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 0 0 15 0 0 1 83
A seasonal periodic long memory model for monthly river flows 0 0 0 24 1 1 1 118
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 0 0 0 569
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 1 1 3 1,757
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 1 1 1 54
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 0 0 511
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 0 0 6 95
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 1 352 0 0 5 1,137
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 2 200
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 614 0 0 3 2,099
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 133 0 0 0 344
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 1 783
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 0 78
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 47 0 1 3 207
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 76 0 0 1 234
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 1 1 55 0 1 3 166
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 1 868
Multimodality in the GARCH Regression Model 0 1 2 223 0 1 23 730
Outlier Detection in GARCH Models 0 0 0 119 0 1 6 388
Outlier Detection in GARCH Models 0 0 2 335 0 2 7 952
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 0 1 952
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 1 177 0 0 3 576
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 1 478 1 1 3 1,220
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 1 113 0 0 2 326
Time Series Modelling of Daily Tax Revenues 0 0 1 330 0 0 2 881
Time-Series Modelling of Daily Tax Revenues 0 0 0 290 0 0 1 1,069
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 0 0 169 0 0 1 604
Total Working Papers 0 2 10 5,287 4 10 80 17,887


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 42 0 0 1 147
An hourly periodic state space model for modelling French national electricity load 0 0 1 50 0 2 3 197
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 2 3 71 0 2 4 204
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 0 0 2 56
Econometric software development: past, present and future 0 0 0 59 0 0 0 155
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 0 0 105
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 0 0 2 184
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 0 0 37
Forecasting daily time series using periodic unobserved components time series models 0 0 1 52 0 0 3 143
Forecasting long memory left-right political orientations 0 0 0 9 0 0 1 82
Generalizations of the KPSS‐test for stationarity 0 3 25 165 2 9 42 449
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 1 182 0 0 4 451
Inflation, forecast intervals and long memory regression models 0 0 0 120 0 1 3 497
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 1 2 906
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 0 0 1 55
Modelling trigonometric seasonal components for monthly economic time series 0 0 2 53 1 1 6 257
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 0 0 1 67
Multimodality in GARCH regression models 0 0 0 27 0 0 9 114
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 0 224
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 0 0 0 130
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 3 115 0 0 5 291
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 0 0 113
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 0 0 441
Statistical Software for State Space Methods 0 0 0 26 0 0 1 159
Time Series Modelling of Daily Tax Revenues 0 0 0 33 0 0 0 109
Total Journal Articles 0 5 36 1,299 4 16 90 5,573


Statistics updated 2024-02-04