2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2025
Over the Stability Space of a Multivariate Time Series
Roberto Vásquez-Martínez, Graciela González-Farías, José Ulises Márquez Urbina +1
This paper jointly addresses the challenges of non-stationarity and high dimensionality in analysing multivariate time series. Building on the classical concept of cointegration, w…
stat.AP2021★ 2 cited
A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19
Francisco Corona, Graciela González-Farías, Jesús López-Pérez
In this paper, we present a new approach based on dynamic factor models (DFMs) to perform nowcasts for the percentage annual variation of the Mexican Global Economic Activity Indic…