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 1 2
A Note on likelihood estimation of missing values in time series 1 1 1 2 1 1 2 4
A bayesian approach for predicting with polynomial regresión of unknown degree 0 0 0 94 1 1 3 220
A methodology for population projections: an application to Spain 0 0 1 22 1 3 6 121
A multivariate generalized independent factor GARCH model with an application to financial stock returns 0 0 0 217 1 2 4 400
A note on prediction and interpolation errors in time series 0 0 0 111 1 2 2 376
A powerful portmanteau test of lack of fit for time series 0 0 1 1 0 1 4 10
A procedure for robust estimation and diagnostics in regression 0 0 1 1 0 1 4 7
A robust partial least squares method with applications 0 0 0 280 1 1 4 742
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 1 3 7
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 53 0 0 2 229
An interview to George Box 0 0 0 1 0 0 0 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 1 2 1,202
Bayesian outliers functions for linear models 0 0 0 0 0 0 0 1
Bayesian unmasking in linear models 0 0 0 0 0 1 1 5
Cointegration and common factors 0 3 6 9 1 5 12 23
Combining information in statistical modelling 0 0 0 0 0 0 0 5
Comparing probabilistic methods for outlier detection 0 0 1 1 0 0 1 4
Comparison of time series with unequal length 0 1 4 324 3 8 31 1,549
Comparison of time series with unequal length in the frequency domain 0 0 1 136 2 2 4 310
Computing missing values in time series 0 0 0 1 0 0 2 5
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 3 3 3 112
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 17 0 0 2 93
Descriptive measures of multivariate scatter and linear dependence 0 0 0 1 0 1 4 5
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 85 3 4 4 224
Detection of outlier patches in autoregressive time series 2 4 4 10 3 5 11 25
Dimensionality reduction with image data 0 0 0 155 0 1 3 503
Eigenstructure of nonstationary factor models 0 0 0 3 0 2 28 63
El futuro de los métodos estadísticos 0 0 0 0 0 2 4 10
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 73 0 0 2 119
Experiencias de mejora de la calidad en la universidad 0 0 0 0 0 0 0 4
Exploring ICA for time series decomposition 0 0 3 162 6 18 29 180
Forecasting growth with time series models 1 1 2 3 2 3 10 13
Forecasting time series with sieve bootstrap 1 1 7 10 2 3 16 28
Forecasting with nostationary dynamic factor models 0 0 2 3 0 3 10 20
Gibbs sampling will fail in outlier problems with strong masking 0 0 0 0 0 2 4 6
Graphical identification of TAR models 0 0 0 27 0 2 8 85
Grupos atípicos en modelos econométricos 0 0 0 1 1 1 5 17
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 2 21 1 3 7 44
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 1 249 0 0 4 496
Is there an identity within international stock market volatilities? 0 0 0 62 0 3 4 250
La investigación internacional en TQM: análisis de tendencias (1994-1999) 0 0 0 0 0 0 0 14
La mejora de la calidad en la educación: reflexiones y experiencias 0 0 0 1 0 1 2 8
Linear Combination of Information in Time Series Analysis 0 0 0 0 0 0 0 164
Linear combination of information in time series analysis 0 0 0 0 0 1 1 1
Measuring influence in dynamic regression models 0 0 0 0 0 1 3 9
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 1 4
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 1 1 12 1,681
Missing observations and additive outliers in time series models 1 1 1 3 2 4 8 15
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 0 0 4 1 3 5 13
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 272 0 1 6 1,020
Multivariate analysis in vector time series 0 0 3 575 3 6 17 1,451
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 2 6 550 2 7 22 1,313
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 2 263 2 3 6 716
Outliers in multivariate time series 0 0 1 9 1 1 6 26
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 1 16 0 0 3 75
Pooling information and forecasting with dynamic factor analysis 0 0 0 0 0 1 2 5
Properties of predictors in overdifferenced nearly nonstationary autoregression 0 0 0 0 0 0 4 12
Proyecciones de demanda de educación en España 0 0 0 4 0 1 3 44
Recombining dependent data: an Order Statistics 0 0 0 27 0 2 3 113
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 1 2 0 1 2 9
Recombining partitions via unimodality tests 0 0 1 3 1 1 3 27
Reflexiones sobre la enseñanza experimental de la estadística 0 0 0 0 1 1 3 4
Resampling time series by missing values techniques 0 0 0 2 0 1 2 8
Robust Henderson III estimators of variance components in the nested error model 0 0 0 62 0 2 3 153
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 1 4 77 0 2 12 292
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 1 2 139
Spurious and hidden volatility 0 0 0 70 0 3 4 192
Statiscal research in Europe:1985-1997 0 0 0 0 0 1 13 13
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 1 1 3 3 4 6 13 17
The kurtosis coeficient and the linear discriminant function 0 1 1 3 0 2 5 9
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 1 3 512
Total Working Papers 7 17 65 4,710 51 142 420 17,002


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 2 5 227
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 0 4 1 2 3 19
A multivariate Kolmogorov-Smirnov test of goodness of fit 0 1 4 156 5 8 27 518
A note on prediction and interpolation errors in time series 0 0 0 4 1 3 3 36
A periodogram-based metric for time series classification 0 0 5 103 1 4 14 280
A simple diagnostic tool for local prior sensitivity 0 0 0 2 0 2 3 19
Bayesian curve estimation by model averaging 0 0 0 4 0 0 0 17
Bayesian unmasking in linear models 0 0 0 4 0 1 1 17
COINTEGRATION AND COMMON FACTORS 0 0 0 0 0 0 0 0
Cluster Identification Using Projections 0 1 1 17 0 1 1 44
Descriptive measures of multivariate scatter and linear dependence 0 0 0 9 0 1 3 54
Detecting defects with image data 0 0 0 6 0 0 0 32
Detecting nonlinearity in time series by model selection criteria 0 1 1 36 0 2 2 113
Dimension reduction in time series and the dynamic factor model 0 0 1 67 0 2 4 142
Distributional aspects of public rental housing and rent control policies in Spain 0 0 2 37 0 0 3 136
Effects of outliers on the identification and estimation of GARCH models 0 0 0 89 2 4 5 229
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure 0 0 0 14 0 1 1 48
Estimating GARCH volatility in the presence of outliers 0 0 0 14 0 3 4 56
Forecasting with nonstationary dynamic factor models 0 1 4 103 1 2 11 227
Generalized Dynamic Principal Components 0 0 1 1 0 0 4 4
George Box: An interview with the International Journal of Forecasting 0 0 0 19 0 0 1 69
Identification of TAR models using recursive estimation 0 0 0 30 0 0 0 81
Influential Observations in Time Series 0 0 0 0 1 1 2 258
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 2 3 4 31
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 0 0 125 0 0 0 548
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 1 2 2 261
Measuring the Advantages of Multivariate vs. Univariate Forecasts 0 0 1 66 0 0 2 294
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 0 0 62 1 1 2 188
Multifold Predictive Validation in ARMAX Time Series Models 0 0 0 22 1 1 3 92
Observaciones influyentes en modelos econométricos 0 0 0 93 0 1 2 190
On sieve bootstrap prediction intervals 0 0 0 4 0 0 2 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 1 3 3 117
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 1 2 2 201
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 0 1 1 142
Robust principal component analysis for functional data 0 0 2 171 0 3 12 530
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 1 4 25 0 2 13 107
Several Bayesians: A review 0 0 0 23 0 1 1 52
Statistical inference and Monte Carlo algorithms 0 0 2 64 0 1 6 161
Statistical research in Europe: 1985–1997 0 0 0 3 0 1 1 20
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 0 0 0 0 1 1 1
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 6 1 4 6 42
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 2 3 570
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 2 2 101
Total Journal Articles 0 5 28 1,595 20 70 165 6,400


Statistics updated 2019-11-03