 0 0 0 4 0 1 3 27
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 0 0 22
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 0 1 114
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression 0 0 0 0 0 0 0 0
Resampling time series using missing values techniques 0 0 0 74 0 0 0 199
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 0 0 1 141
Robust principal component analysis for functional data 0 1 2 171 0 3 12 525
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 0 3 23 0 0 20 104
Several Bayesians: A review 0 0 0 23 0 0 1 51
Statistical inference and Monte Carlo algorithms 0 0 2 63 0 1 5 159
Statistical research in Europe: 1985–1997 0 0 0 3 0 0 0 19
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 0 0 0 0 0 0 0
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 6 0 0 2 38
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 0 2 568
The kurtosis coefficient and the linear discriminant function 0 0 0 11 0 0 0 72
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 5
The stochastic control of process capability indices 0 0 0 15 0 0 1 99
Total Journal Articles 2 5 23 1,587 8 24 125 6,315


Statistics updated 2019-07-03