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 5 39
A Note on likelihood estimation of missing values in time series 0 0 0 4 0 0 4 18
A bayesian approach for predicting with polynomial regresión of unknown degree 0 0 0 97 0 0 4 241
A methodology for population projections: an application to Spain 0 0 2 29 0 0 22 165
A multivariate Kolmogorov-Smornov test of goodnes of fit 0 0 0 17 0 2 16 54
A multivariate generalized independent factor GARCH model with an application to financial stock returns 0 1 2 226 0 3 19 437
A note on prediction and interpolation errors in time series 0 0 0 111 0 1 7 386
A powerful portmanteau test of lack of fit for time series 0 0 0 6 0 0 12 87
A procedure for robust estimation and diagnostics in regression 0 0 0 2 0 2 6 23
A robust partial least squares method with applications 0 0 0 282 0 0 7 765
A simple diagnostic tool for local prior sensitivity 0 0 0 0 1 4 12 24
A simple method to identify significant effects in unreplicated two-level factorial designs 0 0 0 4 0 2 6 23
ARIMA models, the steady state of economic variables and their estimation 0 0 0 3 0 1 9 45
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 2 5 13 265
An interview to George Box 0 0 0 3 0 0 8 29
Bayesian Unmasking in Linear Models 0 0 0 1 0 0 4 493
Bayesian curve estimation by model averaging 0 0 0 131 0 0 12 1,221
Bayesian outliers functions for linear models 0 0 0 0 0 0 6 12
Bayesian unmasking in linear models 0 0 1 1 1 1 8 18
Clustering Big Data by Extreme Kurtosis Projections 0 1 1 56 0 3 13 73
Clustering and classifying images with local and global variability 0 0 1 30 0 0 4 147
Cointegration and common factors 0 0 0 18 0 0 11 73
Combining information in statistical modelling 0 0 0 0 0 1 11 19
Comparing probabilistic methods for outlier detection 0 0 0 5 0 1 6 29
Comparison of time series with unequal length 0 0 0 347 1 2 14 1,723
Comparison of time series with unequal length in the frequency domain 0 0 0 141 0 2 10 338
Computing missing values in time series 0 0 1 4 0 2 13 32
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 0 0 12 127
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 18 0 1 6 126
Descriptive measures of multivariate scatter and linear dependence 0 2 2 3 0 4 13 28
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 0 10 238
Detection of outlier patches in autoregressive time series 0 0 1 18 0 0 7 65
Dimensionality reduction with image data 0 0 0 155 0 1 12 524
Eigenstructure of nonstationary factor models 0 0 1 6 0 0 6 82
El futuro de los métodos estadísticos 0 0 0 1 0 1 5 45
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 1 3 11 139
Estimation of the common component in Dynamic Factor Models 0 0 2 61 0 0 15 98
Experiencias de mejora de la calidad en la universidad 0 0 0 3 0 3 10 24
Exploring ICA for time series decomposition 0 0 1 199 0 0 11 448
Forecasting growth with time series models 0 0 0 4 0 0 4 20
Forecasting time series with sieve bootstrap 0 0 0 17 0 1 17 78
Forecasting with nostationary dynamic factor models 0 0 0 5 0 1 10 52
Gibbs sampling will fail in outlier problems with strong masking 0 0 0 1 0 1 7 21
Graphical identification of TAR models 0 0 0 27 0 0 7 104
Grupos atípicos en modelos econométricos 0 0 0 2 0 0 10 58
Handwritten digit classification 0 0 0 30 0 0 3 182
Heterogeneity and model uncertainty in bayesian regression models 0 0 0 0 0 0 11 22
Independent components techniques based on kurtosis for functional data analysis 0 0 0 55 0 1 10 140
Inflation and inequality bias in the presence of bulk purchases for food and drinks 0 0 0 1 0 0 6 20
Interpolation, outliers and inverse autocorrelations 0 0 1 9 0 2 5 33
Introducing model uncertainty in time series bootstrap 0 0 0 130 0 0 4 362
Is stochastic volatility more flexible than garch? 0 0 0 252 0 2 11 532
Is there an identity within international stock market volatilities? 0 0 0 62 0 1 13 271
La investigación internacional en TQM: análisis de tendencias (1994-1999) 0 0 0 0 0 1 8 30
La mejora de la calidad en la educación: reflexiones y experiencias 0 0 0 6 0 1 10 33
Linear Combination of Information in Time Series Analysis 0 0 0 0 0 0 9 189
Linear combination of information in time series analysis 0 0 0 1 0 0 6 16
Measuring influence in dynamic regression models 0 0 0 1 0 0 3 18
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 8 15
Measuring service quality by linear indicators 0 0 0 1 0 1 8 12
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 0 1 11 1,714
Missing observations and additive outliers in time series models 0 0 0 4 0 1 7 38
Missing observations in ARIMA models: Skipping strategy versus outlier approach 0 0 0 0 2 3 19 70
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 0 0 9 0 1 9 40
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 1 16 1,048
Multivariate analysis in vector time series 0 1 1 590 2 6 13 1,542
New in-sample prediction errors in time series with applications 0 0 0 89 0 0 9 546
On bayesian robustness: an asymptotic approach 0 0 0 1 0 0 5 10
Outlier detection in multivariate time series via projection pursuit 0 0 2 575 1 3 18 1,417
Outliers and conditional autoregressive heteroscedasticity in time series 0 1 1 270 0 2 17 763
Outliers in multivariate time series 0 1 1 30 0 1 16 100
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 0 17 0 1 13 98
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 3 6 19
Properties of predictors in overdifferenced nearly nonstationary autoregression 0 0 0 2 0 1 6 33
Proyecciones de demanda de educación en España 0 0 0 6 1 1 3 62
Recombining dependent data: an Order Statistics 0 0 0 28 0 0 7 129
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 0 4 0 1 5 25
Recombining partitions via unimodality tests 0 0 0 7 1 2 12 52
Reflexiones sobre la enseñanza experimental de la estadística 0 0 1 1 0 3 5 12
Resampling time series by missing values techniques 0 0 0 3 0 0 4 16
Robust Henderson III estimators of variance components in the nested error model 0 0 0 64 0 0 5 171
Robust covariance matrix estimation and multivariate outlier detection 0 0 0 7 1 2 18 45
Robust estimation in linear regression models with fixed effects 0 0 0 82 0 0 12 323
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 0 17 164
Spurious and hidden volatility 0 0 0 71 0 0 12 223
Statiscal research in Europe:1985-1997 0 0 0 1 0 0 3 35
The change-point problem and segmentation of processes with conditional heteroskedasticity 0 0 0 37 1 3 9 128
The detection of influential subsets in linear regression using an influence matrix 0 0 0 7 0 0 6 26
The identification of multiple outliers in arima models 0 2 3 12 0 3 14 70
The kurtosis coeficient and the linear discriminant function 0 0 0 5 0 0 8 44
Time series segmentation by Cusum, AutoSLEX and AutoPARM methods 0 1 1 212 0 1 7 598
Trend in statistical research productivity by journal publications over the period 1985-1997 0 0 0 2 0 0 7 26
Variance changes detection in multivariate time series 0 0 0 215 0 0 5 539
Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings 0 0 1 65 0 0 17 93
What do international energy prices have in common after taking into account the key drivers? 0 0 0 13 1 2 12 48
Total Working Papers 0 10 27 5,559 16 100 903 21,198

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 0 1 24 0 1 15 70
A Powerful Portmanteau Test of Lack of Fit for Time Series 0 0 0 77 0 0 6 251
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 0 12 0 0 10 56
A multivariate Kolmogorov-Smirnov test of goodness of fit 0 0 1 193 1 3 31 677
A note on prediction and interpolation errors in time series 0 0 0 4 0 2 8 48
A periodogram-based metric for time series classification 1 1 3 126 2 4 19 352
A robust procedure to build dynamic factor models with cluster structure 0 0 0 24 1 1 18 98
A simple diagnostic tool for local prior sensitivity 0 0 0 2 0 1 4 24
A testing approach to clustering scalar time series 0 0 0 2 0 2 11 17
Agustín Maravall: An interview with the International Journal of Forecasting 0 0 2 20 0 1 16 77
Bayesian curve estimation by model averaging 0 0 0 4 0 2 14 39
Bayesian unmasking in linear models 0 0 0 6 1 2 8 31
COINTEGRATION AND COMMON FACTORS 0 0 0 1 0 0 12 26
Cluster Identification Using Projections 0 0 0 19 0 0 6 56
Comment on “Factor Models for High-Dimensional Tensor Time Series” 0 0 0 4 1 1 5 12
Data science, big data and statistics 0 0 1 46 0 1 13 182
Descriptive measures of multivariate scatter and linear dependence 0 0 0 13 0 0 5 81
Detecting defects with image data 0 0 0 6 0 1 6 42
Detecting nonlinearity in time series by model selection criteria 0 0 0 36 0 0 5 126
Dimension reduction in time series and the dynamic factor model 0 0 0 68 0 0 4 153
Distributional aspects of public rental housing and rent control policies in Spain 0 0 0 44 0 0 8 166
Effects of outliers on the identification and estimation of GARCH models 0 0 0 94 0 2 10 253
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure 0 0 0 14 1 1 8 65
Estimating GARCH volatility in the presence of outliers 0 0 0 23 0 0 13 93
Forecasting Multiple Time Series With One-Sided Dynamic Principal Components 0 0 0 4 0 0 10 17
Forecasting with nonstationary dynamic factor models 0 0 3 120 0 1 17 285
Generalized Dynamic Principal Components 0 1 3 13 0 1 14 51
George Box: An interview with the International Journal of Forecasting 0 0 0 20 0 0 2 77
Identification of TAR models using recursive estimation 0 0 0 30 0 0 10 99
Influential Observations in Time Series 0 0 0 0 0 0 2 275
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 0 0 5 40
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 0 0 129 0 0 11 570
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 1 2 10 273
Measuring the Advantages of Multivariate vs. Univariate Forecasts 0 0 3 75 0 2 19 341
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 0 2 80 1 2 11 230
Multifold Predictive Validation in ARMAX Time Series Models 0 0 1 23 1 1 12 111
Observaciones influyentes en modelos econométricos 0 0 0 97 0 1 7 207
On sieve bootstrap prediction intervals 0 0 0 4 0 1 8 37
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 0 3 31
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 0 6 128
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression 0 0 0 1 0 0 6 10
Rejoinder on: Data science, big data and statistics 0 0 0 2 0 0 7 29
Resampling time series using missing values techniques 0 0 0 74 0 0 3 209
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 0 0 6 152
Robust principal component analysis for functional data 0 0 0 179 0 2 18 590
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 0 0 29 0 0 1 116
Several Bayesians: A review 0 0 0 25 0 0 10 69
Sparse estimation of dynamic principal components for forecasting high-dimensional time series 0 0 1 11 0 1 7 30
Statistical inference and Monte Carlo algorithms 0 0 0 65 0 0 6 181
Statistical research in Europe: 1985–1997 0 0 0 3 1 1 7 33
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 1 1 3 0 1 7 17
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 7 0 0 7 53
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 0 4 580
The kurtosis coefficient and the linear discriminant function 0 0 0 11 0 0 8 83
The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach 0 0 0 0 1 1 6 13
The stochastic control of process capability indices 0 0 0 18 1 1 7 120
Understanding complex predictive models with ghost variables 0 0 0 0 1 3 12 23
What drives industrial energy prices? 0 0 0 7 0 0 7 20
Total Journal Articles 1 3 22 1,930 14 46 531 8,095

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Statistics updated 2026-08-07