Daniel Peña - Publications, H-index & Citations

Sparse estimation of dynamic principal components for forecasting high-dimensional time series

IF3

2022-03-24

PREAI

Pena, Daniel

30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial

IF7.1

2021-10-01

PREAI

Pena, Daniel; Smucler, Ezequiel; Yohai, Victor J.

A Conversation with Dennis Cook

IF7.1

2021-10-01

PREAI

Escribano, Alvaro; Pena, Daniel; Ruiz, Esther

STATISTICAL SCIENCE

IF3.4

2021-04-01

OAAI

Bura, Efstathia; Li, Bing; Li, Lexin; Nachtsheim, Christopher; Pena, Daniel; Setodji, Claude; Weiss, Robert E.

Agustin Maravall: An interview with the International Journal of Forecasting

A robust procedure to build dynamic factor models with cluster structure

IF7.1

2020-10-01

PREAI

Pena, Daniel

JOURNAL OF ECONOMETRICS

IF4

2020-05-01

PREAI

Alonso, Andres M.; Galeano, Pedro; Pena, Daniel

Forecasting Multiple Time Series With One-Sided Dynamic Principal Components

Generalized Dynamic Principal Components

IF3

2019-02-27

OAAI

Pena, Daniel; Smucler, Ezequiel; Yohai, Victor J.

A conditionally heteroskedastic independent factor model with an application to financial stock returns

IF3

2016-10-18

OAAI

Pena, Daniel; Yohai, Victor J.

Outlier detection in multivariate time series by projection pursuit

IF7.1

2012-01-01

PREAI

Garcia-Ferrer, Antonio; Gonzalez-Prieto, Ester; Pena, Daniel

Identification of TAR Models Using Recursive Estimation

IF3

2012-01-01

PREAI

Galeano, Pedro; Pena, Daniel; Tsay, Ruey S.

A Conversation with George C. Tiao

IF2.7

2010-12-17

PREAI

Angel Bermejo, Miguel; Pena, Daniel; Sanchez, Ismael

STATISTICAL SCIENCE

IF3.4

2010-08-01

OAAI

Pena, Daniel; Tsay, Ruey S.

FORECASTING GROWTH WITH TIME-SERIES MODELS

THE DECOMPOSITION OF FORECAST IN SEASONAL ARIMA MODELS

IF2.7

2006-11-06

OAAI

PENA, D

2ND-GENERATION TIME-SERIES MODELS - SOME ADVANCES IN NONLINEAR AND ADAPTIVE MODELING IN TIME-SERIES ANALYSIS - COMMENT

IF2.7

2006-11-06

OAAI

ESPASA, A; PENA, D