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 2 2 17 369
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 1 2 16 308
On Granger-causality and the effect of interventions in time series 0 0 0 117 0 0 12 289
Youth crime and education expansion 0 0 0 60 0 1 9 191
Total Working Papers 0 0 1 453 3 5 54 1,157


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 6 85
Fitting dynamic factor models to non-stationary time series 0 1 1 153 0 4 17 470
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 0 1 24 2 3 15 130
Granger causality and path diagrams for multivariate time series 0 0 2 197 0 0 7 482
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 0 0 0 33 0 0 2 122
Testing nonparametric and semiparametric hypotheses in vector stationary processes 0 0 0 17 0 0 9 75
Total Journal Articles 0 1 4 442 2 8 56 1,364


Statistics updated 2026-09-10