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 2 177 0 2 10 351
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 1 1 1 287
On Granger-causality and the effect of interventions in time series 0 1 1 117 0 1 1 276
Youth crime and education expansion 0 0 0 60 0 0 0 181
Total Working Papers 0 1 3 452 1 4 12 1,095


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 1 78
Fitting dynamic factor models to non-stationary time series 2 2 4 151 3 3 10 450
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 0 0 23 0 0 1 114
Granger causality and path diagrams for multivariate time series 0 0 6 194 0 2 12 472
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 0 0 0 33 1 1 1 120
Testing nonparametric and semiparametric hypotheses in vector stationary processes 0 0 1 17 0 1 3 65
Total Journal Articles 2 2 11 436 4 8 28 1,299


Statistics updated 2025-03-03