Concepedia
Statistics
Publications
32
Citations
1.3K
H-Index
21
Active since
2002
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
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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