The following pages link to Pilar Poncela (Q188548):
Displaying 13 items.
- Choosing a dynamic common factor as a coincident index (Q143760) (← links)
- (Q588071) (redirect page) (← links)
- Seasonality in COVID-19 times (Q2126152) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Global vs sectoral factors and the impact of the financialization in commodity price changes (Q2661827) (← links)
- The Effects of Disaggregation on Forecasting Nonstationary Time Series (Q4687509) (← links)
- (Q5308664) (← links)
- Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms (Q5397082) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Data graduation based on statistical time series methods (Q5937062) (← links)
- Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
