Alejandro Rodríguez

Bootstrap prediction intervals in state–space models

Alejandro Rodríguez, Esther Ruiz · Journal of Time Series Analysis · 2009 · 68 citations · Full text

Forecasting Methodology, Probabilistic Forecasting, Engineering +13

Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters

Alejandro Rodríguez, Esther Ruiz · Computational Statistics & Data Analysis · 2011 · 44 citations · Full text

State Estimation, Nonlinear System Identification, Parameter Identification +13

Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model

Rodrigo Herrera, Alejandro Rodríguez, Gabriel Pino · Energy Economics · 2017 · 33 citations

Economics, Economic Forecasting, Financial Economics +13

Health care expenditures and GDP in Latin American and OECD countries: a comparison using a panel cointegration approach

Alejandro Rodríguez, Nieves Valdés · International Journal of Health Economics and Management · 2018 · 25 citations

Health Policy, Health Economics, Panel Cointegration Approach +7

Kalman filter estimation for a regression model with locally stationary errors

Guillermo Ferreira, Alejandro Rodríguez, Bernardo Lagos-Álvarez · Computational Statistics & Data Analysis · 2013 · 10 citations · Full text

State Estimation, Nonlinear System Identification, Parameter Estimation +12