Pilar Poncela

Available identifiers

Publication	Date of Publication	Type
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models	2023-09-12	Paper
Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components	2023-01-23	Paper
Seasonality in COVID-19 times	2022-04-14	Paper
Global vs sectoral factors and the impact of the financialization in commodity price changes	2021-04-08	Paper
A fragmented-periodogram approach for clustering big data time series	2020-05-27	Paper
The Effects of Disaggregation on Forecasting Nonstationary Time Series	2018-10-12	Paper
Choosing a dynamic common factor as a coincident index	2016-02-01	Paper
Choosing a dynamic common factor as a coincident index	2015-12-30	Paper
Forecasting with nonstationary dynamic factor models	2014-03-07	Paper
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms	2014-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q5308664	2007-09-28	Paper
Nonstationary dynamic factor analysis	2006-05-29	Paper
Data graduation based on statistical time series methods	2002-03-26	Paper

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