- Portada
- Personal
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- Research by areas
- Forecasting and Econometric methodology
Forecasting and Econometric methodology
- Parameter estimation error in tests of predictive performance of non-nested models under discrete loss functions, with Francisco J. Eransus, 2013
- "Too much testing, poor testing: a review essay of research in empirical economics", manuscript. Presentation
- Datos y Modelos en el Análisis de Política Macroeconómica, Discurso de ingreso en la Real Academia de Ciencias Políticas y Morales, leído el dia 10 de noviembre de 2009
- Las interrelaciones entre investigación y docencia en economía aplicada, e-publica, revista electrónica: http://www.unizar.es/e-publica/, 2009
- A comment on : “Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination,” (paper writtenby T. Terasvirta et al.), International Journal of Forecasting, 21, 4 (2005), 775-780.
- "Cointegration, error correction models and forecasting: The UK demand for money", Journal of Forecasting, 1998, with A. García Ferrer, 17, pp. 125-145.
- "Forecasting with periodic models", International Journal of Forecasting, 1997, with R. Flores, 13, pp. 393-405.
- "A General Test for Univariate Seasonality", Journal of Time Series Analysis, 1997, with R. Flores, 18, pp. 209-49.
- "Recursive Identification, Estimation and Forecasting of Nonstationary Time Series with Applications to GNP International Data", 1996, with Garcia-Ferrer, A., del Hoyo, J., and Young, P.C., inBayesian Analysis in Statistics and Econometrics: Essays in Honour of Arnold Zellner, New York, John Wiley.