Access Statistics for Marius Ooms

Author contact details at EconPapers.

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 2 2 3 3 4 4 10 10
A note on the effect of seasonal dummies on the periodogram regression 1 1 1 80 2 3 14 568
A seasonal periodic long memory model for monthly river flows 2 3 3 3 2 4 7 7
An Hourly Periodic State Space Model for Modelling French National Electricity Load 6 23 77 133 14 48 152 263
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 7 18 57 413 17 43 190 1,385
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 1 1 1 1 3 4 4
Convergence and persistance of left-right political orientations in the Netherlands 1978-1995 0 0 2 58 0 2 12 943
Estimating Pushing Trends and Public Equilibria 0 0 0 0 1 1 2 250
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 1 4 12 51 15 30 91 311
Flexible Seasonal Long Memory and Economic Time Series 0 1 1 1 3 7 9 9
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 0 1 4 20 223
Flexible seasonal long memory and economic time series 1 3 7 169 1 5 18 902
Forecasting Changing Seasonal Components Using Periodic Correlations 0 0 0 0 2 4 9 362
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 3 7 42 254 15 39 145 705
Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation 0 4 5 5 1 7 10 10
Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation 1 7 33 568 4 22 122 2,553
Inflation, Forecast Intervals and Long Memory Regression Models 4 10 50 520 14 31 158 1,743
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 9 33 94 0 13 60 157
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 0 2 8 30 396
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 1 2 9 166 1 2 18 699
Long memory and level shifts: re-analysing inflation rates 1 4 6 6 3 10 14 14
Long memory modelling of inflation with stochastic variance and structural breaks 1 2 7 22 3 6 33 53
Multimodality and the GARCH Likelihood 0 0 0 0 3 12 53 651
Multimodality and the GARCH Likelihood 0 3 17 266 2 10 66 759
Multimodality in the GARCH Regression Model 2 6 27 175 9 32 103 509
Outlier Detection in GARCH Models 0 6 50 216 6 27 121 576
Outlier Detection in GARCH Models 4 7 24 59 8 15 66 184
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 1 5 14 310 3 12 48 779
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 13 154 1 8 54 465
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 5 11 54 261 15 34 128 619
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 3 6 19 68 4 10 40 175
Time Series Modelling of Daily Tax Revenues 4 11 25 267 7 19 65 692
Time-Series Modelling of Daily Tax Revenues 7 12 32 247 21 51 130 855
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 8 24 59 59 24 66 147 147
Total Working Papers 65 192 683 4,629 209 592 2,149 17,978

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A periodic long-memory model for quarterly UK inflation 1 2 5 31 2 5 14 96
An hourly periodic state space model for modelling French national electricity load 1 5 13 13 2 9 33 33
Comment on " estimating systems of trending variables": estimating pushing trends and pulling equilibria 0 1 1 3 0 3 3 9
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 3 8 21 0 4 14 61
Econometric software development: past, present and future 0 0 12 38 4 7 30 93
Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model 1 2 5 9 1 2 15 39
Forecasting daily time series using periodic unobserved components time series models 2 4 9 31 3 6 18 62
Forecasting long memory left-right political orientations 0 2 4 6 0 2 7 52
Generalizations of the KPSS-test for stationarity 1 6 31 62 2 9 98 177
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 1 4 20 105 2 9 39 229
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 1 1 1 1 1 1 1 1
Inflation, forecast intervals and long memory regression models 0 2 8 92 0 3 18 405
Long memory and level shifts: Re-analyzing inflation rates 1 2 8 149 2 4 19 823
Multimodality in GARCH regression models 0 0 5 8 0 1 17 21
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 1 2 7 189
On the effect of seasonal adjustment on the log-periodogram regression 0 0 2 14 0 0 6 79
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 1 1 11 55 4 10 41 124
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 0 2 2 2 2
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 1 19 374
Time Series Modelling of Daily Tax Revenues 1 2 5 9 2 5 17 41
Total Journal Articles 11 37 148 648 28 85 418 2,910

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Statistics updated 2009-12-07