Daniel Peña : Citation Profile

Are you Daniel Peña?

Universidad Carlos III de Madrid (50% share)
Universidad Carlos III de Madrid (50% share)

11

H index

14

i10 index

404

Citations

RESEARCH PRODUCTION:

47

Articles

84

Papers

RESEARCH ACTIVITY:

   36 years (1980 - 2016). See details.
   Cites by year: 11
   Journals where Daniel Peña has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 33 (7.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe884
   Updated: 2020-08-09    RAS profile: 2019-03-03    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Peña.

Is cited by:

Darné, Olivier (34)

CHARLES, Amelie (19)

Ruiz, Esther (16)

Veiga, Helena (15)

Caiado, Jorge (14)

Crato, Nuno (12)

Ferrara, Laurent (11)

Loperfido, Nicola (9)

Manera, Matteo (6)

Rodríguez Caballero, Carlos (6)

Maharaj, Elizabeth (6)

Cites to:

Engle, Robert (22)

Bollerslev, Tim (20)

Lippi, Marco (10)

Granger, Clive (10)

Hallin, Marc (9)

Forni, Mario (8)

Harvey, Andrew (8)

Diebold, Francis (8)

Zellner, Arnold (7)

Ruiz, Esther (7)

Sentana, Enrique (7)

Main data

Where Daniel Peña has published?

Journals with more than one article published# docs
Statistics & Probability Letters6
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research5
Journal of Time Series Analysis5
Computational Statistics & Data Analysis4
Journal of Business & Economic Statistics4
Journal of the American Statistical Association4
International Journal of Forecasting3
Investigaciones Economicas2
Journal of Multivariate Analysis2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística57
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía9
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)4
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística4
MPRA Paper / University Library of Munich, Germany4

Recent works citing Daniel Peña (2018 and 2017)

YearTitle of citing document
2018Symmetric Regression Model for Temporal Data. (2018). Ja, Francisco. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:5:y:2018:i:2:p:44-45.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024.

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2018New Proposals of a Stress Measure in a Capital and its Robust Estimator. (2018). Rydlewski, Jerzy P ; Mielczarek, Dominik ; Kosiorowski, Daniel ; Klecha, Tadeusz. In: Papers. RePEc:arx:papers:1802.03756.

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2020Multivariate Circulant Singular Spectrum Analysis. (2020). Senra, Eva ; Poncela, Pilar. In: Papers. RePEc:arx:papers:2007.07561.

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2018On the Measure of Private Rental Market Regulation Index and its Effect on Housing Rents: Cross Country Evidence. (2018). Weber, Jan Philip ; Lee, Gabriel. In: Beiträge zur Immobilienwirtschaft. RePEc:bay:birebs:21.

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2019Inflation interdependence in advanced economies. (2019). Gómez-Loscos, Ana ; Gadea, María ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1920.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2018Retropolating some relevant series of Mexicos System of National Accounts at constant prices: The case of Mexico Citys GDP. (2018). Corona, Francisco ; Guerrero, Victor M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:495-519.

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2019The accuracy of asymmetric GARCH model estimation. (2019). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:cii:cepiie:2019-q1-157-11.

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2017Electricity prices forecasting by averaging dynamic factor models. (2017). Garcia-Martos, Carolina ; Bastos, Guadalupe ; Alonso, Andres Modesto . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24028.

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2017BIAS correction for dynamic factor models. (2017). Bastos, Guadalupe ; Garcia-Martos, Carolina ; Alonso, Andres Modesto . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24029.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2017Optimal Dimension Reduction for High-dimensional and Functional Time Series. (2017). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260201.

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2017Robust and efficient estimation of multivariate scatter and location. (2017). Yohai, Victor J ; Maronna, Ricardo A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:64-75.

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2017Robust estimators under a functional common principal components model. (2017). Bali, Juan Lucas ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:424-440.

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2018Skewness-based projection pursuit: A computational approach. (2018). Loperfido, Nicola . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:120:y:2018:i:c:p:42-57.

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2019Robust depth-based estimation of the functional autoregressive model. (2019). Martinez-Hernandez, Israel ; Gonzalez-Farias, Graciela ; Genton, Marc G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:66-79.

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2019Fast computation of robust subspace estimators. (2019). van Aelst, Stefan ; Cevallos-Valdiviezo, Holger. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:171-185.

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2019Moving block bootstrapping for a CUSUM test for correlation change. (2019). Shin, Dong Wan ; Choi, Ji-Eun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:135:y:2019:i:c:p:95-106.

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2020Model-free two-sample test for network-valued data. (2020). Vantini, Simone ; Stamm, Aymeric ; Pini, Alessia ; Lovato, Ilenia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302518.

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2018A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. (2018). Bao, Te ; Li, Hao ; Diks, Cees. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:611-621.

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2020A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:35-52.

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2018Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2019Leverage effect in energy futures revisited. (2019). Carnero, M. Angeles ; Perez, Ana. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252.

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2017Renewable energy, coal as a baseload power source, and greenhouse gas emissions: Evidence from U.S. state-level data. (2017). Squalli, Jay. In: Energy. RePEc:eee:energy:v:127:y:2017:i:c:p:479-488.

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2018Portfolio management with targeted constant market volatility. (2018). Doan, Bao ; Sherris, Michael ; Reeves, Jonathan J ; Papageorgiou, Nicolas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:134-147.

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2019Forecasting Bitcoin risk measures: A robust approach. (2019). Trucíos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847.

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2019Detecting underestimates of risk in VaR models. (2019). Thiele, Stephen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:12-20.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2019The spatial sign covariance operator: Asymptotic results and applications. (2019). Sued, Mariela ; Rodriguez, Daniel A ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:115-128.

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2019High-dimensional functional time series forecasting: An application to age-specific mortality rates. (2019). Shang, Han Lin ; Yang, Yanrong ; Gao, Yuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243.

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2019Robust sieve estimators for functional canonical correlation analysis. (2019). Kudraszow, Nadia ; Boente, Graciela ; Alvarez, Agustin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:46-62.

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2019A generalized spatial sign covariance matrix. (2019). Rousseeuw, Peter ; Raymaekers, Jakob. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:94-111.

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2019A new method to compare the spectral densities of two independent periodically correlated time series. (2019). Roohi, Reza ; Heydari, Mohammad Hossein ; Mahmoudi, Mohammad Reza. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:160:y:2019:i:c:p:103-110.

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2019Modeling study of knowledge diffusion in scientific collaboration networks based on differential dynamics: A case study in graphene field. (2019). Yuan, Guoting ; Xu, Haiyun ; Yue, Zenghui ; Pang, Hongshen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:375-391.

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2019Consistency of generalized dynamic principal components in dynamic factor models. (2019). Smucler, Ezequiel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:7.

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2018Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model. (2018). Bertsch, Valentin ; Parnell, Andrew C ; Sweeney, Conor ; Devine, Mel. In: Papers. RePEc:esr:wpaper:wp585.

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2018On the robustness of the principal volatility components. (2018). Valls Pereira, Pedro ; Hotta, Luiz ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:474.

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2020Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM. (2020). Ucan, Yasemen ; Bayazit, Nilgun Guler ; Bildirici, Melike. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2980-:d:369469.

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2020Time Series Clustering of Electricity Demand for Industrial Areas on Smart Grid. (2020). Kim, Sahm ; Son, Heung-Gu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2377-:d:355978.

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2020Copula Model Selection for Vehicle Component Failures Based on Warranty Claims. (2020). Shemyakin, Arkady ; Kumerow, John ; Wifvat, Kathryn. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:56-:d:365720.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757081.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2018Forecasting and risk management in the Vietnam Stock Exchange. (2018). Darné, Olivier ; Ha, Manh. In: Working Papers. RePEc:hal:wpaper:halshs-01679456.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

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2018Simulation Study on Clustering Approaches for Short-Term Electricity Forecasting. (2018). Zbkowski, Tomasz ; Gajowniczek, Krzysztof. In: Complexity. RePEc:hin:complx:3683969.

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2018Outliers and misleading leverage effect in asymmetric GARCH-type models. (2018). Carnero, M. Angeles ; Espartero, Ana Perez. In: Working Papers. Serie AD. RePEc:ivi:wpasad:2018-01.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2018An innovative risk management methodology for trading equity indices based on change points. (2018). Gosmann, Josua ; Ziggel, Daniel. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0062-7.

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2018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

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2018The Log-GARCH Model via ARMA Representations. (2018). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:100386.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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2019Clustering via finite nonparametric ICA mixture models. (2019). Zhu, Xiaotian ; Hunter, David R. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0338-x.

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2020A fragmented-periodogram approach for clustering big data time series. (2020). Crato, Nuno ; Caiado, Jorge ; Poncela, Pilar. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:1:d:10.1007_s11634-019-00365-8.

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2019M-based simultaneous inference for the mean function of functional data. (2019). Billor, Nedret ; Cao, Guanqun ; Lima, Italo R. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0656-y.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2018Clustering of short time-course gene expression data with dissimilar replicates. (2018). Cinar, Ozan ; Iyigun, Cem ; Ilk, Ozlem . In: Annals of Operations Research. RePEc:spr:annopr:v:263:y:2018:i:1:d:10.1007_s10479-017-2583-3.

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2018The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure. (2018). Euan, Carolina ; Ortega, Joaquin ; Ombao, Hernando. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:1:d:10.1007_s00357-018-9250-5.

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2018Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States. (2018). Gao, XU ; Ombao, Hernando ; Shahbaba, Babak. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:3:d:10.1007_s00357-018-9268-8.

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2018Nonlinear Time Series Clustering Based on Kolmogorov-Smirnov 2D Statistic. (2018). Zhang, Beibei ; Chen, Rong. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:3:d:10.1007_s00357-018-9271-0.

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2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

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2017Estimation of the Parameters of a Selected Multivariate Population. (2017). Amini, Morteza ; Nematollahi, Nader . In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:79:y:2017:i:1:d:10.1007_s13171-016-0093-z.

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2018Optimal dimension reduction for high-dimensional and functional time series. (2018). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1.

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2019Life Expectancy Index: Age Structure of Population and Environment Evolution. (2019). Cosculluela Martínez, Carolina ; G. J. D. Hewings, ; Ibar-Alonso, R ; Cosculluela-Martinez, C. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:142:y:2019:i:2:d:10.1007_s11205-018-1967-3.

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2019Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions. (2019). Najarzadeh, Dariush . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:4:d:10.1007_s10260-019-00456-y.

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2017Dynamic tail dependence clustering of financial time series. (2017). de Luca, Giovanni ; Zuccolotto, Paola . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0718-7.

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2017Periodically correlated modeling by means of the periodograms asymptotic distributions. (2017). Nematollahi, A R ; Mahmoudi, M R ; Soltani, A R. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0748-9.

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2019Correcting outliers in GARCH models: a weighted forward approach. (2019). Grossi, Luigi ; Crosato, Lisa. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:6:d:10.1007_s00362-017-0903-y.

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2017Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

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2017Fast estimation of the median covariation matrix with application to online robust principal components analysis. (2017). Cardot, Herve ; Godichon-Baggioni, Antoine . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-016-0519-x.

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2017A Novel Multi-Scalar Drought Index for Monitoring Drought: the Standardized Precipitation Temperature Index. (2017). Ali, Zuliqar ; Shamsuddin, Sadaf ; Hussain, Tajammal ; Moemen, Mitwali Abd-El ; Nazir, Hafiza Mamona ; Faisal, Muhammad. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:31:y:2017:i:15:d:10.1007_s11269-017-1788-1.

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2019Analyzing the Impact of Impervious Area Disconnection on Urban Runoff Control Using an Analytical Probabilistic Model. (2019). Wang, Jun ; Guo, Yiping ; Zhang, Shouhong. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:33:y:2019:i:5:d:10.1007_s11269-019-02211-0.

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2017A nonparametric test for a constant correlation matrix. (2017). Wied, Dominik. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:10:p:1157-1172.

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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

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Works by Daniel Peña:

YearTitleTypeCited
1996Missing Observations and Additive Outliers in Time Series Models. In: Working Papers.
[Citation analysis]		paper3
1992Missing observations and additive outliers in time series models.(1992) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2005Multifold Predictive Validation in ARMAX Time Series Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2006Outlier Detection in Multivariate Time Series by Projection Pursuit In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article14
2001Cluster Identification Using Projections In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2002A Powerful Portmanteau Test of Lack of Fit for Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article12
2000A powerful portmanteau test of lack of fit for time series.(2000) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
1998The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
1998Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1997Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1984Robust Methods of Building Regression Models-An Application to the Housing Sector. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
1990Influential Observations in Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article11
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