A (Very) Partial Review of Cluster Analisys ( abstract )

A Structural-Factor Approach to Modeling High-Dimensional Time Series ( abstract )

Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables. ( abstract )

Macroeconomic Value in Stress ( abstract )

Estimability of endogenous selection models ( abstract )

Score-Driven Multivariate Dynamic Location Models ( abstract )

Testing for High-dimensional White Noise ( abstract )

Some notes on TRAMO-SEATS and its saga ( abstract )

Optimal retropolation of Mexico´s three Grand Economic Activities ( abstract )

Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help? ( abstract )

Coherence-based Time Series Clustering for Brain Connectivity Visualization ( abstract )

Supersaturated split-plot experiments and industrial applications ( abstract )

Identification of main variables to predict the homicides in Mexico ( abstract )

A clustering procedure for studying big data financial time series ( abstract )

Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach ( abstract )

Recent Advances in Sparse Bayesian Factor Analysis ( abstract )

High Dimension Low Sample Size Asymptotics ( abstract )

Nonparametric mean estimation for big-but-biased data ( abstract )

Variable relevance matrix in algorithmic models ( abstract )

Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium ( abstract )

Inferring the optimal stopping boundary for a Brownian bridge. ( abstract )

A variable selection approach in high dimensional problems ( abstract )

Robust regression using a robust Mahalanobis distance based on Shrinkage estimators ( abstract )

Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves. ( abstract )

Boostraping state space models in experimental modal analysis of a footbridge ( abstract )

Short-term forecasting hourly electricity load in Spain ( abstract )

On optimal tests for rotational symmetry against new classes of hyperspherical distributions ( abstract )

A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM). ( abstract )

Variational Inference for high dimensional structured factor copulas ( abstract )

Long Memory Test for Nonlinear Time Series ( abstract )

A review of goodness-of-fit tests for models with functional data with recent results ( abstract )

Seasonal dynamic common factors: some new results and a Colombian climatology case study ( abstract )

Enhancing interpretability in Factor Analysis by means of Mathematical Optimization ( abstract )