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 1 16 7 9 10 93
A seasonal periodic long memory model for monthly river flows 0 0 0 24 6 10 11 130
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 3 9 17 586
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 1 1 534 5 12 17 1,776
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 3 5 60
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 3 5 6 519
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 1 4 4 100
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 1 353 7 9 15 1,153
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 8 8 13 213
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 3 6 6 2,109
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 5 8 9 354
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 5 7 7 790
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 5 8 86
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 24 27 30 238
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 1 78 5 9 14 252
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 56 18 22 25 193
Multimodality and the GARCH Likelihood 0 0 0 297 2 4 6 876
Multimodality and the GARCH Likelihood 0 0 0 0 4 4 4 890
Multimodality in the GARCH Regression Model 0 0 0 223 1 3 5 737
Outlier Detection in GARCH Models 0 0 0 120 6 12 16 410
Outlier Detection in GARCH Models 0 0 2 338 5 10 17 973
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 4 6 7 960
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 8 11 12 589
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 4 7 12 1,234
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 5 8 9 335
Time Series Modelling of Daily Tax Revenues 0 0 0 331 4 7 11 893
Time-Series Modelling of Daily Tax Revenues 0 0 1 291 4 5 7 1,076
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 0 0 170 6 7 9 615
Total Working Papers 0 1 9 5,307 153 237 312 18,240

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 3 6 7 154
An hourly periodic state space model for modelling French national electricity load 0 0 1 51 6 11 15 215
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 2 2 74 6 11 14 219
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 2 3 5 63
Econometric software development: past, present and future 0 0 1 61 24 25 26 183
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 5 6 6 111
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 4 10 10 198
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 4 5 10 48
Forecasting daily time series using periodic unobserved components time series models 0 0 1 53 1 3 6 150
Forecasting long memory left-right political orientations 0 0 0 9 0 4 7 89
Generalizations of the KPSS‐test for stationarity 0 1 12 190 1 3 19 499
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 10 13 18 470
Inflation, forecast intervals and long memory regression models 0 0 0 123 3 6 6 509
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 16 17 20 926
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 6 9 14 69
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 54 3 7 10 269
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 3 4 6 73
Multimodality in GARCH regression models 0 0 0 27 4 9 13 128
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 1 1 226
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 3 5 7 137
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 6 11 16 312
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 5 7 9 123
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 3 4 4 445
Statistical Software for State Space Methods 0 0 0 26 1 3 5 167
Time Series Modelling of Daily Tax Revenues 0 0 0 33 2 4 5 114
Total Journal Articles 0 3 19 1,338 121 187 259 5,897

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Statistics updated 2026-02-12