| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Effect of Seasonal Dummies on the Periodogram Regression |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
83 |
| A seasonal periodic long memory model for monthly river flows |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
120 |
| An Hourly Periodic State Space Model for Modelling French National Electricity Load |
0 |
0 |
0 |
230 |
0 |
1 |
2 |
571 |
| Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models |
0 |
0 |
0 |
533 |
0 |
0 |
3 |
1,760 |
| Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
57 |
| Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
513 |
| Flexible Seasonal Long Memory and Economic Time Series |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
96 |
| Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models |
0 |
0 |
1 |
353 |
0 |
0 |
4 |
1,141 |
| Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation |
0 |
0 |
0 |
43 |
0 |
1 |
3 |
203 |
| Inflation, Forecast Intervals and Long Memory Regression Models |
0 |
0 |
2 |
617 |
0 |
0 |
3 |
2,103 |
| Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks |
0 |
0 |
1 |
134 |
0 |
0 |
1 |
345 |
| Long Memory and Level Shifts: Re-Analyzing Inflation Rates |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
783 |
| Long memory and level shifts: re-analysing inflation rates |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
78 |
| Long memory modelling of inflation with stochastic variance and structural breaks |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
208 |
| Modeling Trigonometric Seasonal Components for Monthly Economic Time Series |
0 |
0 |
1 |
78 |
0 |
2 |
6 |
242 |
| Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models |
0 |
0 |
1 |
56 |
0 |
0 |
4 |
170 |
| Multimodality and the GARCH Likelihood |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
886 |
| Multimodality and the GARCH Likelihood |
0 |
0 |
0 |
297 |
0 |
1 |
3 |
872 |
| Multimodality in the GARCH Regression Model |
0 |
0 |
0 |
223 |
1 |
1 |
1 |
733 |
| Outlier Detection in GARCH Models |
0 |
0 |
1 |
337 |
1 |
3 |
4 |
960 |
| Outlier Detection in GARCH Models |
0 |
0 |
1 |
120 |
2 |
2 |
5 |
397 |
| Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices |
0 |
0 |
1 |
353 |
0 |
0 |
2 |
954 |
| Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
577 |
| Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices |
0 |
0 |
0 |
479 |
0 |
2 |
4 |
1,225 |
| Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
327 |
| Time Series Modelling of Daily Tax Revenues |
0 |
0 |
1 |
331 |
0 |
1 |
3 |
884 |
| Time-Series Modelling of Daily Tax Revenues |
0 |
0 |
0 |
290 |
0 |
0 |
1 |
1,070 |
| Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code |
0 |
0 |
1 |
170 |
0 |
1 |
3 |
607 |
| Total Working Papers |
0 |
0 |
11 |
5,302 |
4 |
16 |
60 |
17,965 |
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