Access Statistics for Michael Eichler

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
Fitting dynamic factor models to non-stationary time series 0 1 1 178 4 9 11 362
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 1 4 11 298
On Granger-causality and the effect of interventions in time series 0 0 0 117 2 6 8 284
Youth crime and education expansion 0 0 0 60 0 1 3 184
Total Working Papers 0 1 1 453 7 20 33 1,128


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Frequency-domain Based Test for Non-correlation between Stationary Time Series 0 0 0 18 0 3 6 84
Fitting dynamic factor models to non-stationary time series 0 0 1 152 1 7 15 465
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 0 0 23 0 3 7 121
Granger causality and path diagrams for multivariate time series 1 1 3 197 1 2 8 480
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 0 0 0 33 0 1 1 121
Testing nonparametric and semiparametric hypotheses in vector stationary processes 0 0 0 17 0 6 9 74
Total Journal Articles 1 1 4 440 2 22 46 1,345


Statistics updated 2026-03-04