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 2 2 5 38
A Note on likelihood estimation of missing values in time series 0 0 0 4 0 0 5 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 4 4 22 165
A multivariate Kolmogorov-Smornov test of goodnes of fit 0 0 0 17 5 5 16 52
A multivariate generalized independent factor GARCH model with an application to financial stock returns 0 0 1 225 2 4 16 434
A note on prediction and interpolation errors in time series 0 0 0 111 2 3 6 385
A powerful portmanteau test of lack of fit for time series 0 0 0 6 0 2 12 87
A procedure for robust estimation and diagnostics in regression 0 0 0 2 1 1 4 21
A robust partial least squares method with applications 0 0 0 282 2 2 7 765
A simple diagnostic tool for local prior sensitivity 0 0 0 0 3 3 8 20
A simple method to identify significant effects in unreplicated two-level factorial designs 0 0 0 4 1 1 4 21
ARIMA models, the steady state of economic variables and their estimation 0 0 0 3 0 2 8 44
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 2 2 9 260
An interview to George Box 0 0 0 3 1 1 8 29
Bayesian Unmasking in Linear Models 0 0 0 1 1 1 4 493
Bayesian curve estimation by model averaging 0 0 0 131 3 4 12 1,221
Bayesian outliers functions for linear models 0 0 0 0 1 1 6 12
Bayesian unmasking in linear models 0 0 1 1 3 4 7 17
Clustering Big Data by Extreme Kurtosis Projections 0 0 0 55 0 1 11 70
Clustering and classifying images with local and global variability 0 0 1 30 3 3 4 147
Cointegration and common factors 0 0 0 18 2 2 11 73
Combining information in statistical modelling 0 0 0 0 3 3 10 18
Comparing probabilistic methods for outlier detection 0 0 1 5 0 0 6 28
Comparison of time series with unequal length 0 0 1 347 2 4 14 1,721
Comparison of time series with unequal length in the frequency domain 0 0 0 141 1 2 8 336
Computing missing values in time series 0 0 1 4 2 3 11 30
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 1 2 12 127
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 18 3 3 6 125
Descriptive measures of multivariate scatter and linear dependence 0 0 0 1 2 3 9 24
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 2 10 238
Detection of outlier patches in autoregressive time series 0 0 1 18 2 4 7 65
Dimensionality reduction with image data 0 0 0 155 3 4 11 523
Eigenstructure of nonstationary factor models 0 0 1 6 2 2 7 82
El futuro de los métodos estadísticos 0 0 0 1 1 1 4 44
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 2 6 9 136
Estimation of the common component in Dynamic Factor Models 0 1 2 61 4 7 15 98
Experiencias de mejora de la calidad en la universidad 0 0 0 3 0 2 7 21
Exploring ICA for time series decomposition 0 0 1 199 2 3 11 448
Forecasting growth with time series models 0 0 0 4 2 2 4 20
Forecasting time series with sieve bootstrap 0 0 0 17 1 3 16 77
Forecasting with nostationary dynamic factor models 0 0 0 5 1 3 9 51
Gibbs sampling will fail in outlier problems with strong masking 0 0 0 1 1 2 6 20
Graphical identification of TAR models 0 0 0 27 1 2 8 104
Grupos atípicos en modelos econométricos 0 0 0 2 1 5 10 58
Handwritten digit classification 0 0 0 30 1 1 3 182
Heterogeneity and model uncertainty in bayesian regression models 0 0 0 0 5 6 11 22
Independent components techniques based on kurtosis for functional data analysis 0 0 1 55 3 4 10 139
Inflation and inequality bias in the presence of bulk purchases for food and drinks 0 0 0 1 3 3 6 20
Interpolation, outliers and inverse autocorrelations 0 1 1 9 0 1 3 31
Introducing model uncertainty in time series bootstrap 0 0 0 130 2 2 5 362
Is stochastic volatility more flexible than garch? 0 0 0 252 3 8 10 530
Is there an identity within international stock market volatilities? 0 0 0 62 4 5 13 270
La investigación internacional en TQM: análisis de tendencias (1994-1999) 0 0 0 0 1 3 7 29
La mejora de la calidad en la educación: reflexiones y experiencias 0 0 0 6 1 3 9 32
Linear Combination of Information in Time Series Analysis 0 0 0 0 1 2 11 189
Linear combination of information in time series analysis 0 0 1 1 1 1 7 16
Measuring influence in dynamic regression models 0 0 0 1 0 1 3 18
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 1 1 8 15
Measuring service quality by linear indicators 0 0 0 1 2 2 7 11
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 1 3 10 1,713
Missing observations and additive outliers in time series models 0 0 0 4 3 3 6 37
Missing observations in ARIMA models: Skipping strategy versus outlier approach 0 0 0 0 6 8 17 67
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 0 0 9 2 5 8 39
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 8 10 15 1,047
Multivariate analysis in vector time series 0 0 0 589 3 5 7 1,536
New in-sample prediction errors in time series with applications 0 0 0 89 2 3 9 546
On bayesian robustness: an asymptotic approach 0 0 0 1 1 2 5 10
Outlier detection in multivariate time series via projection pursuit 0 0 3 575 3 4 17 1,414
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 4 5 16 761
Outliers in multivariate time series 0 0 1 29 5 6 17 99
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 0 17 2 2 12 97
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 2 3 16
Properties of predictors in overdifferenced nearly nonstationary autoregression 0 0 0 2 1 1 5 32
Proyecciones de demanda de educación en España 0 0 0 6 0 1 2 61
Recombining dependent data: an Order Statistics 0 0 0 28 2 3 7 129
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 0 4 2 2 4 24
Recombining partitions via unimodality tests 0 0 0 7 3 4 10 50
Reflexiones sobre la enseñanza experimental de la estadística 0 0 1 1 1 1 2 9
Resampling time series by missing values techniques 0 0 0 3 1 1 4 16
Robust Henderson III estimators of variance components in the nested error model 0 0 0 64 0 2 5 171
Robust covariance matrix estimation and multivariate outlier detection 0 0 2 7 4 5 18 43
Robust estimation in linear regression models with fixed effects 0 0 0 82 4 6 12 323
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 5 9 18 164
Spurious and hidden volatility 0 0 0 71 2 4 12 223
Statiscal research in Europe:1985-1997 0 0 0 1 1 1 3 35
The change-point problem and segmentation of processes with conditional heteroskedasticity 0 0 0 37 2 3 6 125
The detection of influential subsets in linear regression using an influence matrix 0 0 0 7 0 1 6 26
The identification of multiple outliers in arima models 0 0 1 10 2 2 13 67
The kurtosis coeficient and the linear discriminant function 0 0 0 5 3 3 9 44
Time series segmentation by Cusum, AutoSLEX and AutoPARM methods 0 0 0 211 2 3 6 597
Trend in statistical research productivity by journal publications over the period 1985-1997 0 0 0 2 2 2 7 26
Variance changes detection in multivariate time series 0 0 0 215 0 2 6 539
Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings 0 1 1 65 8 10 17 93
What do international energy prices have in common after taking into account the key drivers? 0 0 0 13 0 2 11 46
Total Working Papers 0 3 25 5,549 188 285 837 21,098

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 2 24 1 1 15 69
A Powerful Portmanteau Test of Lack of Fit for Time Series 0 0 0 77 0 1 7 251
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 0 12 5 5 10 56
A multivariate Kolmogorov-Smirnov test of goodness of fit 0 0 2 193 5 9 29 674
A note on prediction and interpolation errors in time series 0 0 0 4 2 2 6 46
A periodogram-based metric for time series classification 0 1 2 125 2 6 15 348
A robust procedure to build dynamic factor models with cluster structure 0 0 0 24 7 10 18 97
A simple diagnostic tool for local prior sensitivity 0 0 0 2 1 2 3 23
A testing approach to clustering scalar time series 0 0 0 2 1 3 9 15
Agustín Maravall: An interview with the International Journal of Forecasting 0 0 2 20 0 2 16 76
Bayesian curve estimation by model averaging 0 0 0 4 3 5 12 37
Bayesian unmasking in linear models 0 0 0 6 2 2 6 29
COINTEGRATION AND COMMON FACTORS 0 0 0 1 2 4 14 26
Cluster Identification Using Projections 0 0 0 19 0 0 7 56
Comment on “Factor Models for High-Dimensional Tensor Time Series” 0 0 0 4 2 3 4 11
Data science, big data and statistics 0 0 1 46 2 3 14 181
Descriptive measures of multivariate scatter and linear dependence 0 0 0 13 1 2 5 81
Detecting defects with image data 0 0 0 6 0 1 5 41
Detecting nonlinearity in time series by model selection criteria 0 0 0 36 1 2 5 126
Dimension reduction in time series and the dynamic factor model 0 0 0 68 2 2 5 153
Distributional aspects of public rental housing and rent control policies in Spain 0 0 0 44 2 2 8 166
Effects of outliers on the identification and estimation of GARCH models 0 0 0 94 1 3 8 251
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure 0 0 0 14 4 4 8 64
Estimating GARCH volatility in the presence of outliers 0 0 0 23 1 3 13 93
Forecasting Multiple Time Series With One-Sided Dynamic Principal Components 0 0 0 4 3 3 10 17
Forecasting with nonstationary dynamic factor models 0 3 3 120 4 8 16 284
Generalized Dynamic Principal Components 0 1 2 12 0 4 14 50
George Box: An interview with the International Journal of Forecasting 0 0 0 20 0 1 2 77
Identification of TAR models using recursive estimation 0 0 0 30 0 2 10 99
Influential Observations in Time Series 0 0 0 0 0 0 3 275
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 2 4 5 40
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 0 0 129 4 6 11 570
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 3 4 8 271
Measuring the Advantages of Multivariate vs. Univariate Forecasts 0 0 4 75 1 4 18 339
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 0 2 80 0 1 11 228
Multifold Predictive Validation in ARMAX Time Series Models 0 0 1 23 2 5 11 110
Observaciones influyentes en modelos econométricos 0 0 0 97 3 3 6 206
On sieve bootstrap prediction intervals 0 0 0 4 0 2 7 36
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 2 2 6 128
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression 0 0 0 1 1 1 6 10
Rejoinder on: Data science, big data and statistics 0 0 0 2 1 3 7 29
Resampling time series using missing values techniques 0 0 0 74 1 1 3 209
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 2 2 6 152
Robust principal component analysis for functional data 0 0 0 179 1 5 17 588
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 0 0 29 0 1 2 116
Several Bayesians: A review 0 0 0 25 3 5 10 69
Sparse estimation of dynamic principal components for forecasting high-dimensional time series 0 1 1 11 1 2 7 29
Statistical inference and Monte Carlo algorithms 0 0 0 65 1 1 6 181
Statistical research in Europe: 1985–1997 0 0 0 3 1 1 6 32
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 0 0 2 1 2 6 16
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 7 2 3 7 53
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 1 6 580
The kurtosis coefficient and the linear discriminant function 0 0 0 11 2 2 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 2 5 12
The stochastic control of process capability indices 0 0 0 18 1 3 6 119
Understanding complex predictive models with ghost variables 0 0 0 0 2 3 9 20
What drives industrial energy prices? 0 0 0 7 0 2 7 20
Total Journal Articles 0 6 22 1,927 92 166 507 8,049

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06