关注
Julio Rodriguez Puerta
Julio Rodriguez Puerta
Profesor de Econometria del departamento de Análisis Económico: Economia Cuantitativa de la UAM
在 uam.es 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
1992013
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
1762007
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
1662002
Descriptive measures of multivariate scatter and linear dependence
D Peña, J Rodrı́guez
Journal of Multivariate Analysis 85 (2), 361-374, 2003
1182003
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
992006
Forecast combination through dimension reduction techniques
P Poncela, J Rodríguez, R Sánchez-Mangas, E Senra
International Journal of Forecasting 27 (2), 224-237, 2011
802011
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
702011
Forecasting electricity prices and their volatilities using Unobserved Components
C García-Martos, J Rodríguez, MJ Sánchez
Energy Economics 33 (6), 1227-1239, 2011
652011
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
622012
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
592004
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
562015
Detecting nonlinearity in time series by model selection criteria
D Peña, J Rodriguez
International Journal of Forecasting 21 (4), 731-748, 2005
492005
A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities
J Rodriguez, E Ruiz
Statistica Sinica 15, 505-526, 2005
342005
Identifying mixtures of regression equations by the SAR procedure
D Peña, J Rodríguez, GC Tiao
Bayesian statistics 7, 327-347, 2003
152003
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
142007
Proyecciones de la población española
AM Alonso, D Pena, J Rodríguez
Documento de trabajo, 2005
112005
A methodology for population projections: an application to Spain
AM Alonso, D Peña, J Rodríguez
72008
Statistical research in Europe: 1985–1997
JA Gil, D Peña, J Rodríguez
Test 9 (1), 255-281, 2000
62000
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
52010
A General Partition Cluster Algorithm
D Pena, J Rodríguez, GC Tiao
COMPSTAT 2004—Proceedings in Computational Statistics: 16th Symposium Held …, 2004
32004
系统目前无法执行此操作,请稍后再试。
文章 1–20