| Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities C García-Martos, J Rodríguez, MJ Sánchez Applied Energy 101, 363-375, 2013 | 199 | 2013 |
| Mixed models for short-run forecasting of electricity prices: Application for the Spanish market C García-Martos, J Rodríguez, MJ Sanchez IEEE Transactions on Power Systems 22 (2), 544-552, 2007 | 176 | 2007 |
| A powerful portmanteau test of lack of fit for time series D Peña, J Rodríguez Journal of the American Statistical Association 97 (458), 601-610, 2002 | 166 | 2002 |
| Descriptive measures of multivariate scatter and linear dependence D Peña, J Rodrı́guez Journal of Multivariate Analysis 85 (2), 361-374, 2003 | 118 | 2003 |
| The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series D Peña, J Rodríguez Journal of Statistical Planning and Inference 136 (8), 2706-2718, 2006 | 99 | 2006 |
| Forecast combination through dimension reduction techniques P Poncela, J Rodríguez, R Sánchez-Mangas, E Senra International Journal of Forecasting 27 (2), 224-237, 2011 | 80 | 2011 |
| Seasonal dynamic factor analysis and bootstrap inference: application to electricity market forecasting AM Alonso, C García-Martos, J Rodríguez, M Jesús Sánchez Technometrics 53 (2), 137-151, 2011 | 70 | 2011 |
| Forecasting electricity prices and their volatilities using Unobserved Components C García-Martos, J Rodríguez, MJ Sánchez Energy Economics 33 (6), 1227-1239, 2011 | 65 | 2011 |
| Forecasting electricity prices by extracting dynamic common factors: application to the Iberian market C Garcıa-Martos, J Rodrıguez, MJ Sánchez IET Generation, Transmission & Distribution 6 (1), 11-20, 2012 | 62 | 2012 |
| A Study of Industry Evolution in the Face of Major Environmental Disturbances: Group and Firm Strategic Behaviour of Spanish Banks, 1983–1997* JÁ Zúñiga‐Vicente, JM De La Fuente‐Sabaté, J Rodríguez‐Puerta British Journal of Management 15 (3), 219-245, 2004 | 59 | 2004 |
| Sparse partial least squares in time series for macroeconomic forecasting J Fuentes, P Poncela, J Rodríguez Journal of Applied Econometrics 30 (4), 576-595, 2015 | 56 | 2015 |
| Detecting nonlinearity in time series by model selection criteria D Peña, J Rodriguez International Journal of Forecasting 21 (4), 731-748, 2005 | 49 | 2005 |
| A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities J Rodriguez, E Ruiz Statistica Sinica 15, 505-526, 2005 | 34 | 2005 |
| Identifying mixtures of regression equations by the SAR procedure D Peña, J Rodríguez, GC Tiao Bayesian statistics 7, 327-347, 2003 | 15 | 2003 |
| Do stable strategic time periods exist? Towards new methodological and theoretical insights JM Fuente‐Sabaté, J Rodríguez‐Puerta, JD Vicente‐Lorente, ... Managerial and Decision Economics 28 (3), 171-180, 2007 | 14 | 2007 |
| Proyecciones de la población española AM Alonso, D Pena, J Rodríguez Documento de trabajo, 2005 | 11 | 2005 |
| A methodology for population projections: an application to Spain AM Alonso, D Peña, J Rodríguez | 7 | 2008 |
| Statistical research in Europe: 1985–1997 JA Gil, D Peña, J Rodríguez Test 9 (1), 255-281, 2000 | 6 | 2000 |
| Unobserved Component Model for Forecasting Electricity Prices and Their Volatilities C García-Martos, J Rodríguez, MJ Sánchez Working Paper, Universidad Politécnica de Madrid, 1-31, 2010 | 5 | 2010 |
| A General Partition Cluster Algorithm D Pena, J Rodríguez, GC Tiao COMPSTAT 2004—Proceedings in Computational Statistics: 16th Symposium Held …, 2004 | 3 | 2004 |
DANIEL PEÑAUniversidad Carlos III de Madrid, Spain在 est-econ.uc3m.es 的电子邮件经过验证
