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Daniel Peña

Global rank #6454 92%

Institution: Universidad Carlos III de Madrid

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://halweb.uc3m.es/esp/Personal/personas/dpena/dpenaweb.html

First Publication: 1984

Most Recent: 2023

RePEc ID: ppe884 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.34 0.00 1.68
Last 10 Years 0.00 0.67 5.03 0.00 6.70
All Time 0.00 3.35 8.71 0.00 16.09

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 13.46

Publications (15)

Year Article Journal Tier Authors
2023 What drives industrial energy prices? Economic Modeling C 3
2022 Comment on “Factor Models for High-Dimensional Tensor Time Series” Journal of the American Statistical Association B 1
2021 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial International Journal of Forecasting B 3
2021 Sparse estimation of dynamic principal components for forecasting high-dimensional time series International Journal of Forecasting B 3
2020 A robust procedure to build dynamic factor models with cluster structure Journal of Econometrics A 3
2020 Agustín Maravall: An interview with the International Journal of Forecasting International Journal of Forecasting B 1
2019 Forecasting Multiple Time Series With One-Sided Dynamic Principal Components Journal of the American Statistical Association B 3
2016 Generalized Dynamic Principal Components Journal of the American Statistical Association B 2
2012 Estimating GARCH volatility in the presence of outliers Economics Letters C 3
2012 A conditionally heteroskedastic independent factor model with an application to financial stock returns International Journal of Forecasting B 3
2005 Detecting nonlinearity in time series by model selection criteria International Journal of Forecasting B 2
2004 Forecasting with nonstationary dynamic factor models Journal of Econometrics A 2
2001 George Box: An interview with the International Journal of Forecasting International Journal of Forecasting B 1
1998 Missing observations in ARIMA models: Skipping approach versus additive outlier approach Journal of Econometrics A 3
1984 Distributional aspects of public rental housing and rent control policies in Spain Journal of Urban Economics A 2