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 0 0 177 1 1 5 352
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 1 2 6 292
On Granger-causality and the effect of interventions in time series 0 0 1 117 0 0 2 277
Youth crime and education expansion 0 0 0 60 1 1 1 182
Total Working Papers 0 0 1 452 3 4 14 1,103


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 1 2 79
Fitting dynamic factor models to non-stationary time series 1 1 4 152 1 1 9 453
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 0 0 23 0 1 1 115
Granger causality and path diagrams for multivariate time series 0 0 3 195 0 1 9 475
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 0 0 0 33 0 0 1 120
Testing nonparametric and semiparametric hypotheses in vector stationary processes 0 0 0 17 0 0 3 66
Total Journal Articles 1 1 7 438 1 4 25 1,308


Statistics updated 2025-09-05