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 1 178 0 5 16 367
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 0 8 16 306
On Granger-causality and the effect of interventions in time series 0 0 0 117 1 5 12 289
Youth crime and education expansion 0 0 0 60 1 6 9 190
Total Working Papers 0 0 1 453 2 24 53 1,152


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 0 6 84
Fitting dynamic factor models to non-stationary time series 0 0 1 152 1 1 14 466
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 1 1 24 1 6 13 127
Granger causality and path diagrams for multivariate time series 0 0 2 197 1 2 8 482
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 0 0 0 33 0 1 2 122
Testing nonparametric and semiparametric hypotheses in vector stationary processes 0 0 0 17 1 1 9 75
Total Journal Articles 0 1 4 441 4 11 52 1,356


Statistics updated 2026-06-04