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 7 35
A Note on likelihood estimation of missing values in time series 0 0 0 4 0 0 2 14
A bayesian approach for predicting with polynomial regresión of unknown degree 0 0 0 97 0 1 2 238
A methodology for population projections: an application to Spain 0 0 0 27 0 2 5 145
A multivariate Kolmogorov-Smornov test of goodnes of fit 0 0 2 17 1 6 12 44
A multivariate generalized independent factor GARCH model with an application to financial stock returns 1 1 1 225 2 3 5 422
A note on prediction and interpolation errors in time series 0 0 0 111 0 0 2 380
A powerful portmanteau test of lack of fit for time series 0 0 0 6 3 4 6 79
A procedure for robust estimation and diagnostics in regression 0 0 0 2 1 1 1 18
A robust partial least squares method with applications 0 0 0 282 1 3 4 761
A simple diagnostic tool for local prior sensitivity 0 0 0 0 1 1 2 14
A simple method to identify significant effects in unreplicated two-level factorial designs 0 0 0 4 0 2 2 19
ARIMA models, the steady state of economic variables and their estimation 0 0 0 3 0 1 1 37
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 0 1 3 253
An interview to George Box 0 0 0 3 0 1 1 22
Bayesian Unmasking in Linear Models 0 0 0 1 1 1 2 490
Bayesian curve estimation by model averaging 0 0 0 131 1 2 3 1,211
Bayesian outliers functions for linear models 0 0 0 0 0 0 0 6
Bayesian unmasking in linear models 0 1 1 1 0 1 2 11
Clustering Big Data by Extreme Kurtosis Projections 0 0 1 55 0 0 4 61
Clustering and classifying images with local and global variability 1 1 1 30 1 1 3 144
Cointegration and common factors 0 0 0 18 0 0 0 62
Combining information in statistical modelling 0 0 0 0 1 2 3 11
Comparing probabilistic methods for outlier detection 0 0 1 5 1 3 6 26
Comparison of time series with unequal length 0 0 1 347 0 0 5 1,709
Comparison of time series with unequal length in the frequency domain 0 0 0 141 2 2 2 330
Computing missing values in time series 0 1 1 4 0 2 2 21
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 0 1 2 117
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 18 1 2 6 122
Descriptive measures of multivariate scatter and linear dependence 0 0 0 1 1 2 5 17
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 1 1 18 1 2 3 60
Dimensionality reduction with image data 0 0 0 155 1 2 2 514
Eigenstructure of nonstationary factor models 0 0 1 6 0 0 5 79
El futuro de los métodos estadísticos 0 0 0 1 0 2 3 43
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 1 2 129
Estimation of the common component in Dynamic Factor Models 0 1 1 60 0 2 2 85
Experiencias de mejora de la calidad en la universidad 0 0 0 3 2 3 5 19
Exploring ICA for time series decomposition 0 1 1 199 1 5 11 444
Forecasting growth with time series models 0 0 0 4 0 0 0 16
Forecasting time series with sieve bootstrap 0 0 0 17 1 5 5 66
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 1 1 15
Graphical identification of TAR models 0 0 0 27 1 1 3 98
Grupos atípicos en modelos econométricos 0 0 0 2 0 2 6 50
Handwritten digit classification 0 0 0 30 0 0 1 179
Heterogeneity and model uncertainty in bayesian regression models 0 0 0 0 2 3 3 14
Independent components techniques based on kurtosis for functional data analysis 0 0 2 55 2 2 7 132
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 0 1 358
Is stochastic volatility more flexible than garch? 0 0 1 252 0 0 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 0 1 23
La mejora de la calidad en la educación: reflexiones y experiencias 0 0 0 6 1 1 4 27
Linear Combination of Information in Time Series Analysis 0 0 0 0 0 2 5 183
Linear combination of information in time series analysis 0 0 1 1 0 1 2 11
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 1 1 1 8
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 3 4 1,706
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 3 53
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 0 1 9 0 1 2 32
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 1 2 2 1,034
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 1 2 3 540
On bayesian robustness: an asymptotic approach 0 0 0 1 0 0 0 5
Outlier detection in multivariate time series via projection pursuit 1 2 4 575 3 7 14 1,407
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 4 9 751
Outliers in multivariate time series 0 0 1 29 0 1 6 85
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 0 17 1 1 1 86
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 0 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 1 1 2 60
Recombining dependent data: an Order Statistics 0 0 0 28 2 2 3 124
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 0 4 0 1 1 21
Recombining partitions via unimodality tests 0 0 0 7 1 1 1 41
Reflexiones sobre la enseñanza experimental de la estadística 0 0 1 1 0 0 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 1 166
Robust covariance matrix estimation and multivariate outlier detection 0 0 2 7 1 3 6 30
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 3 4 7 152
Spurious and hidden volatility 0 0 0 71 2 4 6 216
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 0 1 120
The detection of influential subsets in linear regression using an influence matrix 0 0 0 7 0 3 3 23
The identification of multiple outliers in arima models 1 1 1 10 2 6 11 62
The kurtosis coeficient and the linear discriminant function 0 0 0 5 0 1 2 37
Time series segmentation by Cusum, AutoSLEX and AutoPARM methods 0 0 0 211 1 1 2 593
Trend in statistical research productivity by journal publications over the period 1985-1997 0 0 0 2 2 4 5 23
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 1 2 4 78
What do international energy prices have in common after taking into account the key drivers? 0 0 0 13 1 1 12 37
Total Working Papers 4 10 29 5,544 56 139 298 20,461

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 0 1 2 24 4 8 13 64
A Powerful Portmanteau Test of Lack of Fit for Time Series 0 0 0 77 1 2 4 247
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 0 12 1 2 2 48
A multivariate Kolmogorov-Smirnov test of goodness of fit 0 0 1 192 0 8 15 655
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 1 1 2 124 3 4 6 337
A robust procedure to build dynamic factor models with cluster structure 0 0 0 24 0 3 4 83
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 1 2 1 1 3 8
Agustín Maravall: An interview with the International Journal of Forecasting 0 2 4 20 0 3 10 66
Bayesian curve estimation by model averaging 0 0 0 4 1 2 4 27
Bayesian unmasking in linear models 0 0 0 6 0 1 2 25
COINTEGRATION AND COMMON FACTORS 0 0 0 1 0 0 4 15
Cluster Identification Using Projections 0 0 0 19 1 1 2 51
Comment on “Factor Models for High-Dimensional Tensor Time Series” 0 0 0 4 1 1 2 8
Data science, big data and statistics 0 0 1 45 0 2 9 171
Descriptive measures of multivariate scatter and linear dependence 0 0 0 13 0 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 1 1 122
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 1 1 1 159
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 1 4 59
Estimating GARCH volatility in the presence of outliers 0 0 3 23 1 1 6 81
Forecasting Multiple Time Series With One-Sided Dynamic Principal Components 0 0 0 4 2 4 5 12
Forecasting with nonstationary dynamic factor models 0 0 1 117 1 1 3 269
Generalized Dynamic Principal Components 0 0 1 10 2 5 8 43
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 1 1 2 91
Influential Observations in Time Series 0 0 0 0 0 0 2 273
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 0 1 1 36
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 0 1 129 2 2 3 561
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 1 1 2 73 2 3 7 326
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 0 2 79 1 2 7 223
Multifold Predictive Validation in ARMAX Time Series Models 0 0 0 22 1 1 2 100
Observaciones influyentes en modelos econométricos 0 0 1 97 1 1 2 201
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 0 1 29
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 1 1 1 123
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression 0 0 0 1 2 2 2 6
Rejoinder on: Data science, big data and statistics 0 0 0 2 1 3 4 25
Resampling time series using missing values techniques 0 0 0 74 0 1 2 207
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 2 2 2 148
Robust principal component analysis for functional data 0 0 0 179 4 7 8 579
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 0 0 29 0 0 2 115
Several Bayesians: A review 0 0 0 25 0 1 2 61
Sparse estimation of dynamic principal components for forecasting high-dimensional time series 0 0 0 10 0 1 3 25
Statistical inference and Monte Carlo algorithms 0 0 0 65 1 1 1 176
Statistical research in Europe: 1985–1997 0 0 0 3 0 1 3 27
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 0 0 2 1 1 1 11
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 7 2 2 2 48
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 1 3 577
The kurtosis coefficient and the linear discriminant function 0 0 0 11 2 2 3 77
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 3 3 10
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 2 5 13
What drives industrial energy prices? 0 0 0 7 0 0 0 13
Total Journal Articles 2 5 23 1,914 44 95 192 7,676

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Statistics updated 2025-12-06