Concepedia

Pilar Poncela

PP

32

Publications

1.3K

Citations

21

H-Index

2002

Active since

Affiliations

Universidad Autónoma de Madrid(Current)

Universidad Carlos III de Madrid

Universidad de Alcalá

Joint Research Centre

Bank of Spain

Pilar Poncela is an author at Universidad Autónoma de Madrid specializing in forecasting, statistics, and engineering.

Top concepts

ForecastingStatisticsEngineeringBusinessEconomicsEconometricsPredictive AnalyticsEconomic AnalysisMacroeconomicsFinance

Publications per year

2002–2023

32

Publications

32

Nonstationary dynamic factor analysis

Daniel Peña, Pilar Poncela · Journal of Statistical Planning and Inference · 2004 · 167 citations

Parallel Analysis, Engineering, Dynamic Analysis +4

Markov-Switching Dynamic Factor Models in Real Time

Máximo Camacho, Gabriel Pérez‐Quirós, Pilar Poncela · SSRN Electronic Journal · 2012 · 99 citations · Full text

Stochastic Hybrid System, Hidden Markov Model, Markov Kernel +2

Forecasting with nonstationary dynamic factor models

Daniel Peña, Pilar Poncela · Journal of Econometrics · 2003 · 94 citations

Forecasting Methodology, Economics, Economic Forecasting +6

Forecast combination through dimension reduction techniques

Pilar Poncela, Julio Rodríguez, Rocío Sánchez-Mangas et al. · International Journal of Forecasting · 2010 · 65 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +4

Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms

Máximo Camacho, Gabriel Pérez‐Quirós, Pilar Poncela · SSRN Electronic Journal · 2013 · 63 citations · Full text

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