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 2 5 7 358
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 3 4 11 297
On Granger-causality and the effect of interventions in time series 0 0 0 117 4 5 6 282
Youth crime and education expansion 0 0 0 60 1 2 3 184
Total Working Papers 0 1 1 453 10 16 27 1,121


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 3 5 6 84
Fitting dynamic factor models to non-stationary time series 0 0 3 152 4 8 17 464
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 0 0 23 3 4 7 121
Granger causality and path diagrams for multivariate time series 0 0 2 196 1 2 7 479
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 0 0 0 33 1 1 2 121
Testing nonparametric and semiparametric hypotheses in vector stationary processes 0 0 0 17 3 8 9 74
Total Journal Articles 0 0 5 439 15 28 48 1,343


Statistics updated 2026-02-12