Pilar Poncela

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models Economics Letters	2023-09-12	Paper
Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components Foundations and Trends® in Econometrics	2023-01-23	Paper
Seasonality in COVID-19 times Economics Letters	2022-04-14	Paper
Global vs sectoral factors and the impact of the financialization in commodity price changes Open Economies Review	2021-04-08	Paper
A fragmented-periodogram approach for clustering big data time series Advances in Data Analysis and Classification. ADAC	2020-05-27	Paper
The effects of disaggregation on forecasting nonstationary time series Journal of Forecasting	2018-10-12	Paper
Choosing a dynamic common factor as a coincident index Statistics & Probability Letters	2016-02-01	Paper
Choosing a dynamic common factor as a coincident index Statistics & Probability Letters	2015-12-30	Paper
Forecasting with nonstationary dynamic factor models Journal of Econometrics	2014-03-07	Paper
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms Foundations and Trends® in Econometrics	2014-02-19	Paper
scientific article; zbMATH DE number 5196687 (Why is no real title available?)	2007-09-28	Paper
Nonstationary dynamic factor analysis Journal of Statistical Planning and Inference	2006-05-29	Paper
Data graduation based on statistical time series methods Statistics & Probability Letters	2002-03-26	Paper

Research outcomes over time

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