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 1 1 1 178 3 3 6 356
Modeling spike occurrences in electricity spot prices for forecasting 0 0 0 98 0 2 8 294
On Granger-causality and the effect of interventions in time series 0 0 0 117 0 1 2 278
Youth crime and education expansion 0 0 0 60 0 1 2 183
Total Working Papers 1 1 1 453 3 7 18 1,111


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 2 3 81
Fitting dynamic factor models to non-stationary time series 0 0 3 152 2 7 13 460
Fitting semiparametric Markov regime-switching models to electricity spot prices 0 0 0 23 0 3 4 118
Granger causality and path diagrams for multivariate time series 0 0 2 196 0 2 8 478
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 3 5 6 71
Total Journal Articles 0 0 5 439 5 19 35 1,328


Statistics updated 2026-01-08