Access Statistics for Marius Ooms

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
A Note on the Effect of Seasonal Dummies on the Periodogram Regression 0 1 1 14 0 2 2 72
A seasonal periodic long memory model for monthly river flows 0 0 0 23 0 0 0 100
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 1 226 0 1 4 539
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 1 2 528 1 4 8 1,731
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 1 45
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 69 0 0 3 485
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 1 2 4 66
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 2 2 341 0 3 11 1,077
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 3 179
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 607 1 3 7 2,063
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 128 1 1 1 300
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 1 767
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 2 64
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 47 0 1 2 170
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 74 0 0 3 214
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 51 0 3 5 115
Multimodality and the GARCH Likelihood 0 0 0 0 1 1 5 876
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 1 851
Multimodality in the GARCH Regression Model 0 0 1 217 1 1 5 667
Outlier Detection in GARCH Models 0 1 1 323 0 1 3 920
Outlier Detection in GARCH Models 0 2 2 98 0 3 8 312
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 1 9 935
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 1 175 0 4 9 551
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 3 9 470 2 6 17 1,186
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 112 0 0 3 305
Time Series Modelling of Daily Tax Revenues 2 3 3 324 3 5 6 847
Time-Series Modelling of Daily Tax Revenues 0 0 0 289 0 2 5 1,055
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 1 1 164 0 1 9 571
Total Working Papers 2 14 25 5,183 11 46 137 17,063


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A periodic long-memory model for quarterly UK inflation 0 0 0 39 0 0 1 131
An hourly periodic state space model for modelling French national electricity load 1 1 1 48 1 1 2 173
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 1 1 60 2 5 8 170
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 11 0 0 0 37
Econometric software development: past, present and future 0 0 0 56 0 0 0 148
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 1 16 0 0 5 94
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 1 32 0 1 3 167
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 0 1 24
Forecasting daily time series using periodic unobserved components time series models 0 0 0 49 0 0 1 129
Forecasting long memory left-right political orientations 0 0 0 9 0 0 1 75
Generalizations of the KPSS-test for stationarity 0 0 0 119 3 3 6 353
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 2 2 2 169 3 3 9 407
Inflation, forecast intervals and long memory regression models 0 0 1 117 0 2 5 475
Long memory and level shifts: Re-analyzing inflation rates 0 0 1 165 0 0 4 890
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 8 0 1 4 33
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 49 0 1 4 239
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 4 1 1 5 25
Multimodality in GARCH regression models 0 0 0 27 0 0 2 76
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 0 217
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 24 0 2 3 115
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 106 0 0 2 263
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 20 0 1 4 92
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 1 2 428
Statistical Software for State Space Methods 0 0 2 23 1 3 8 141
Time Series Modelling of Daily Tax Revenues 0 0 0 31 1 1 1 100
Total Journal Articles 3 4 13 1,187 12 26 81 5,002


Statistics updated 2019-07-03