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#TitleJournalYearCitations
1A multivariate Kolmogorov-Smirnov test of goodness of fitStatistics and Probability Letters1997354
2Multivariate Outlier Detection and Robust Covariance Matrix EstimationTechnometrics2001194
3Estimation and model selection based inference in single and multiple threshold modelsJournal of Econometrics2002188
4Use of poisson regression and box-jenkins models to evaluate the short-term effects of environmental noise levels on daily emergency admissions in Madrid, SpainEuropean Journal of Epidemiology200176
5Short term effects of airborne pollen concentrations on asthma epidemicThorax200366
6Non-linear short-term effects of airborne pollen levels with allergenic capacity on asthma emergency room admissions in Madrid, SpainClinical and Experimental Allergy200462
7On robust partial least squares (PLS) methodsJournal of Chemometrics199857
8Descriptive measures of multivariate scatter and linear dependenceJournal of Multivariate Analysis200354
9Confirmatory factor analysis of the General Health Questionnaire (GHQ-12) in Spanish adolescentsQuality of Life Research201254
10Forecasting with nonstationary dynamic factor modelsJournal of Econometrics200452
11A Fast Procedure for Outlier Diagnostics in Large Regression ProblemsJournal of the American Statistical Association199944
12Returns to education in Spain: Some evidence on the endogeneity of schoolingEducation Economics200324
13On the robustness of cointegration tests when series are fractionally intergratedJournal of Applied Statistics200022
14On sieve bootstrap prediction intervalsStatistics and Probability Letters200321
15Gibbs Sampling Will Fail in Outlier Problems with Strong MaskingJournal of Computational and Graphical Statistics199619
16Finite sample properties of a QML estimator of stochastic volatility models with long memoryEconomics Letters200119
17Testing for Conditional Heteroscedasticity in the Components of InflationSSRN Electronic Journal019
18Sensitivity analysis of common statistical models used to study the short-term effects of air pollution on healthInternational Journal of Biometeorology200316
19Specification testing in discretized diffusion models: Theory and practiceJournal of Econometrics200814
20The practical use of semiparametric models in field trialsJournal of Agricultural, Biological, and Environmental Statistics200312
21On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothingStatistics and Computing201912
22A permanent-transitory decomposition for ARFIMA processesJournal of Statistical Planning and Inference200411
23Prediction of extreme ozone levels in Barcelona, SpainEnvironmental Monitoring and Assessment200511
24Second-generation time-series models: A comment on ‘some advances in non-linear and adaptive modelling in time-series analysis’, by tiao and tsayJournal of Forecasting19949
25Bayesian unmasking in linear modelsComputational Statistics and Data Analysis20019
26Empirical Distributions of Stock Returns: European Securities Markets, 1990-95SSRN Electronic Journal09
27The Estimation of Food Expenditures From Household Budget Data in the Presence of Bulk PurchasesJournal of Business and Economic Statistics19988
28Trend stationarity versus long-range dependence in time series analysisJournal of Econometrics20028
29USE OF SEMITRAINED PANEL MEMBERS IN THE SENSORY EVALUATION OF HAKE (MERLUCCIUS MERLUCCIUS, L) ANALYZED STATISTICALLYJournal of Food Quality20037
30Estimation and Model Selection Based Inference in Single and Multiple Threshold ModelsSSRN Electronic Journal20016
31Testing for MulticointegrationSSRN Electronic Journal06
32An alternative measure of core inflationEconomics Letters20024
33Optimal Portfolios with Minimum Capital RequirementsSSRN Electronic Journal20104
34On some chaos techniques and the modelling of nonlinear time seriesSignal Processing19963
35Note on relations between criteria for ageingReliability Engineering and System Safety20003
36Fuzzy and probabilistic reasoning in simple learning classifier systemsReliability Engineering and System Safety02
37On the optimal control of stochastic linear systems with contaminated partial observationsTop19972
38A simple diagnostic tool for local prior sensitivityStatistics and Probability Letters19972
39Resampling time series using missing values techniquesAnnals of the Institute of Statistical Mathematics20032
40Forecasting Large Stochastic Covariance MatricesSSRN Electronic Journal20181
41Asymmetric Stochastic Volatility Models: Properties and EstimationSSRN Electronic Journal01
42Topology-based genetic search for the Stahel-Donoho estimatorSSRN Electronic Journal00
43Asset pricing anomalies: Evidence from oil industrySSRN Electronic Journal00
44Measuring Risk in Fixed Income Portfolios Using Yield Curve ModelsSSRN Electronic Journal00
45Combining Multivariate Volatility Forecasts: An Economic-Based ApproachSSRN Electronic Journal20150
46Robust Bootstrap Densities for Dynamic Conditional Correlations: Implications for Portfolio Selection and Value-at-RiskSSRN Electronic Journal00
47Disentangling the Role of Variance and Covariance Information in Portfolio Selection ProblemsSSRN Electronic Journal00
48Networks and Collective ActionSSRN Electronic Journal00
49Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier ModelsSSRN Electronic Journal00
50Exploring Option Pricing and Hedging via Volatility AsymmetrySSRN Electronic Journal00