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Publications

by members of

Instituto Flores de Lemus
Universidad Carlos III de Madrid
Madrid, Spain

(Flores de Lemus Institute, Carlos III University of Madrid)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Peña, Daniel & Prieto, Francisco J. & Rendón, Carolina, 2014. "Independent components techniques based on kurtosis for functional data analysis," DES - Working Papers. Statistics and Econometrics. WS ws141006, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Álvarez, Adolfo & Peña, Daniel, 2014. "Recombining partitions from multivariate data: a clustering method on Bayes factors," DES - Working Papers. Statistics and Econometrics. WS ws140804, Universidad Carlos III de Madrid. Departamento de Estadística.

2013

  1. Álvarez, Adolfo & Peña, Daniel, 2013. "Recombining partitions via unimodality tests," DES - Working Papers. Statistics and Econometrics. WS ws130706, Universidad Carlos III de Madrid. Departamento de Estadística.

2011

  1. García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel, 2011. "Exploring ICA for time series decomposition," DES - Working Papers. Statistics and Econometrics. WS ws111611, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Pérez, Betsabé & Peña, Daniel & Molina, Isabel, 2011. "Robust Henderson III estimators of variance components in the nested error model," DES - Working Papers. Statistics and Econometrics. WS ws114332, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Bermejo Mancera, Miguel Ángel & Peña, Daniel & Sánchez, Ismael, 2011. "Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica," DES - Working Papers. Statistics and Econometrics. WS ws111813, Universidad Carlos III de Madrid. Departamento de Estadística.

2009

  1. Álvarez, Adolfo & Peña, Daniel, 2009. "Recombining dependent data: an Order Statistics," DES - Working Papers. Statistics and Econometrics. WS ws098526, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Bermejo Mancera, Miguel Ángel & Peña, Daniel & Sánchez, Ismael, 2009. "Graphical identification of TAR models," DES - Working Papers. Statistics and Econometrics. WS ws097723, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Molina, Isabel & Peña, Daniel & Pérez, Betsabé, 2009. "Robust estimation in linear regression models with fixed effects," DES - Working Papers. Statistics and Econometrics. WS ws098827, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2009. "Comparison of time series with unequal length in the frequency domain," MPRA Paper 15310, University Library of Munich, Germany.

2008

  1. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Alonso Fernández, Andrés Modesto & Peña, Daniel & Rodríguez, Julio, 2008. "A methodology for population projections: an application to Spain," DES - Working Papers. Statistics and Econometrics. WS ws084512, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel, 2008. "A multivariate generalized independent factor GARCH model with an application to financial stock returns," DES - Working Papers. Statistics and Econometrics. WS ws087528, Universidad Carlos III de Madrid. Departamento de Estadística.

2007

  1. Alonso Fernández Andrés M. & Peña Sánchez de Rivera Daniel & Rodríguez Puerta Julio, 2007. "Proyecciones de demanda de educación en España," Working Papers 201081, Fundacion BBVA / BBVA Foundation.
  2. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
  3. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany.
  4. González, Javier & Peña, Daniel & Romera, Rosario, 2007. "A robust partial least squares method with applications," DES - Working Papers. Statistics and Econometrics. WS ws071304, Universidad Carlos III de Madrid. Departamento de Estadística.

2006

  1. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006. "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper 2075, University Library of Munich, Germany.

2004

  1. Galeano, Pedro & Peña, Daniel, 2004. "Model selection criteria and quadratic discrimination in ARMA and SETAR time series models," DES - Working Papers. Statistics and Econometrics. WS ws041406, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Galeano, Pedro & Peña, Daniel & Tsay, Ruey S., 2004. "Outlier detection in multivariate time series via projection pursuit," DES - Working Papers. Statistics and Econometrics. WS ws044211, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Benito Bonito, Mónica & Peña, Daniel, 2004. "Dimensionality reduction with image data," DES - Working Papers. Statistics and Econometrics. WS ws041003, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Galeano, Pedro & Peña, Daniel, 2004. "Variance changes detection in multivariate time series," DES - Working Papers. Statistics and Econometrics. WS ws041305, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2004. "Spurious And Hidden Volatility," Working Papers. Serie AD 2004-45, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  6. Galeano, Pedro & Peña, Daniel, 2004. "A note on prediction and interpolation errors in time series," DES - Working Papers. Statistics and Econometrics. WS ws042710, Universidad Carlos III de Madrid. Departamento de Estadística.

2003

  1. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2003. "Detecting level shifts in the presence of conditional heteroscedasticity," DES - Working Papers. Statistics and Econometrics. WS ws036313, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Peña, Daniel & Redondas, María Dolores, 2003. "Bayesian curve estimation by model averaging," DES - Working Papers. Statistics and Econometrics. WS ws034410, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Guttman, Irwin & Peña, Daniel & Redondas, María Dolores, 2003. "A bayesian approach for predicting with polynomial regresión of unknown degree," DES - Working Papers. Statistics and Econometrics. WS ws032104, Universidad Carlos III de Madrid. Departamento de Estadística.

2001

  1. Galeano, Pedro & Peña, Daniel, 2001. "Multivariate analysis in vector time series," DES - Working Papers. Statistics and Econometrics. WS ws012415, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Peña, Daniel & Sánchez, Ismael, 2001. "New in-sample prediction errors in time series with applications," DES - Working Papers. Statistics and Econometrics. WS ws011107, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2001. "Is stochastic volatility more flexible than garch?," DES - Working Papers. Statistics and Econometrics. WS ws010805, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2001. "Outliers and conditional autoregressive heteroscedasticity in time series," DES - Working Papers. Statistics and Econometrics. WS ws010704, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan, 2001. "Introducing model uncertainty in time series bootstrap," DES - Working Papers. Statistics and Econometrics. WS ws011409, Universidad Carlos III de Madrid. Departamento de Estadística.

2000

  1. Álvarez Gil, María José & Montes, María J. & Peña, Daniel, 2000. "La investigación internacional en TQM : análisis de tendencias (1994-1999)," DEE - Documentos de Trabajo. Economía de la Empresa. DB 6312, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  2. Peña, Daniel & Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan, 2000. "Forecasting time series with sieve bootstrap," DES - Working Papers. Statistics and Econometrics. WS 9858, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan, 2000. "Resampling time series by missing values techniques," DES - Working Papers. Statistics and Econometrics. WS 9923, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Peña, Daniel & Rodríguez, Julio, 2000. "Descriptive measures of multivariate scatter and linear dependence," DES - Working Papers. Statistics and Econometrics. WS 9960, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Peña, Daniel, 2000. "An interview to George Box," DES - Working Papers. Statistics and Econometrics. WS 9920, Universidad Carlos III de Madrid. Departamento de Estadística.
  7. Peña, Daniel & Rodríguez, Julio, 2000. "A powerful portmanteau test of lack of fit for time series," DES - Working Papers. Statistics and Econometrics. WS 10133, Universidad Carlos III de Madrid. Departamento de Estadística.

1999

  1. Peña, Daniel & Prieto, Francisco J., 1999. "The kurtosis coeficient and the linear discriminant function," DES - Working Papers. Statistics and Econometrics. WS 6358, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Gil, J. A. & Peña, Daniel & Rodriguez, J., 1999. "Trend in statistical research productivity by journal publications over the period 1985-1997," DES - Working Papers. Statistics and Econometrics. WS 6355, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Gil, J. A. & Peña, Daniel & Rodriguez, J., 1999. "Statiscal research in Europe:1985-1997," DES - Working Papers. Statistics and Econometrics. WS 6356, Universidad Carlos III de Madrid. Departamento de Estadística.

1998

  1. Tsay, Ruey S. & Peña, Daniel & Pankratz, Alan E., 1998. "Outliers in multivariate time series," DES - Working Papers. Statistics and Econometrics. WS 6285, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Justel, A. & Peña, Daniel, 1998. "Heterogeneity and model uncertainty in bayesian regression models," DES - Working Papers. Statistics and Econometrics. WS 6260, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Justel, A. & Peña, Daniel & Tsay, Ruey S., 1998. "Detection of outlier patches in autoregressive time series," DES - Working Papers. Statistics and Econometrics. WS 9821, Universidad Carlos III de Madrid. Departamento de Estadística.

1997

  1. Guerrero, Victor M. & Peña, Daniel & Poncela, Pilar, 1997. "Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example," DES - Working Papers. Statistics and Econometrics. WS 6212, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Gómez, Víctor & Maravall, Agustín & Peña, Daniel, 1997. "Missing observations in ARIMA models: skipping strategy versus additive outlier approach," DES - Working Papers. Statistics and Econometrics. WS 10576, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Peña, Daniel, 1997. "La mejora de la calidad en la educación: reflexiones y experiencias," DES - Documentos de Trabajo. Estadística y Econometría. DS 3645, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Sánchez, María Jesús & Peña, Daniel, 1997. "The identification of multiple outliers in arima models," DES - Working Papers. Statistics and Econometrics. WS 6220, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Peña, Daniel & Poncela, Pilar, 1997. "Eigenstructure of nonstationary factor models," DES - Working Papers. Statistics and Econometrics. WS 6224, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Peña, Daniel & Prieto, Francisco J., 1997. "Robust covariance matrix estimation and multivariate outlier detection," DES - Working Papers. Statistics and Econometrics. WS 10497, Universidad Carlos III de Madrid. Departamento de Estadística.

1996

  1. Peña, Daniel, 1996. "Measuring service quality by linear indicators," DES - Working Papers. Statistics and Econometrics. WS 10736, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Peña, Daniel & Poncela, Pilar, 1996. "Pooling information and forecasting with dynamic factor analysis," DES - Working Papers. Statistics and Econometrics. WS 10709, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Peña, Daniel, 1996. "El futuro de los métodos estadísticos," DES - Documentos de Trabajo. Estadística y Econometría. DS 3639, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. JUSTEL, Ana & PEÑA , Daniel, 1996. "Bayesian Unmasking in Linear Models," LIDAM Discussion Papers CORE 1996019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Peña, Daniel & Zamar, Rubén, 1996. "A simple diagnostic tool for local prior sensitivity," DES - Working Papers. Statistics and Econometrics. WS 10486, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Peña, Daniel & Yohai, Víctor J., 1996. "A procedure for robust estimation and diagnostics in regression," DES - Working Papers. Statistics and Econometrics. WS 10710, Universidad Carlos III de Madrid. Departamento de Estadística.

1995

  1. Guerrero, Víctor M. & Peña, Daniel, 1995. "Linear combination of information in time series analysis," DES - Working Papers. Statistics and Econometrics. WS 10340, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Sánchez, Ismael & Peña, Daniel, 1995. "Properties of predictors in overdifferenced nearly nonstationary autoregression," DES - Working Papers. Statistics and Econometrics. WS 10347, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Peña, Daniel & Ruiz-Castillo, Javier, 1995. "Inflation and inequality bias in the presence of bulk purchases for food and drinks," DES - Working Papers. Statistics and Econometrics. WS 4514, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Justel, Ana & Peña, Daniel, 1995. "Gibbs sampling will fail in outlier problems with strong masking," DES - Working Papers. Statistics and Econometrics. WS 4203, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Peña, Daniel, 1995. "Experiencias de mejora de la calidad en la universidad," DES - Documentos de Trabajo. Estadística y Econometría. DS 10881, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Peña, Daniel, 1995. "Combining information in statistical modelling," DES - Working Papers. Statistics and Econometrics. WS 4516, Universidad Carlos III de Madrid. Departamento de Estadística.

1994

  1. Justel, Ana & Peña, Daniel & Sánchez, María Jesús, 1994. "Grupos atípicos en modelos econométricos," DES - Documentos de Trabajo. Estadística y Econometría. DS 10755, Universidad Carlos III de Madrid. Departamento de Estadística.

1993

  1. Peña, Daniel & Zamar, Rubén, 1993. "On bayesian robustness: an asymptotic approach," DES - Working Papers. Statistics and Econometrics. WS 3736, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Peña, Daniel, 1993. "Forecasting growth with time series models," DES - Working Papers. Statistics and Econometrics. WS 3740, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Gómez, Víctor & Maravall, Agustín & Peña, Daniel, 1993. "Computing missing values in time series," DES - Working Papers. Statistics and Econometrics. WS 3737, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Escribano, Álvaro & Peña, Daniel, 1993. "Cointegration and common factors," DES - Working Papers. Statistics and Econometrics. WS 3680, Universidad Carlos III de Madrid. Departamento de Estadística.

1992

  1. Maravall, Agustín & Peña, Daniel, 1992. "Missing observations and additive outliers in time series models," UC3M Working papers. Economics 2888, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Peña, Daniel, 1992. "Reflexiones sobre la enseñanza experimental de la estadística," DE - Documentos de Trabajo. Economía. DE 3009, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Peña, Daniel & Guttman, Irwin, 1992. "Comparing probabilistic methods for outlier detection," UC3M Working papers. Economics 2841, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Guttman, Irwin & Peña, Daniel, 1992. "A Bayesian look at diagnostics in the univariate linear model," UC3M Working papers. Economics 2831, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Juan, Jesús & Peña, Daniel, 1992. "A simple method to identify significant effects in unreplicated two-level factorial designs," UC3M Working papers. Economics 2818, Universidad Carlos III de Madrid. Departamento de Economía.

1991

  1. Peña, Daniel & Yohai, Víctor J., 1991. "The detection of influential subsets in linear regression using an influence matrix," UC3M Working papers. Economics 2798, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Peña, Daniel & Tiao, George C., 1991. "Bayesian outliers functions for linear models," UC3M Working papers. Economics 5816, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Peña, Daniel & Tiao, George C., 1991. "A Note on likelihood estimation of missing values in time series," UC3M Working papers. Economics 2748, Universidad Carlos III de Madrid. Departamento de Economía.

1990

  1. Peña, Daniel, 1990. "Measuring influence in dynamic regression models," UC3M Working papers. Economics 2768, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Peña, Daniel & Maravall, Agustín, 1990. "Interpolation, outliers and inverse autocorrelations," UC3M Working papers. Economics 2770, Universidad Carlos III de Madrid. Departamento de Economía.

Journal articles

2016

  1. Daniel Peña & Victor J. Yohai, 2016. "Generalized Dynamic Principal Components," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1121-1131, July.

2012

  1. Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther, 2012. "Estimating GARCH volatility in the presence of outliers," Economics Letters, Elsevier, vol. 114(1), pages 86-90.
  2. García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel, 2012. "A conditionally heteroskedastic independent factor model with an application to financial stock returns," International Journal of Forecasting, Elsevier, vol. 28(1), pages 70-93.

2011

  1. Miguel Ángel Bermejo & Daniel Peña & Ismael Sánchez, 2011. "Identification of TAR models using recursive estimation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(1), pages 31-50, January.
  2. E. Silva & V. M. Guerrero & D. Peña, 2011. "Temporal disaggregation and restricted forecasting of multiple population time series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 799-815, January.

2010

  1. Peña, Daniel & Prieto, Francisco J. & Viladomat, Júlia, 2010. "Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1995-2007, October.

2009

  1. Daniel Peña, 2009. "Dimension reduction in time series and the dynamic factor model," Biometrika, Biometrika Trust, vol. 96(2), pages 494-496.

2007

  1. Daniel Peña & Ismael Sánchez, 2007. "Measuring the Advantages of Multivariate vs. Univariate Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 886-909, November.
  2. Galeano, Pedro & Peña, Daniel, 2007. "On the connection between model selection criteria and quadratic discrimination in ARMA time series models," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 896-900, May.
  3. Benito, Monica & Pena, Daniel, 2007. "Detecting defects with image data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6395-6403, August.
  4. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2007. "Effects of outliers on the identification and estimation of GARCH models," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 471-497, July.

2006

  1. Galeano, Pedro & Pena, Daniel & Tsay, Ruey S., 2006. "Outlier Detection in Multivariate Time Series by Projection Pursuit," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 654-669, June.
  2. Andrés Alonso & Daniel Peña & Juan Romo, 2006. "Introducing model uncertainty by moving blocks bootstrap," Statistical Papers, Springer, vol. 47(2), pages 167-179, March.
  3. Pena, Daniel & Redondas, Dolores, 2006. "Bayesian curve estimation by model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 688-709, February.
  4. Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006. "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2668-2684, June.

2005

  1. Daniel Pena & Ismael Sanchez, 2005. "Multifold Predictive Validation in ARMAX Time Series Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 135-146, March.
  2. Pena, Daniel & Rodriguez, Julio, 2005. "Detecting nonlinearity in time series by model selection criteria," International Journal of Forecasting, Elsevier, vol. 21(4), pages 731-748.
  3. Galeano, Pedro & Peña, Daniel, 2005. "A note on prediction and interpolation errors in time series," Statistics & Probability Letters, Elsevier, vol. 73(1), pages 71-78, June.

2004

  1. Pena, Daniel & Poncela, Pilar, 2004. "Forecasting with nonstationary dynamic factor models," Journal of Econometrics, Elsevier, vol. 119(2), pages 291-321, April.

2003

  1. Alonso, Andrés M. & Peña, Daniel & Romo, Juan, 2003. "On sieve bootstrap prediction intervals," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 13-20, October.
  2. Andrés Alonso & Daniel Peña & Juan Romo, 2003. "Resampling time series using missing values techniques," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 765-796, December.
  3. Peña, Daniel & Rodríguez, Julio, 2003. "Descriptive measures of multivariate scatter and linear dependence," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 361-374, May.

2002

  1. Pena D. & Rodriguez J., 2002. "A Powerful Portmanteau Test of Lack of Fit for Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 601-610, June.

2001

  1. Ismael Sanchez & Daniel Pena, 2001. "Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(1), pages 45-66, January.
  2. Pena, Daniel, 2001. "George Box: An interview with the International Journal of Forecasting," International Journal of Forecasting, Elsevier, vol. 17(1), pages 1-9.
  3. Justel, Ana & Pena, Daniel, 2001. "Bayesian unmasking in linear models," Computational Statistics & Data Analysis, Elsevier, vol. 36(1), pages 69-84, March.
  4. Pena D. & Prieto F.J., 2001. "Cluster Identification Using Projections," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1433-1445, December.

2000

  1. Peña, Daniel & Prieto, Francisco J., 2000. "The kurtosis coefficient and the linear discriminant function," Statistics & Probability Letters, Elsevier, vol. 49(3), pages 257-261, September.
  2. Juan Gil & Daniel Peña & Julio Rodríguez, 2000. "Statistical research in Europe: 1985–1997," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 255-281, June.
  3. Peña, Daniel, 2000. "Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 18(3), pages 687-690, December.

1999

  1. N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 1-73, June.

1998

  1. Guerrero, Victor M & Pena, Daniel & Poncela, Pilar, 1998. "Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 489-497, October.
  2. Gomez, Victor & Maravall, Agustin & Pena, Daniel, 1998. "Missing observations in ARIMA models: Skipping approach versus additive outlier approach," Journal of Econometrics, Elsevier, vol. 88(2), pages 341-363, November.
  3. Pena, Daniel & Ruiz-Castillo, Javier, 1998. "The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 292-303, July.
  4. Nozer Singpurwalla & G. Box & D. Cox & D. Dey & A. Fries & J. Ghosh & M. Gómez-Villegas & T. Irony & W. Kliemann & S. Kotz & D. Lindley & M. McGrath & D. Peña & N. Singpurwalla, 1998. "The stochastic control of process capability indices," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 1-74, June.

1997

  1. Justel, Ana & Peña, Daniel & Zamar, Rubén, 1997. "A multivariate Kolmogorov-Smirnov test of goodness of fit," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 251-259, October.
  2. Peña, Daniel & Zamar, Ruben, 1997. "A simple diagnostic tool for local prior sensitivity," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 205-212, December.

1996

  1. George Casella & Juan Ferrándiz & Daniel Peña & David Insua & José Bernardo & P. García-López & A. González & J. Berger & A. Dawid & Thomas Diciccio & Martin Wells & Paul Gustafson & Larry Wasserman &, 1996. "Statistical inference and Monte Carlo algorithms," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(2), pages 249-344, December.

1994

  1. Alvaro Escribano & Daniel Peña, 1994. "Cointegration And Common Factors," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(6), pages 577-586, November.

1993

  1. Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler, 1993. "Several Bayesians: A review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 1-32, December.

1990

  1. Antoni Espasa & Daniel Peña, 1990. "Los modelos Arima, el estado de equilibrio en variables económicas y su estimación," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 191-211, May.
  2. Pena, Daniel, 1990. "Influential Observations in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 235-241, April.

1987

  1. Daniel Peña, 1987. "Observaciones influyentes en modelos econométricos," Investigaciones Economicas, Fundación SEPI, vol. 11(1), pages 3-24, January.

1984

  1. Pena, Daniel & Ruiz-Castillo, Javier, 1984. "Distributional aspects of public rental housing and rent control policies in Spain," Journal of Urban Economics, Elsevier, vol. 15(3), pages 350-370, May.
  2. Pena, Daniel & Ruiz-Castillo, Javier, 1984. "Robust Methods of Building Regression Models-An Application to the Housing Sector," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 10-20, January.
  3. Daniel Peña, 1984. "The Autocorrelation Function Of Seasonal Arma Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 5(4), pages 269-272, July.

1980

  1. DANIEL PEÑA & Professor JOSÉ SUMPSI, 1980. "The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 7(3), pages 267-288.

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