Lista de publicaciones
Publicadas en revistas o libros:
- Young, P.C. and Pedregal, D.J. (1996), Recursive Fixed Interval Smoothing and the Evaluation of LIDAR Measurements: A Comment on the Paper by Holst, Hössjer, Björklund, Ragnarsson and Edner, Environmetrics, 7, 417-427.
- Pedregal, D.J. (1996), Forecasting with STAMP, O.R. Insight, Vol. 9, No. 3, 29-32.
- Pedregal, D.J. (1996), SOFTWARE review: Bayesian analysis of time series (BATS), International Journal of Forecasting, 12, 429-432.
- Young, P.C. and Pedregal, D.J., Data-Based Mechanistic Modelling. In press: C. Heij et al., eds., System Dynamics in Economic and Financial models, J. Wiley: Chichester, 1997, 169-213.
- Young, P.C. and Pedregal, D.J. (1997), Comments on "Multivariate Structural Time Series Models" by A. Harvey and S. J. Koopman. In press: C. Heij et al., eds., System Dynamics in Economic and Financial models, J. Wiley: Chichester, 1997.
- Young, P.C. and Pedregal, D.J. (1997), COMMENTS ON THE PAPER "An analysis of the international tourism demand in Spain", International Journal of Forecasting, 13, 551-556.
- Young P.C. and Pedregal, D.J. (1999), Recursive and En-Block Approaches to Signal Extraction, Journal of Applied Statistics, 26, 103-128. Centre for Research on Environmental Systems and Statistics (1996), Lancaster University, Report No. TR/154.
- Young P.C. and Pedregal, D.J., Macro-Economic Relativity: Government Spending, Private Investment and Unemployment in the USA, aceptada en el Journal of Structural Change and Economic Dynamics.
- Young P.C., Pedregal, D.J., and Tych, W., Dynamic Harmonic Regression, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. TR/96. Aceptada para publicación en el Journal of Forecasting.
Sometidas a publicación:
- Young, P. C. and Pedregal, D. J., A comment on "Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Implications for business cycle research" by Cogley and Nason, submitted to the Journal of Economic Dynamics and Control.
Presentaciones a congresos, seminarios y documentos internos:
- Pedregal, D.J. (1994), MATLAB para Windows. Una comparación con GAUSS, Universidad Autónoma de Madrid, Madrid, 7 Abril 1994.
- Pedregal, D.J. (1994), Programación con GAUSS, Universidad Autónoma de Madrid, Madrid, 2-5 Mayo 1994.
- Pedregal, D.J. (1995), Adaptive Forecasting of Electricity Load Demand, Proceedings of the Centre for Research on Environmental Systems and Statistics (CRES) Workshop, December 1995.
- Young, P.C. (and Pedregal, D.J., 1995), Adaptive Unobserved Components Models and Electricity Demand Forecasting, Colloquium on Electricity Demand Forecasting, London Business School, London, May 1995.
- Pedregal, D.J. (and Young, P.C., 1996), Adaptive Forecasting of Electricity Load Demand in the United Kingdom, Sixteenth International Symposium on Financial Markets and Forecasting, Istanbul, June 1996.
- Pedregal, D.J. and Young, P.C. (1996), Modulated cycles, a new approach to modelling seasonal/cyclical behaviour in unobserved component models, Centre for Research on Environmental Systems and Statistics (CRES), Report No. TR/145.
- Pedregal, D. J. (1996), Forecasting Energy Demand Using Unobserved Components Models. Invited lecture at the Universidad Autónoma, Madrid, February.
- Young P.C. (and Pedregal, D.J., 1997), Recent Advances in Unobserved Components Modelling, Seventeenth International Symposium on Forecasting Barbados, June 1997.
- Pedregal, D.J. (and Young, P.C., 1997), Dynamic Harmonic Regression: An Unobserved Components Model for Signal Extraction and Forecasting of Nonstationary Time Series. Invited lecture at the Econometric Forecasting Theory Workshop, Oxford Univ. (UK), June.
- Young, P.C., (and Pedregal, D.J., 1997), Macroeconomic Relativity: Government Spending, Private Investment and Unemployment in the USA, Econometric Forecasting Practice Workshop, Oxford University (UK), June.
- Pedregal, D. J., Young, P. C. and Infield, D. (1997), ‘A new adaptive approach to electricity demand forecasting’, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. 150.
- Pedregal, D. J. and Young, P. C. (1998), ‘Extensions of Trend Models in Unobserved Component Models’, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. 155.
- Pedregal, D. J. and Young, P.C. (1998), ‘A new adaptive approach to forecasting electricity demand’, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. 156.
- Tych, W., (Young, P.C. and Pedregal, D.J., 1998), A Software Package for Multi-Rate Unobserved Componnet Forecasting of Telephone Call Demand, Eighteenth International Symposium on Forecasting, Edinburgh, June.
- Young, P.C. (and Pedregal, D.J., 1998), Adaptive Electricity Demand Forecasting Using a Novel Non-Linear, Unobserved Components Model Estimated in the Frequency Domain, Colloquium on Electricity Demand Forecasting, London Business School, London, July 6th 1998.
Tesis:
Comparación teórica, empírica y predictiva de Modelos de Componentes no Observables y extensiones de la metodología de Young, Universidad Autónoma de Madrid (Departamento de Análisis Económico: Economía Cuantitativa), Abril 1995. (Resumen)
En el futuro habrá mucho más...
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Escrito por
DJP (Última modificación: Abril 1999).
All pages copyright University of Lancaster 1996. ALL RIGHTS RESERVED.
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